//--> //--> //-->
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:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of production economics"
~subject:"Time series analysis"
~subject:"Volatilität"
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
Volatilität
Estimation theory
33
Schätztheorie
33
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Forecasting model
6
Prognoseverfahren
6
Regression analysis
6
Regressionsanalyse
6
Zeitreihenanalyse
6
Demand
4
Estimation
4
Nachfrage
4
Causality analysis
3
IV-Schätzung
3
Instrumental variables
3
Inventory model
3
Kausalanalyse
3
Lagerhaltungsmodell
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Capital income
2
Decomposition method
2
Dekompositionsverfahren
2
Forecasting
2
Impact assessment
2
Industrie
2
Kapitaleinkommen
2
Manufacturing industries
2
Market microstructure
2
Markov chain
2
Markov-Kette
2
Marktmikrostruktur
2
Martingal
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Sbrana, Giacomo
2
Silvestrini, Andrea
2
Ahrens, Diane
1
Arunraj, Nari Sivanandam
1
Disney, Stephen M.
1
Gaalman, Gerard J. C.
1
Jacod, Jean
1
Li, Jia
1
Li, Yingying
1
Mykland, Per A.
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Wang, Xun
1
Zhang, Lan
1
Zheng, Xinghua
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of production economics
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Economics letters
51
International journal of forecasting
44
Econometric theory
41
Journal of time series econometrics
38
Computational economics
28
Economic modelling
23
Finance research letters
23
Applied economics letters
18
The econometrics journal
18
Journal of empirical finance
16
Journal of financial econometrics
15
Journal of forecasting
14
Quantitative finance
14
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
Applied economics
11
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 research
4
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
When bullwhip increases in the lead time : an eigenvalue analysis of ARMA demand
Gaalman, Gerard J. C.
;
Disney, Stephen M.
;
Wang, Xun
- In:
International journal of production economics
250
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013535783
Saved in:
2
Forecasting with the damped trend model using the structural approach
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of production economics
226
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012294776
Saved in:
3
Random switching exponential smoothing : a new estimation approach
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of production economics
211
(
2019
),
pp. 211-220
Persistent link: https://www.econbiz.de/10012013955
Saved in:
4
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
5
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
6
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
7
A hybrid seasonal autoregressive integrated moving average and quantile regression for daily food sales forecasting
Arunraj, Nari Sivanandam
;
Ahrens, Diane
- In:
International journal of production economics
170
(
2015
),
pp. 321-335
Persistent link: https://www.econbiz.de/10011421909
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->