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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
874
Schätztheorie
874
Estimation
220
Schätzung
220
Time series analysis
205
Zeitreihenanalyse
205
Theorie
202
Theory
202
Nichtparametrisches Verfahren
130
Nonparametric statistics
130
Regression analysis
126
Regressionsanalyse
126
USA
100
United States
100
Panel
76
Panel study
76
Statistical test
63
Statistischer Test
63
Forecasting model
62
Prognoseverfahren
62
Volatilität
61
Correlation
50
Korrelation
50
Induktive Statistik
46
Statistical inference
46
Method of moments
44
Momentenmethode
44
ARCH model
43
ARCH-Modell
43
Maximum likelihood estimation
39
Maximum-Likelihood-Schätzung
39
Capital income
38
Kapitaleinkommen
38
Statistical distribution
36
Statistische Verteilung
36
Monte Carlo simulation
35
Monte-Carlo-Simulation
35
Cointegration
34
Kointegration
33
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Undetermined
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Free
4
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Article
61
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Article in journal
Bibliografie enthalten
Übersichtsarbeit
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61
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English
61
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Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Liu, Zhi
2
Shephard, Neil G.
2
Yang, Xiye
2
Alañón Pardo, Ángel
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Arize, Augustine Chuck
1
Assaf, Ata
1
Bandi, Federico M.
1
Bauwens, Luc
1
Beaumont, Paul Michael
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Cathy W. S.
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Chen, Zirong
1
Chon, Sora
1
Corsi, Fulvio
1
Dotsis, George
1
Dueker, Michael
1
Díaz-Mendoza, Ana-Carmen
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Foster, F. Douglas
1
Francq, Christian
1
Gao, Jiti
1
Gerlach, Richard H.
1
Gil-Alaña, Luis A.
1
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Applied economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
116
Economics letters
24
Econometric reviews
22
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
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 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
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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ECONIS (ZBW)
61
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1
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
5
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
8
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
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