//--> //--> //--> //-->
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:"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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
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
Momentenmethode
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
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
32
Language
All
English
32
Author
All
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
Ayala, Astrid Loretta
1
Bampinas, Georgios
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
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
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
Malloch, H.
1
Mao, Millie Yi
1
Medel, Carlos A.
1
Moosa, Imad A.
1
more ...
less ...
Published in...
All
Applied economics letters
Applied economics
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
Economics letters
51
International journal of forecasting
43
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
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)
32
Showing
1
-
10
of
32
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
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
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:
8
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:
9
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
Saved in:
10
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->