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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Theoretical economics letters"
~subject:"Bayes-Statistik"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
Time series analysis
Estimation theory
716
Schätztheorie
716
Nichtparametrisches Verfahren
172
Nonparametric statistics
172
Regression analysis
163
Regressionsanalyse
163
Zeitreihenanalyse
161
Estimation
158
Schätzung
155
Panel
95
Panel study
95
Statistical test
87
Statistischer Test
87
Volatilität
78
Induktive Statistik
55
Statistical inference
55
Maximum likelihood estimation
54
Maximum-Likelihood-Schätzung
54
Bootstrap approach
53
Bootstrap-Verfahren
53
Forecasting model
53
Prognoseverfahren
53
Autocorrelation
51
Autokorrelation
51
Method of moments
51
Momentenmethode
50
Capital income
44
Kapitaleinkommen
44
Correlation
43
Instrumental variables
43
Korrelation
43
Stochastic process
43
Stochastischer Prozess
43
Causality analysis
42
Kausalanalyse
42
Panel data
40
ARCH model
36
ARCH-Modell
36
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Article
220
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Article in journal
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220
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English
220
Author
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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
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
Bauwens, Luc
2
Blasques, Francisco
2
Cavaliere, Giuseppe
2
Chambers, Marcus J.
2
Chen, Rong
2
Chen, Xiaohong
2
Chevillon, Guillaume
2
Clinet, Simon
2
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Journal of econometrics
Theoretical economics letters
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 financial econometrics
16
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
Finance and stochastics
5
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ECONIS (ZBW)
220
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
8
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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