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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometric methods"
~subject:"Momentenmethode"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Momentenmethode
Time series analysis
Estimation theory
151
Schätztheorie
151
Estimation
44
Schätzung
44
Zeitreihenanalyse
30
Panel
21
Panel study
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Regression analysis
20
Regressionsanalyse
20
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Correlation
12
Korrelation
12
Einheitswurzeltest
10
IV-Schätzung
10
Instrumental variables
10
Statistical distribution
10
Statistische Verteilung
10
Unit root test
10
ARCH model
9
ARCH-Modell
9
Method of moments
9
Statistical test
9
Statistischer Test
9
Causality analysis
8
Kausalanalyse
8
Forecasting model
7
Prognoseverfahren
7
Simulation
7
Statistical error
7
Statistischer Fehler
7
instrumental variables
7
Autocorrelation
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Sampling
6
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40
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English
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Agiakloglou, Christos N.
2
Agiropoulos, Charalampos
2
Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Omay, Tolga
2
Yamada, Hiroshi
2
Ahmad, Yamin
1
Allison, Paul D.
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Berrens, Robert P.
1
Bonaccolto, Giovanni
1
Cai, Yong
1
Canay, Ivan A.
1
Chang, Tsangyao
1
Chen, W. D.
1
Chen, Zirong
1
Cook, Steven
1
Croux, Christophe
1
Delgado, Michael S.
1
Emirmahmutoglu, Furkan
1
Firoozi, Fathali
1
Furuoka, Fumitaka
1
Giesen, Sebastian
1
Gupta, Rangan
1
Hwang, Sun Young
1
Hännikäinen, Jari
1
Jung, Hojin
1
Kim, Deborah
1
Kumbhakar, Subal
1
Kızılkaya, Fatma
1
Ladopoulos, Konstantinos
1
Lee, Tae-hwy
1
Leschinski, Christian
1
Li, Fangjhy
1
Lien, Da-hsiang Donald
1
Lin, Haonan
1
Lo, Ming Chien
1
Lopes, Artur C. B. da Silva
1
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Applied economics letters
Applied economics
Journal of econometric methods
Journal of econometrics
236
Econometric reviews
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Econometric theory
49
International journal of forecasting
44
Journal of time series econometrics
39
Computational economics
30
Economic modelling
26
Finance research letters
21
The econometrics journal
21
Journal of financial econometrics
16
Journal of empirical finance
15
Journal of forecasting
14
Journal of quantitative economics
14
Quantitative finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Energy economics
10
European journal of operational research : EJOR
9
Journal of banking & finance
8
Regional science & urban economics
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International journal of economics and finance
7
Journal of mathematical finance
7
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
Journal of applied econometrics
5
Journal of economic dynamics & control
5
The journal of risk model validation
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ECONIS (ZBW)
40
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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
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:
4
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:
5
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
6
Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
Saved in:
7
A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators
Yuan, Jin
;
Yuan, Xianghui
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 124-128
Persistent link: https://www.econbiz.de/10012415096
Saved in:
8
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
9
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
10
A new combination of Fourier unit root tests : a PPP application for fragile economies
Zeren, Fatma
;
Kızılkaya, Fatma
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1707-1711
Persistent link: https://www.econbiz.de/10012652578
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