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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~subject:"Risk premium"
~subject:"Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Risk premium
Schätzung
Volatility
Estimation theory
650
Schätztheorie
650
Theorie
198
Theory
198
Time series analysis
154
Zeitreihenanalyse
154
Estimation
148
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Regression analysis
94
Regressionsanalyse
94
United States
94
Statistical test
52
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52
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42
Capital income
36
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36
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33
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33
Statistical distribution
31
Statistische Verteilung
31
Maximum likelihood estimation
30
Maximum-Likelihood-Schätzung
30
Bootstrap approach
29
Bootstrap-Verfahren
29
Statistical theory
29
Statistische Methodenlehre
29
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27
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27
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Article
253
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250
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English
253
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Zhan, Zhaoguo
6
Kleibergen, Frank
5
Kong, Lingwei
5
Li, Qi
4
Su, Liangjun
4
Franses, Philip Hans
3
Gao, Jiti
3
Ghysels, Eric
3
Hautsch, Nikolaus
3
Hsu, Yu-Chin
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Lucas, André
3
Racine, Jeffrey
3
Bauwens, Luc
2
Bera, Anil K.
2
Bester, C. Alan
2
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Caner, Mehmet
2
Einmahl, John H. J.
2
Ferreira, Eva
2
Gungor, Sermin
2
Hansen, Bruce E.
2
Hansen, Christian Bailey
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Juodis, Artūras
2
Khalaf, Lynda
2
Lan, Wei
2
Lesage, James P.
2
Ling, Shiqing
2
Liu, Zhi
2
Luger, Richard
2
Maddala, Gangadharrao S.
2
Nolte, Ingmar
2
Orbe-Mandaluniz, Susan
2
Peñaranda, Francisco
2
Pfeffermann, Danny
2
Qin, Jing
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Journal of econometrics
300
Economics letters
133
Econometric reviews
75
Applied economics letters
61
Economic modelling
61
NBER working paper series
61
Discussion paper series / IZA
60
Journal of applied econometrics
60
NBER Working Paper
58
Working paper / National Bureau of Economic Research, Inc.
58
Applied economics
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
CEMMAP working papers / Centre for Microdata Methods and Practice
55
Discussion paper / Tinbergen Institute
55
The review of economics and statistics
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of forecasting
43
Journal of banking & finance
41
Working paper / Department of Econometrics and Business Statistics, Monash University
40
The econometrics journal
39
Discussion paper
38
Working paper
38
Journal of empirical finance
37
Econometric theory
36
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
36
CESifo working papers
34
CREATES research paper
33
Discussion papers / CEPR
32
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
32
Journal of the American Statistical Association : JASA
30
Journal of forecasting
29
Econometrics : open access journal
28
American journal of agricultural economics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Computational economics
24
Discussion paper / Centre for Economic Policy Research
23
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ECONIS (ZBW)
253
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
No-crossing single-index quantile regression curve estimation
Jiang, Rong
;
Yu, Keming
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 309-320
Persistent link: https://www.econbiz.de/10014448153
Saved in:
4
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
5
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:
6
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
7
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
8
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
9
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
10
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
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