//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United Kingdom"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Korrelation"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
United Kingdom
Korrelation
Volatility
Estimation theory
1,020
Schätztheorie
1,020
Theorie
385
Theory
385
Time series analysis
190
Zeitreihenanalyse
190
Nichtparametrisches Verfahren
117
Nonparametric statistics
117
Regression analysis
108
Regressionsanalyse
108
Estimation
86
Schätzung
86
Statistical test
47
Statistischer Test
47
USA
46
United States
46
ARCH model
45
ARCH-Modell
45
Autocorrelation
33
Autokorrelation
33
Volatilität
33
Statistical distribution
32
Statistische Verteilung
32
Causality analysis
29
Kausalanalyse
29
Cointegration
28
Kointegration
28
Panel
28
Panel study
28
Correlation
27
Method of moments
27
Momentenmethode
27
Forecasting model
25
Prognoseverfahren
25
Statistical theory
25
Statistische Methodenlehre
25
Induktive Statistik
24
Statistical inference
24
more ...
less ...
Online availability
All
Undetermined
23
Free
6
Type of publication
All
Article
50
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Arbeitspapier
17
Working Paper
17
Graue Literatur
15
Non-commercial literature
15
Language
All
English
67
Author
All
Bekaert, Geert
2
Brandt, Michael W.
2
Diebold, Francis X.
2
Li, Jia
2
Phillips, Peter C. B.
2
Taylor, Stephen
2
Adams, Zeno
1
Alexander, Carol
1
Alizadeh, Sassan
1
Altonji, Joseph G.
1
Ang, Andrew
1
Aslanidis, Nektarios
1
Bertrand, Marianne
1
Boudoukh, Jacob
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Burkhauser, Richard V.
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Cenedese, Gino
1
Chen, Xiaohong
1
Clare, Andrew D.
1
Clements, Adam
1
Creal, Drew
1
Dai, Qiang
1
Das, Sanjiv R.
1
Dehling, Herold
1
Donald, Stephen G.
1
Dotsis, George
1
Duflo, Esther
1
Elder, Todd E.
1
Engel, Charles
1
Escobar, Marcos
1
Faff, Robert W.
1
Fernández-Villaverde, Jesús
1
Fortuna, Natércia
1
Foster, Michael E.
1
Francq, Christian
1
Füss, Roland
1
Gao, Jiti
1
more ...
less ...
Published in...
All
Econometric theory
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
52
Discussion paper / Tinbergen Institute
37
Econometric reviews
30
Journal of empirical finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
21
Cambridge working papers in economics
20
Finance research letters
20
Journal of the American Statistical Association : JASA
20
NBER Working Paper
20
Quantitative finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Economic modelling
19
Journal of financial econometrics
19
International journal of forecasting
18
Applied economics letters
17
CREATES research paper
17
SFB 649 discussion paper
17
Econometrics : open access journal
16
Journal of forecasting
16
Oxford bulletin of economics and statistics
16
Journal of applied econometrics
15
NBER working paper series
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper
14
Applied economics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Discussion paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
CESifo working papers
10
Journal of risk and financial management : JRFM
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
6
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
7
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
8
Survey under-coverage of top incomes and estimation of inequality : what is the role of the UK’s SPI adjustment?
Burkhauser, Richard V.
;
Hérault, Nicolas
;
Jenkins, Stephen
-
2017
Persistent link: https://www.econbiz.de/10011700605
Saved in:
9
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
10
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->