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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"CBN journal of applied statistics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of mathematical finance"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistische Verteilung
Volatilität
Estimation theory
1,641
Schätztheorie
1,641
Theorie
366
Theory
366
Time series analysis
315
Zeitreihenanalyse
315
Nichtparametrisches Verfahren
314
Nonparametric statistics
314
Regression analysis
265
Regressionsanalyse
265
Estimation
227
Schätzung
223
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
80
Maximum-Likelihood-Schätzung
80
Forecasting model
79
Prognoseverfahren
79
Autocorrelation
76
Autokorrelation
76
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Statistical distribution
67
Stochastic process
67
Stochastischer Prozess
67
Cointegration
64
Kointegration
63
ARCH model
61
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61
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59
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113
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6
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184
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Article in journal
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184
Conference paper
2
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English
184
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Park, Joon Y.
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Bollerslev, Tim
3
Koopman, Siem Jan
3
Linton, Oliver
3
Meddahi, Nour
3
Varneskov, Rasmus Tangsgaard
3
Veredas, David
3
Wang, Yazhen
3
White, Halbert
3
Zhang, Lan
3
Zheng, Xinghua
3
Zhu, Ke
3
Amengual, Dante
2
Bandi, Federico M.
2
Chen, Dachuan
2
Clinet, Simon
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Fiorentini, Gabriele
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Kohn, Robert
2
Kong, Xin-Bing
2
Li, Guodong
2
Li, Wai Keung
2
Liu, Cheng
2
Patton, Andrew J.
2
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CBN journal of applied statistics
Journal of econometrics
Journal of mathematical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
46
Insurance / Mathematics & economics
44
Econometric reviews
41
Econometric theory
38
The econometrics journal
26
Journal of empirical finance
25
Statistics in transition : an international journal of the Polish Statistical Association
24
International journal of forecasting
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Econometrics : open access journal
19
Economic modelling
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Journal of banking & finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Finance research letters
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Journal of forecasting
15
Applied economics
13
Computational economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Risks : open access journal
13
Journal of risk
12
Statistical papers
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics letters
10
Finance and stochastics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
The European journal of finance
8
The journal of risk model validation
8
Astin bulletin : the journal of the International Actuarial Association
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of financial engineering
7
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ECONIS (ZBW)
184
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184
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
6
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
7
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
8
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
9
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
10
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
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