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subject:"United Kingdom"
~isPartOf:"Econometric theory"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Korrelation"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Korrelation
Volatility
Estimation theory
971
Schätztheorie
971
Theorie
372
Theory
372
Time series analysis
188
Zeitreihenanalyse
188
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
Regression analysis
107
Regressionsanalyse
107
Schätzung
71
Estimation
70
ARCH model
45
ARCH-Modell
45
Statistical test
43
Statistischer Test
43
USA
39
United States
39
Autocorrelation
33
Autokorrelation
33
Volatilität
31
Causality analysis
29
Kausalanalyse
29
Method of moments
28
Momentenmethode
28
Statistical distribution
28
Statistische Verteilung
28
Cointegration
27
Kointegration
27
Panel
27
Panel study
27
Statistical theory
25
Statistische Methodenlehre
25
Induktive Statistik
24
Statistical inference
24
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
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21
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21
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57
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Bekaert, Geert
2
Brandt, Michael W.
2
Diebold, Francis X.
2
Li, Jia
2
Liu, Zhi
2
Phillips, Peter C. B.
2
Alañón Pardo, Ángel
1
Alizadeh, Sassan
1
Altonji, Joseph G.
1
Ang, Andrew
1
Arize, Augustine Chuck
1
Bertrand, Marianne
1
Boudoukh, Jacob
1
Burkhauser, Richard V.
1
Cavaliere, Giuseppe
1
Chen, Cathy W. S.
1
Chen, Xiaohong
1
Creal, Drew
1
Dai, Qiang
1
Das, Sanjiv R.
1
Dehling, Herold
1
Donald, Stephen G.
1
Duflo, Esther
1
Díaz-Mendoza, Ana-Carmen
1
Elder, Todd E.
1
Engel, Charles
1
Fernández-Villaverde, Jesús
1
Fortuna, Natércia
1
Francq, Christian
1
Gao, Jiti
1
Ghysels, Eric
1
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1
Griliches, Zvi
1
Guillén, Montserrat
1
Hall, Alastair R.
1
Han, Chirok
1
Harvey, David I.
1
Hodrick, Robert J.
1
Horváth, Roman
1
Hérault, Nicolas
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Econometric theory
The North American journal of economics and finance : a journal of financial economics studies
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 banking & finance
22
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
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
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ECONIS (ZBW)
57
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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
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
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
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
6
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:
7
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:
8
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
9
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
10
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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