//--> //--> //-->
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"
~isPartOf:"Annals of financial economics"
~subject:"ARCH-Modell"
~subject:"Zins"
~type_genre:"Bibliografie enthalten"
~type_genre:"Thesis"
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
ARCH-Modell
Zins
Estimation theory
16
Schätztheorie
16
ARCH model
5
Estimation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
maximum likelihood estimation
4
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Vasicek model
3
Börsenkurs
2
CAPM
2
Dauer
2
Duration
2
GARCH
2
Interest rate
2
Share price
2
Simulation
2
Stochastic process
2
Stochastic short rate
2
Stochastischer Prozess
2
simulation
2
3/2 model
1
ACD model
1
ACDD model
1
ARMA model
1
ARMA-Modell
1
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Autoregressive conditional duration (ACD) model
1
Bitcoin
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bootstrap approach
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Bibliografie enthalten
Thesis
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Fergusson, Kevin
2
Platen, Eckhard
2
Allen, David E.
1
Ballestra, Luca Vincenzo
1
Guzman, Rodolfo Angelo Magtanggol III de
1
Han, Ngai Sze
1
Jeyasreedharan, Nagaratnam
1
Ling, Shiqing
1
Pacelli, Graziella
1
Paolella, Marc S.
1
Radi, Davide
1
Sin, Chor-yiu
1
So, Mike Ka-pui
1
Yang, Wenling
1
more ...
less ...
Published in...
All
Annals of financial economics
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Econometric theory
49
Economics letters
39
Econometric reviews
33
Journal of empirical finance
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Economic modelling
22
The econometrics journal
20
Finance research letters
18
International journal of forecasting
18
Journal of banking & finance
17
Journal of financial econometrics
17
Journal of forecasting
16
Quantitative finance
16
Applied economics
15
International journal of economics and financial issues : IJEFI
14
International journal of theoretical and applied finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
13
Computational economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
Journal of mathematical finance
12
Journal of time series econometrics
12
Applied economics letters
11
Applied financial economics
10
The European journal of finance
9
Finance and stochastics
8
Journal of economic dynamics & control
8
The journal of risk model validation
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of financial engineering
7
Cogent economics & finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of economics and finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical analysis of bitcoin prices using threshold time series models
Guzman, Rodolfo Angelo Magtanggol III de
;
So, Mike Ka-pui
- In:
Annals of financial economics
13
(
2018
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011984103
Saved in:
2
Goodness-of-fit test for nonlinear time series models
Han, Ngai Sze
;
Ling, Shiqing
- In:
Annals of financial economics
12
(
2017
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011716102
Saved in:
3
A note on Fergusson and Platen: "application of maximum likelihood estimation to stochastic short rate models"
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Annals of financial economics
11
(
2016
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10011686858
Saved in:
4
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011408524
Saved in:
5
QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
Saved in:
6
Fast methods for large-scale non-elliptical portfolio optimization
Paolella, Marc S.
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010489123
Saved in:
7
Yet another ACD model : the autoregressive conditional directional duration (ACDD) model
Jeyasreedharan, Nagaratnam
;
Allen, David E.
;
Yang, Wenling
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010489145
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->