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subject:"USA"
subject:"Volatilität"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Statistical distribution
Estimation theory
641
Schätztheorie
641
Theorie
205
Theory
205
Time series analysis
141
Zeitreihenanalyse
141
Estimation
132
Schätzung
132
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
United States
95
Regression analysis
90
Regressionsanalyse
90
Volatility
55
Forecasting model
43
Prognoseverfahren
43
Statistical test
43
Statistischer Test
43
Induktive Statistik
42
Statistical inference
42
Panel
41
Panel study
41
Correlation
36
Korrelation
36
Capital income
31
Kapitaleinkommen
31
Simulation
29
Statistical theory
29
Statistische Methodenlehre
29
Maximum likelihood estimation
28
Maximum-Likelihood-Schätzung
28
Method of moments
27
Momentenmethode
27
Bootstrap approach
26
Bootstrap-Verfahren
26
ARCH model
25
ARCH-Modell
25
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25
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3
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Article
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Aufsatz in Zeitschrift
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English
170
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Franses, Philip Hans
3
Ghysels, Eric
3
Bera, Anil K.
2
Bester, C. Alan
2
Bollerslev, Tim
2
Gatheral, Jim
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Hoga, Yannick
2
Jing, Bingyi
2
Lesage, James P.
2
Lucas, André
2
Maddala, Gangadharrao S.
2
Pfeffermann, Danny
2
Phillips, Peter C. B.
2
Shephard, Neil G.
2
Sørensen, Bent E.
2
Yang, Xiye
2
Akgiray, Vedat
1
Albani, Vinícius
1
Alfelt, Gustav
1
Amado, Cristina
1
Ammou, Samir Ben
1
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
Bai, Yuehao
1
Baldeaux, jan
1
Bandi, Federico M.
1
Barnard, Charles H.
1
Bauwens, Luc
1
Bekaert, Geert
1
Belomestny, Denis
1
Bibinger, Markus
1
Blattenberger, Gail
1
Bodnar, Taras
1
Bollinger, Christopher R.
1
Booth, G. Geoffrey
1
Bordley, Robert F.
1
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International journal of theoretical and applied finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
193
Economics letters
64
Econometric reviews
48
Discussion paper / Tinbergen Institute
47
The review of economics and statistics
45
Insurance / Mathematics & economics
44
Econometric theory
43
Working paper / National Bureau of Economic Research, Inc.
40
International journal of forecasting
33
The econometrics journal
30
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
Journal of empirical finance
29
CREATES research paper
28
Journal of applied econometrics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Applied economics
25
Statistics in transition : an international journal of the Polish Statistical Association
25
Discussion paper / Center for Economic Research, Tilburg University
23
Journal of banking & finance
23
Journal of the American Statistical Association : JASA
23
Journal of forecasting
22
American journal of agricultural economics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Discussion paper series / IZA
20
Economic modelling
20
Econometrics : open access journal
19
Finance research letters
19
Journal of financial econometrics
19
NBER working paper series
19
The journal of futures markets
19
Quantitative finance
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Journal of risk and financial management : JRFM
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
European journal of operational research : EJOR
16
Journal of financial and quantitative analysis : JFQA
16
SFB 649 discussion paper
16
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ECONIS (ZBW)
170
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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5
Empirical likelihood and uniform convergence rates for dyadic kernel density estimation
Chiang, Harold D.
;
Tan, Bing Yang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 906-914
Persistent link: https://www.econbiz.de/10014448457
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6
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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7
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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8
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
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9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
Semiparametric tail index regression
Li, Rui
;
Leng, Chenlei
;
You, Jinhong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
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