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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Econometric reviews"
~subject:"Bayes-Statistik"
~subject:"Time series analysis"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
Time series analysis
Estimation theory
238
Schätztheorie
238
Nichtparametrisches Verfahren
66
Nonparametric statistics
66
Zeitreihenanalyse
53
Regression analysis
51
Regressionsanalyse
51
Panel
42
Panel study
42
Estimation
40
Schätzung
40
Statistical test
40
Statistischer Test
40
Method of moments
26
Momentenmethode
26
Autocorrelation
24
Autokorrelation
24
Bootstrap approach
16
Bootstrap-Verfahren
16
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Modellierung
16
Scientific modelling
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Statistical distribution
14
Statistische Verteilung
14
panel data
14
Cointegration
13
Stochastic process
13
Stochastischer Prozess
13
Kleinste-Quadrate-Methode
12
Kointegration
12
Least squares method
12
Volatilität
12
Heteroscedasticity
11
Heteroskedastizität
11
ARCH model
10
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Article
59
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Article in journal
Konferenzbeitrag
Non-commercial literature
Aufsatz in Zeitschrift
59
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English
59
Author
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Teräsvirta, Timo
4
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dong, Chaohua
2
Gao, Jiti
2
Hsiao, Cheng
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Lucas, André
2
Medeiros, Marcelo C.
2
Amado, Cristina
1
Baillie, Richard
1
Baltagi, Badi H.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bermudez, P. de Zea
1
Bierens, Herman J.
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Carrion i Silvestre, Josep Lluís
1
Casini, Alessandro
1
Catani, Paul
1
Catania, Leopoldo
1
Chen, Qiang
1
Cheng, Tingting
1
Chevillon, Guillaume
1
Cho, Jin Seo
1
Davidson, Russell
1
Du, Zaichao
1
Duffy, James A.
1
Escanciano, Juan Carlos
1
Fermanian, Jean-David
1
Fernandes, Marcelo
1
Franchi, Massimo
1
Galbraith, John W.
1
Grassi, Stefano
1
Gu, Jingping
1
Gu, Wentao
1
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Econometric reviews
Journal of econometrics
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
International journal of forecasting
48
Econometric theory
43
Journal of time series econometrics
38
Computational economics
31
Economic modelling
29
Finance research letters
24
Applied economics letters
20
The econometrics journal
20
Journal of empirical finance
16
Journal of financial econometrics
16
Journal of quantitative economics
16
Journal of forecasting
15
Quantitative finance
15
European journal of operational research : EJOR
14
The North American journal of economics and finance : a journal of financial economics studies
14
Discussion papers / CEPR
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Applied economics
12
Energy economics
12
Insurance / Mathematics & economics
12
Journal of economic dynamics & control
11
Journal of banking & finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of production research
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of mathematical finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Discussion paper / Centre for Economic Policy Research
7
Research in international business and finance
7
Scandinavian actuarial journal
7
International journal of computational economics and econometrics : IJCEE
6
International journal of economics and finance
6
Journal of international financial markets, institutions & money
6
Journal of risk
6
Theoretical economics letters
6
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ECONIS (ZBW)
59
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1
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
2
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
3
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
4
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
5
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
6
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
7
Robust open Bayesian analysis : overfitting, model uncertainty, and endogeneity issues in multiple regression models
Pacifico, Antonio
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 148-176
Persistent link: https://www.econbiz.de/10012483805
Saved in:
8
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
9
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
10
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
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