//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics"
~subject:"Bayes-Statistik"
~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
Bayes-Statistik
Time series analysis
Estimation theory
739
Schätztheorie
739
Nichtparametrisches Verfahren
174
Nonparametric statistics
174
Zeitreihenanalyse
171
Estimation
166
Regression analysis
165
Regressionsanalyse
165
Schätzung
163
Panel
94
Panel study
94
Statistical test
92
Statistischer Test
92
Volatilität
85
Induktive Statistik
58
Statistical inference
58
Forecasting model
57
Prognoseverfahren
57
Bootstrap approach
55
Bootstrap-Verfahren
55
Maximum likelihood estimation
55
Maximum-Likelihood-Schätzung
55
Autocorrelation
54
Autokorrelation
54
Method of moments
53
Momentenmethode
52
Correlation
49
Korrelation
49
Stochastic process
48
Stochastischer Prozess
48
Capital income
47
Kapitaleinkommen
47
Instrumental variables
43
Statistical distribution
42
Statistische Verteilung
42
Causality analysis
41
Kausalanalyse
41
ARCH model
40
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
230
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
230
Language
All
English
230
Author
All
Phillips, Peter C. B.
9
Todorov, Viktor
8
Li, Jia
6
Zhu, Ke
6
Andersen, Torben
5
Davis, Richard A.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Linton, Oliver
5
Tauchen, George Eugene
5
Fan, Jianqing
4
Francq, Christian
4
Mykland, Per A.
4
Taylor, Robert
4
Varneskov, Rasmus Tangsgaard
4
Zhang, Xinyu
4
Aït-Sahalia, Yacine
3
Baltagi, Badi H.
3
Bauwens, Luc
3
Bollerslev, Tim
3
Gao, Jiti
3
Laurent, Sébastien
3
Li, Degui
3
Li, Guodong
3
Li, Wai Keung
3
Park, Joon Y.
3
Wang, Shouyang
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Zhang, Lan
3
Zheng, Xinghua
3
Zou, Guohua
3
Blasques, Francisco
2
Cavaliere, Giuseppe
2
Chambers, Marcus J.
2
Chen, Rong
2
Chen, Xiaohong
2
Chevillon, Guillaume
2
Clinet, Simon
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Econometric reviews
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Economics letters
57
International journal of forecasting
49
Econometric theory
43
Journal of time series econometrics
38
Computational economics
31
Economic modelling
29
Finance research letters
26
Applied economics letters
21
The econometrics journal
20
Journal of empirical finance
17
Journal of forecasting
16
Journal of quantitative economics
16
Quantitative finance
16
European journal of operational research : EJOR
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
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
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
The journal of risk model validation
6
Theoretical economics letters
6
Finance and stochastics
5
more ...
less ...
Source
All
ECONIS (ZBW)
230
Showing
1
-
10
of
230
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
6
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
8
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
9
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
10
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->