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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
401
Schätztheorie
401
Estimation
115
Schätzung
114
Time series analysis
101
Zeitreihenanalyse
101
Regression analysis
70
Regressionsanalyse
70
Nichtparametrisches Verfahren
57
Nonparametric statistics
57
Panel
53
Panel study
53
ARCH model
39
ARCH-Modell
39
Statistical test
37
Statistischer Test
37
Volatilität
37
Method of moments
26
Momentenmethode
26
Forecasting model
25
Prognoseverfahren
25
Maximum likelihood estimation
24
Maximum-Likelihood-Schätzung
24
Statistical distribution
24
Statistische Verteilung
24
VAR model
24
VAR-Modell
24
Autocorrelation
23
Autokorrelation
23
Cointegration
23
Kointegration
23
Panel data
23
Capital income
21
Kapitaleinkommen
21
Correlation
19
Korrelation
19
Bayes-Statistik
18
Bayesian inference
18
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Article in journal
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37
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English
37
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Anatolyev, Stanislav
2
Abbara, Omar
1
Alañón Pardo, Ángel
1
Annaert, Jan
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Chan, Jennifer So Kuen
1
Chen, Cathy W. S.
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Claes, Anouk G. P.
1
Daníelsson, Jón
1
De Ceuster, Marc J.
1
Dong, Yingjie
1
Díaz-Mendoza, Ana-Carmen
1
Enders, Walter
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Gefang, Deborah
1
Goutte, Stéphane
1
Guillén, Montserrat
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Horváth, Roman
1
Hou, Weijie
1
Hwang, Eunju
1
Jensen, Mark J.
1
Jeong, Minsoo
1
Jung, Hojin
1
Kalyvitēs, Sarantēs
1
Katsiampa, Paraskevi
1
Kim, Jong-Min
1
Kok Haur Ng
1
Koop, Gary
1
Kraicová, Lucie
1
Kumar, Satish
1
Lee, Kyungsub
1
Li, Jing
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International journal of forecasting
13
Econometric reviews
12
Finance research letters
12
Quantitative finance
12
Journal of financial econometrics
11
Journal of empirical finance
10
Economic modelling
9
Econometric theory
7
Computational economics
6
Journal of banking & finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Journal of forecasting
5
Journal of mathematical finance
5
Journal of quantitative economics
5
Journal of risk
5
The journal of risk model validation
5
Energy economics
4
Finance and stochastics
4
International journal of financial engineering
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The econometrics journal
4
Theoretical economics letters
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European journal of operational research : EJOR
3
IIMB management review
3
International journal of theoretical and applied finance
3
Journal of time series econometrics
3
The European journal of finance
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Annals of finance
2
Economic research
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial markets and portfolio management
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ECONIS (ZBW)
37
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
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:
5
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:
6
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
7
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
8
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
9
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
10
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
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