//--> //--> //--> //-->
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 letters"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometric methods"
~subject:"Time series analysis"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Time series analysis
Estimation theory
429
Schätztheorie
429
Estimation
115
Schätzung
114
Zeitreihenanalyse
74
Regression analysis
73
Regressionsanalyse
73
Panel
69
Panel study
69
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Statistical test
35
Statistischer Test
35
Method of moments
29
Momentenmethode
29
Correlation
26
Korrelation
26
Panel data
26
Maximum likelihood estimation
25
Maximum-Likelihood-Schätzung
25
Statistical distribution
25
Statistische Verteilung
25
Autocorrelation
23
ARCH model
22
ARCH-Modell
22
Autokorrelation
22
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Kleinste-Quadrate-Methode
21
Least squares method
21
Bias
19
Causality analysis
19
Forecasting model
19
Kausalanalyse
19
Prognoseverfahren
19
Sampling
19
Stichprobenerhebung
19
Systematischer Fehler
19
Modellierung
18
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
83
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
83
Language
All
English
83
Author
All
Kim, Jong-Min
3
Agiakloglou, Christos N.
2
Agiropoulos, Charalampos
2
Blazsek, Szabolcs
2
Hassler, Uwe
2
Jung, Hojin
2
Kurita, Takamitsu
2
Li, Chen
2
Li, Luyang
2
Licht, Adrian
2
Omay, Tolga
2
Shin, Dong-wan
2
Wang, Qiao
2
Yamada, Hiroshi
2
Yu, Deshui
2
Ahmad, Yamin
1
Anatolyev, Stanislav
1
Andrle, Michal
1
Annaert, Jan
1
Ayala, Astrid Loretta
1
Baillie, Richard
1
Bampinas, Georgios
1
Bonaccolto, Giovanni
1
Cai, Yong
1
Canay, Ivan A.
1
Cavicchioli, Maddalena
1
Chang, Seong Yeon
1
Chang, Tsangyao
1
Chen, W. D.
1
Chen, Wenjuan
1
Chen, Zirong
1
Choi, Chi-young
1
Choi, Ji-Eun
1
Chudik, Alexander
1
Claes, Anouk G. P.
1
Cook, Steven
1
Croux, Christophe
1
De Ceuster, Marc J.
1
Deistler, Manfred
1
Dias, Gustavo Fruet
1
more ...
less ...
Published in...
All
Applied economics letters
Applied economics
Economics letters
Journal of econometric methods
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
International journal of forecasting
44
Econometric theory
41
Journal of time series econometrics
38
Computational economics
28
Economic modelling
23
Finance research letters
21
The econometrics journal
18
Journal of empirical finance
15
Journal of financial econometrics
15
Journal of forecasting
14
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of quantitative economics
12
Energy economics
10
Journal of banking & finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
European journal of operational research : EJOR
7
Journal of mathematical finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
Journal of risk
6
Research in international business and finance
6
Theoretical economics letters
6
Finance and stochastics
5
Insurance / Mathematics & economics
5
The journal of risk model validation
5
International journal of computational economics and econometrics : IJCEE
4
International journal of financial engineering
4
International journal of production economics
4
International journal of production research
4
more ...
less ...
Source
All
ECONIS (ZBW)
83
Showing
1
-
10
of
83
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
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:
3
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
4
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
5
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
6
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
7
On the implementation of approximate randomization tests in linear models with a small number of clusters
Cai, Yong
;
Canay, Ivan A.
;
Kim, Deborah
;
Shaikh, Azeem M.
- In:
Journal of econometric methods
12
(
2023
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10013554721
Saved in:
8
Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 619-625
Persistent link: https://www.econbiz.de/10013170999
Saved in:
9
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
10
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->