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subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Subject
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Volatilität
Schätztheorie
35,166
Estimation theory
35,123
Theorie
9,188
Theory
9,184
Zeitreihenanalyse
5,694
Time series analysis
5,679
Estimation
5,459
Schätzung
5,457
Regressionsanalyse
4,016
Regression analysis
4,008
Nichtparametrisches Verfahren
3,210
Nonparametric statistics
3,209
Prognoseverfahren
1,846
Forecasting model
1,843
Panel
1,775
Panel study
1,773
Statistischer Test
1,669
Statistical test
1,657
USA
1,547
United States
1,538
Volatility
1,497
Statistical distribution
1,387
Statistische Verteilung
1,387
Bayesian inference
1,179
Bayes-Statistik
1,174
Sampling
1,062
Stichprobenerhebung
1,061
ARCH model
1,042
ARCH-Modell
1,042
Statistical inference
1,033
Induktive Statistik
1,032
Kointegration
1,032
Cointegration
1,030
Stochastischer Prozess
997
Stochastic process
996
Monte-Carlo-Simulation
994
Maximum-Likelihood-Schätzung
982
Monte Carlo simulation
982
Maximum likelihood estimation
974
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Online availability
All
Free
580
Undetermined
419
Type of publication
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Article
864
Book / Working Paper
636
Type of publication (narrower categories)
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Article in journal
823
Aufsatz in Zeitschrift
823
Graue Literatur
295
Non-commercial literature
295
Arbeitspapier
283
Working Paper
283
Aufsatz im Buch
44
Book section
44
Hochschulschrift
23
Thesis
18
Collection of articles written by one author
5
Sammlung
5
Collection of articles of several authors
4
Forschungsbericht
4
Sammelwerk
4
Systematic review
3
Übersichtsarbeit
3
Conference paper
2
Konferenzbeitrag
2
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Government document
1
Konferenzschrift
1
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Language
All
English
1,491
German
7
French
2
Author
All
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kim, Donggyu
12
Härdle, Wolfgang
11
Mancino, Maria Elvira
11
Andersen, Torben
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fan, Jianqing
9
Ghysels, Eric
9
Liu, Zhi
9
Lucas, André
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Hurvich, Clifford M.
8
Linton, Oliver
8
Wang, Yazhen
8
Ardia, David
7
Bibinger, Markus
7
Bollerslev, Tim
7
Cavaliere, Giuseppe
7
Croux, Christophe
7
Daníelsson, Jón
7
Fernández-Villaverde, Jesús
7
Francq, Christian
7
Gouriéroux, Christian
7
Hautsch, Nikolaus
7
Nelson, Daniel B.
7
Nolte, Ingmar
7
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Institution
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National Bureau of Economic Research
7
Birkbeck College / Department of Economics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Rodney L. White Center for Financial Research
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
Universität Trier
1
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Published in...
All
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
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
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
Econometrics : open access journal
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
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
Journal of mathematical finance
7
NBER Working Paper
7
Working papers
7
Applied economics
6
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
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Source
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ECONIS (ZBW)
1,500
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1491
The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001183637
Saved in:
1492
Target zones and conditional volatility : an ARCH application to the EMS
Neely, Christopher J.
-
1993
Persistent link: https://www.econbiz.de/10000897484
Saved in:
1493
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000878845
Saved in:
1494
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H.
-
1993
Persistent link: https://www.econbiz.de/10000142832
Saved in:
1495
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Saved in:
1496
Causality between the money supply and share prices : a VAR investigation
Dhakal, Dharmendra Purush
- In:
Quarterly journal of business and economics : QJBE
32
(
1993
)
3
,
pp. 52-74
Persistent link: https://www.econbiz.de/10001191456
Saved in:
1497
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
1498
Variations in risk as a cause of fluctuations in demand : the empirics
Hassler, John
-
1993
Persistent link: https://www.econbiz.de/10013359817
Saved in:
1499
Volatility
Andersen, Torben
-
1992
Persistent link: https://www.econbiz.de/10000914157
Saved in:
1500
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809491
Saved in:
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