//--> //--> //--> //-->
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:"Applied economics"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Share price"
~subject:"Statistical distribution"
~subject:"Theory"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
Maximum-Likelihood-Schätzung
Share price
Statistical distribution
Theory
Estimation theory
292
Schätztheorie
292
Theorie
93
Time series analysis
88
Zeitreihenanalyse
88
Forecasting model
80
Prognoseverfahren
80
Schätzung
60
Regression analysis
28
Regressionsanalyse
28
ARCH model
21
ARCH-Modell
21
USA
19
United States
19
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Volatilität
16
Cointegration
13
Kointegration
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Panel
12
Panel study
12
Statistische Verteilung
12
Börsenkurs
11
Capital income
11
Kapitaleinkommen
11
Einheitswurzeltest
10
Maximum likelihood estimation
10
Unit root test
10
Welt
10
World
10
Bayes-Statistik
9
Bayesian inference
9
more ...
less ...
Online availability
All
Undetermined
34
Type of publication
All
Article
162
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
162
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
162
Author
All
Ravishanker, Nalini
3
Banerjee, Anurag Narayan
2
Bonham, Carl Stanley
2
Chan, Ngai Hang
2
Kim, Jong-Min
2
Leybourne, Stephen James
2
McAleer, Michael
2
Murray, Christian J.
2
Papell, David H.
2
Patterson, Kerry D.
2
Smith, Jeremy
2
Tauchmann, Harald
2
Taylor, James W.
2
Abraham, Bovas
1
Abutaleb, Ahmed S.
1
Aczel, Amir D.
1
Ahmad, Yamin
1
Ahsan, Tanveer
1
Ai, Chunrong
1
Allison, Paul D.
1
Alpuim, M. Teresa
1
An, Yang
1
Andor, Mark Andreas
1
Angelini, Giovanni
1
Aoki, Takaaki
1
Arestis, Philip
1
Arndt, Channing
1
Atici, Kazim Baris
1
Aßmann, Christian
1
Balakrishna, N.
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Banachewicz, Konrad
1
Barbosa, Emanuel
1
Barnum, Darold T.
1
Baruphakēs, Giannēs
1
Basu, Parantap
1
Baños-Pino, José
1
Ben-Zion, Uri
1
Berk, Jan Marc
1
more ...
less ...
Published in...
All
Applied economics
Journal of forecasting
Journal of econometrics
729
Economics letters
526
Econometric theory
342
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
339
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
249
Econometric reviews
216
Journal of applied econometrics
159
Journal of quantitative economics : official journal of the Indian Econometric Society
144
The review of economics and statistics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
Oxford bulletin of economics and statistics
109
Statistical papers
85
Economic modelling
79
The econometrics journal
79
Applied economics letters
67
The review of economic studies
64
International journal of forecasting
62
International economic review
59
Journal of the American Statistical Association : JASA
58
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
56
Insurance / Mathematics & economics
55
Journal of banking & finance
55
Journal of economic dynamics & control
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Journal of empirical finance
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Statistics in transition : an international journal of the Polish Statistical Association
45
Econometrics : open access journal
44
Journal of the Royal Statistical Society
41
Journal of productivity analysis
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Computational economics
38
European journal of operational research : EJOR
38
Quantitative economics : QE ; journal of the Econometric Society
38
International economic journal
36
The Indian economic journal
35
more ...
less ...
Source
All
ECONIS (ZBW)
162
Showing
21
-
30
of
162
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
22
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
23
PARX model for football match predictions
Angelini, Giovanni
;
De Angelis, Luca
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 795-807
Persistent link: https://www.econbiz.de/10011860730
Saved in:
24
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
25
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
26
A comparison of risk aggregation estimates using copulas and Fleishman distributions
Van Vuuren, Gary
;
De Jongh, Riaan
- In:
Applied economics
49
(
2017
)
17
,
pp. 1715-1731
Persistent link: https://www.econbiz.de/10011815395
Saved in:
27
Interval bidding in a distribution elicitation format
Mahieu, Pierre-Alexandre
;
Wolff, François-Charles
; …
- In:
Applied economics
49
(
2017
)
51
,
pp. 5200-5211
Persistent link: https://www.econbiz.de/10011845099
Saved in:
28
Pseudolikelihood estimation of the stochastic frontier model
Andor, Mark Andreas
;
Parmeter, Christopher F.
- In:
Applied economics
49
(
2017
)
55
,
pp. 5651-5661
Persistent link: https://www.econbiz.de/10011845285
Saved in:
29
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
30
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
First
Prev
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...
//-->