//--> //--> //--> //-->
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:"Volatilität"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Economic modelling"
~subject:"Bond market"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Bond market
Estimation theory
155
Schätztheorie
155
Estimation
58
Schätzung
57
Time series analysis
37
Zeitreihenanalyse
37
Volatility
22
Regression analysis
21
Regressionsanalyse
21
Stochastic process
18
Stochastischer Prozess
18
Theorie
17
Theory
17
Cointegration
15
Kointegration
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Statistical test
14
Statistischer Test
14
Bayes-Statistik
13
Bayesian inference
13
Panel
13
Panel study
13
Börsenkurs
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Share price
12
ARCH model
10
ARCH-Modell
10
VAR model
10
VAR-Modell
10
Bayesian estimation
8
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel data
8
Prognoseverfahren
8
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Kumar, Dilip
4
Maheswaran, S.
3
Abramov, Vyacheslav M.
1
Biscay, R. J.
1
Boughrara, Adel
1
Castillo B., Paul
1
Dridi, Ichrak
1
Feng, Yuanhua
1
Han, Jeong sug
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Hu, Shuowen
1
Hur, Joonyoung
1
Jacquier, Antoine
1
Jiménez, Juan Carlos
1
Klebaner, Fima C.
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Li, Chang-shuai
1
Li, Hongyi
1
Lien, Gudbrand
1
Liu, Guifang
1
Mahakud, Jitendra
1
Malliaropulos, Dimitrios
1
McNeil, Alexander J.
1
Mijatovi´c, Aleksandar
1
Nonejad, Nima
1
Ozaki, Tohru
1
Papantonis, Ioannis
1
Poskitt, Donald Stephen
1
Pym Manopimoke
1
Rodriguez, Gabriel
1
Vassallo, Renato
1
Veka, Steinar
1
Vorada Limjaroenrat
1
Westgaard, Sjur
1
Xu, Weijun
1
Zhang, Xibin
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Economic modelling
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
16
CREATES research paper
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
SFB 649 discussion paper
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Journal of mathematical finance
7
NBER Working Paper
7
Working papers
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
GRIPS discussion papers
6
Handbook of financial time series
6
International journal of financial engineering
6
The European journal of finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
4
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
5
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
6
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
7
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
8
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
9
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
10
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->