//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation theory"
~type_genre:"Konferenzbeitrag"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation theory
Schätztheorie
69
Estimation
26
Schätzung
26
Time series analysis
19
Zeitreihenanalyse
19
ARCH model
16
ARCH-Modell
16
Volatilität
12
Regression analysis
8
Regressionsanalyse
8
Statistical distribution
8
Statistische Verteilung
8
Börsenkurs
7
Forecasting model
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Prognoseverfahren
7
Risikomaß
7
Risk measure
7
Share price
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Capital income
5
Cointegration
5
Correlation
5
Kapitaleinkommen
5
Kointegration
5
Korrelation
5
Panel
5
Panel study
5
Einheitswurzeltest
4
GARCH
4
Portfolio selection
4
Portfolio-Management
4
Technical efficiency
4
Technische Effizienz
4
Unit root test
4
Aktienindex
3
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
69
Type of publication (narrower categories)
All
Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
69
Language
All
English
69
Author
All
Kim, Jong-Min
3
Zuehlke, Thomas William
3
Blazsek, Szabolcs
2
Jung, Hojin
2
Licht, Adrian
2
Ahmad, Yamin
1
Ahsan, Tanveer
1
Alañón Pardo, Ángel
1
Allison, Paul D.
1
Altman, Edward I.
1
Andor, Mark Andreas
1
Auer, Benjamin R.
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Banerjee, Andy
1
Baños-Pino, José
1
Besstremjannaja, Galina Evgen'evna
1
Boman, Mattias
1
Cantarero-Prieto, David
1
Ceffer, Attila
1
Chen, Cathy W. S.
1
Chen, W. D.
1
Chiang, Dien-Lin
1
Chiang, Yi-Chein
1
Chiu, Yen-Chen
1
Chuang, I-Yuan
1
De Jongh, Riaan
1
Degenhardt, Thomas
1
Di Iorio, Francesca
1
Diao, Xundi
1
Do Santos, Isabelle
1
Díaz Hernández, Adán
1
Díaz-Mendoza, Ana-Carmen
1
Emirmahmutoglu, Furkan
1
Etienne, Xiaoli Liao
1
Fachin, Stefano
1
Featherstone, Allen M.
1
Ferrara, Giancarlo
1
Fogarasi, Norbert
1
Franke, Reiner
1
more ...
less ...
Published in...
All
Applied economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
699
Economics letters
278
Econometric reviews
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Econometric theory
152
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
The econometrics journal
101
European journal of operational research : EJOR
98
International journal of forecasting
88
Computational economics
77
Insurance / Mathematics & economics
72
Economic modelling
70
Applied economics letters
65
Finance research letters
58
Journal of time series econometrics
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Operations research
47
Journal of quantitative economics
46
Journal of financial econometrics
41
Journal of econometric methods
39
Empirical economics : a quarterly journal of the Institute for Advanced Studies
38
Journal of economic dynamics & control
37
Operations research letters
36
Journal of forecasting
33
Quantitative finance
32
Journal of empirical finance
28
Scandinavian actuarial journal
26
Energy economics
25
Journal of applied econometrics
25
Journal of banking & finance
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Mathematics of operations research
24
Regional science & urban economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of production research
22
Journal of risk
21
Organizational research methods : ORM
20
The review of economics and statistics
18
more ...
less ...
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
3
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
4
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
5
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
6
Semiparametric estimation of a sample selection model with a binary endogenous regressor : the effect of chronicity in labour supply
Moreno-Mencía, Patricia
;
Cantarero-Prieto, David
; …
- In:
Applied economics
55
(
2023
)
15
,
pp. 1682-1699
Persistent link: https://www.econbiz.de/10013554970
Saved in:
7
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
8
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:
9
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:
10
A finite sample correction for the panel Durbin-Watson test
Kim, Hyoungjong
- In:
Applied economics
54
(
2022
)
28
,
pp. 3197-3205
Persistent link: https://www.econbiz.de/10013410737
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...
//-->