//--> //--> //--> //-->
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:"Asia-Pacific financial markets"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Monte Carlo simulation"
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
Estimation
Monte Carlo simulation
Estimation theory
731
Schätztheorie
731
Theorie
242
Theory
242
Time series analysis
195
Zeitreihenanalyse
195
Schätzung
147
Forecasting model
116
Prognoseverfahren
116
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
Regression analysis
107
Regressionsanalyse
107
USA
101
United States
101
Volatilität
57
Statistical test
47
Statistischer Test
47
Induktive Statistik
42
Panel
42
Panel study
42
Statistical inference
42
Correlation
41
Korrelation
41
Capital income
38
Kapitaleinkommen
38
ARCH model
37
ARCH-Modell
37
Maximum likelihood estimation
33
Maximum-Likelihood-Schätzung
33
Bootstrap approach
30
Bootstrap-Verfahren
30
Statistical theory
30
Statistische Methodenlehre
30
Bayes-Statistik
29
Bayesian inference
29
Börsenkurs
29
Share price
29
more ...
less ...
Online availability
All
Undetermined
96
Free
9
Type of publication
All
Article
199
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
199
Language
All
English
199
Author
All
Gao, Jiti
4
Su, Liangjun
4
Ghysels, Eric
3
Hsu, Yu-Chin
3
Huber, Martin
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Tsay, Ruey S.
3
Bauwens, Luc
2
Bollerslev, Tim
2
Caner, Mehmet
2
Chan, Ngai Hang
2
Einmahl, John H. J.
2
Franses, Philip Hans
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Härdle, Wolfgang
2
Jing, Bingyi
2
Juodis, Artūras
2
Lan, Wei
2
Lechner, Michael
2
Ling, Shiqing
2
Lucas, André
2
Qin, Jing
2
Racine, Jeffrey
2
Richard, Jean-François
2
Shephard, Neil G.
2
Taylor, James W.
2
Tsai, Chih-Ling
2
Uematsu, Yoshimasa
2
Van Keilegom, Ingrid
2
Wang, Hansheng
2
Yamagata, Takashi
2
Yang, Xiye
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Abrevaya, Jason
1
Ai, Chunrong
1
Alfelt, Gustav
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
Journal of econometrics
313
Economics letters
140
Econometric reviews
87
Economic modelling
70
Applied economics letters
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Applied economics
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of applied econometrics
43
The econometrics journal
42
Econometric theory
41
Computational economics
40
International journal of forecasting
37
Journal of banking & finance
37
Quantitative economics : QE ; journal of the Econometric Society
36
Econometrics : open access journal
35
Journal of empirical finance
34
Journal of the American Statistical Association : JASA
33
European journal of operational research : EJOR
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Finance research letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Quantitative finance
25
Journal of financial econometrics
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Insurance / Mathematics & economics
23
International journal of economics and financial issues : IJEFI
23
Journal of risk and financial management : JRFM
23
The review of economics and statistics
23
Journal of economic dynamics & control
22
Energy economics
21
The North American journal of economics and finance : a journal of financial economics studies
20
International journal of theoretical and applied finance
17
Journal of risk
16
Risks : open access journal
16
Journal of quantitative economics
15
The empirical economics letters : a monthly international journal of economics
15
Journal of productivity analysis
14
more ...
less ...
Source
All
ECONIS (ZBW)
199
Showing
1
-
10
of
199
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No-crossing single-index quantile regression curve estimation
Jiang, Rong
;
Yu, Keming
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 309-320
Persistent link: https://www.econbiz.de/10014448153
Saved in:
2
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
3
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:
4
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
5
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:
6
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
7
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
8
Local composite quantile regression for regression discontinuity
Huang, Xiao
;
Zhan, Zhaoguo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1863-1875
Persistent link: https://www.econbiz.de/10013540525
Saved in:
9
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
10
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
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...
//-->