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subject:"United Kingdom"
~isPartOf:"Econometric theory"
~subject:"Korrelation"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Korrelation
Volatility
Estimation theory
724
Schätztheorie
724
Theorie
285
Theory
285
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Regressionsanalyse
91
Statistical test
42
Statistischer Test
42
ARCH model
35
ARCH-Modell
35
Autocorrelation
31
Autokorrelation
31
Estimation
27
Schätzung
27
Cointegration
24
Kointegration
24
Method of moments
24
Momentenmethode
24
Statistical distribution
24
Statistische Verteilung
24
Induktive Statistik
23
Statistical inference
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Einheitswurzeltest
21
Unit root test
21
IV-Schätzung
15
Instrumental variables
15
Modellierung
14
Scientific modelling
14
Volatilität
14
Heteroscedasticity
13
Heteroskedastizität
13
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11
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Article
28
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28
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28
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English
28
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Li, Jia
2
Phillips, Peter C. B.
2
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Dehling, Herold
1
Donald, Stephen G.
1
Fortuna, Natércia
1
Francq, Christian
1
Gao, Jiti
1
Ghysels, Eric
1
Hall, Alastair R.
1
Han, Chirok
1
Harvey, David I.
1
Inoue, Atsushi
1
Jin, Zequn
1
Jing, Bingyi
1
Jong, Robert M. de
1
Kanaya, Shin
1
Kim, Chang Sik
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Krämer, Walter
1
Le Quyen Thieu
1
Levine, Michael
1
Leybourne, Stephen James
1
Li, Degui
1
Li, Jinguang
1
Linton, Oliver
1
Liu, Yunxiao
1
Liu, Zhi
1
Marron, James Stephen
1
Mu, Beili
1
Park, Joon Y.
1
Peixe, Fernanda P. M.
1
Pipiras, Vladas
1
Politis, Dimitris N.
1
Preinerstorfer, David
1
Pötscher, Benedikt M.
1
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Econometric theory
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
Working paper / National Bureau of Economic Research, Inc.
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
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ECONIS (ZBW)
28
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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
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:
3
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:
4
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:
5
On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David
;
Pötscher, Benedikt M.
- In:
Econometric theory
33
(
2017
)
1
,
pp. 1-68
Persistent link: https://www.econbiz.de/10011665247
Saved in:
6
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
7
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
8
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Saved in:
9
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
10
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
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