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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Subject
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Volatility
Estimation theory
615
Schätztheorie
615
Theorie
179
Theory
179
Time series analysis
121
Zeitreihenanalyse
121
Estimation
98
Schätzung
98
Nichtparametrisches Verfahren
96
Nonparametric statistics
96
Regression analysis
77
Regressionsanalyse
77
Panel
68
Panel study
68
Statistical test
61
Statistischer Test
61
Method of moments
40
Momentenmethode
40
Cointegration
34
Kointegration
33
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Autocorrelation
32
Autokorrelation
31
Statistical distribution
29
Statistische Verteilung
29
Statistical theory
28
Statistische Methodenlehre
28
Volatilität
28
Bootstrap approach
26
Bootstrap-Verfahren
26
Simulation
26
ARCH model
25
ARCH-Modell
25
Maximum likelihood estimation
25
Maximum-Likelihood-Schätzung
25
Modellierung
24
Scientific modelling
24
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19
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15
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1
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Article
26
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2
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Article in journal
Conference paper
Graue Literatur
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28
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1
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1
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English
28
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Kim, Jong-Min
2
McAleer, Michael
2
Abutaleb, Ahmed S.
1
Amado, Cristina
1
Bampinas, Georgios
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
De Angelis, Luca
1
Fornari, Fabio
1
Galbraith, John W.
1
Gu, Wentao
1
Hansen, Peter Reinhard
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Jung, Hojin
1
Kanatani, Taro
1
Koopman, Siem Jan
1
Ladopoulos, Konstantinos
1
Large, Jeremy
1
Lee, Jun-de
1
León-González, Roberto
1
Lou, Tien-wei
1
Lunde, Asger
1
Marín, J. Miguel
1
Mele, Antonio
1
Mesters, G.
1
Nagai, Keiji
1
Nishiyama, Yoshihiko
1
Nualart, Eulalia
1
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Applied economics
Econometric reviews
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Economics letters
24
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
CREATES research paper
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
SFB 649 discussion paper
8
Journal of mathematical finance
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Documento de trabajo
6
GRIPS discussion papers
6
International journal of financial engineering
6
The European journal of finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Cambridge working papers in economics
5
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ECONIS (ZBW)
28
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
3
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
4
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
5
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
6
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
7
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
8
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
9
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
10
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
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