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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:"Volatility"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Risk premium
Volatility
Estimation theory
650
Schätztheorie
650
Theorie
198
Theory
198
Time series analysis
154
Zeitreihenanalyse
154
Estimation
148
Schätzung
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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51
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51
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47
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47
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44
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44
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42
Panel study
42
Capital income
36
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36
ARCH model
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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151
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English
153
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Franses, Philip Hans
3
Ghysels, Eric
3
Lucas, André
3
Bera, Anil K.
2
Bester, C. Alan
2
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Khalaf, Lynda
2
Lesage, James P.
2
Liu, Zhi
2
Maddala, Gangadharrao S.
2
Nolte, Ingmar
2
Peñaranda, Francisco
2
Pfeffermann, Danny
2
Sancetta, Alessio
2
Shephard, Neil G.
2
Sucarrat, Genaro
2
Sørensen, Bent E.
2
Yang, Xiye
2
Zaffaroni, Paolo
2
Akgiray, Vedat
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
Bandi, Federico M.
1
Barnard, Charles H.
1
Bauwens, Luc
1
Bekaert, Geert
1
Bibinger, Markus
1
Blattenberger, Gail
1
Bodnar, Taras
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Journal of econometrics
146
The review of economics and statistics
44
Economics letters
43
Working paper / National Bureau of Economic Research, Inc.
42
Discussion paper / Tinbergen Institute
31
Econometric reviews
29
Journal of applied econometrics
27
Journal of empirical finance
26
CREATES research paper
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
NBER working paper series
21
American journal of agricultural economics
20
Journal of banking & finance
20
Econometric theory
19
Applied economics
18
Economic modelling
18
The journal of finance : the journal of the American Finance Association
18
The journal of futures markets
18
Journal of forecasting
17
Journal of financial and quantitative analysis : JFQA
16
Quantitative finance
16
The review of financial studies
16
Discussion paper / Centre for Economic Policy Research
15
International journal of theoretical and applied finance
15
The econometrics journal
15
Finance research letters
14
Journal of macroeconomics
13
NBER Working Paper
13
Technical working paper / National Bureau of Economic Research
13
Discussion paper series / IZA
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial economics
11
Journal of money, credit and banking : JMCB
11
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ECONIS (ZBW)
153
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21
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
22
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
23
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
24
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
25
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
26
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
27
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
28
Semiparametric estimation in continuous-time : asymptotics for integrated volatility functionals with small and large bandwidths
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 793-806
Persistent link: https://www.econbiz.de/10012587983
Saved in:
29
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
30
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
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