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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~source:"econis"
~subject:"Bootstrap-Verfahren"
~subject:"Econometrics"
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Search: subject_exact:"Estimation theory"
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Volatility
Bootstrap-Verfahren
Econometrics
Estimation theory
748
Schätztheorie
748
Theorie
370
Theory
370
Time series analysis
125
Zeitreihenanalyse
125
Nichtparametrisches Verfahren
116
Nonparametric statistics
116
Regression analysis
77
Regressionsanalyse
77
Statistical theory
72
Statistische Methodenlehre
72
Estimation
70
Schätzung
70
Statistical test
69
Statistischer Test
69
Panel
68
Panel study
68
Method of moments
45
Momentenmethode
45
Autocorrelation
32
Autokorrelation
32
Simulation
31
Volatilität
30
Bootstrap approach
29
Cointegration
29
Probability theory
29
Wahrscheinlichkeitsrechnung
29
Kointegration
28
Induktive Statistik
26
Statistical distribution
26
Statistical inference
26
Statistische Verteilung
26
IV-Schätzung
25
Instrumental variables
25
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25
Scientific modelling
25
Sampling
24
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1
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72
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74
Bibliografie enthalten
1
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74
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Maasoumi, Esfandiar
4
Cavaliere, Giuseppe
3
Teräsvirta, Timo
3
Andrews, Donald W. K.
2
Davidson, Russell
2
Dufour, Jean-Marie
2
Li, Jia
2
Linton, Oliver
2
McAleer, Michael
2
Taylor, Robert
2
Abrevaya, Jason
1
Ai, Chunrong
1
Amado, Cristina
1
Benkwitz, Alexander
1
Bennedsen, Mikkel
1
Berkowitz, Jeremy
1
Bermudez, P. de Zea
1
Bohn Nielsen, Heino
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Catani, Paul
1
Chang, Seong Yeon
1
Chen, Qiang
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Chu, Ba
1
De Angelis, Luca
1
Djogbenou, Antoine A.
1
Fernández-Val, Iván
1
Fornari, Fabio
1
Foster, Dean P.
1
Galbraith, John W.
1
Galichon, Alfred
1
Gozalo, Pedro L.
1
Gu, Wentao
1
Guo, Zi-Yi
1
Hamori, Shigeyuki
1
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Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Economics letters
43
Econometric theory
30
The econometrics journal
26
Economic modelling
24
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometrics : open access journal
19
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
International journal of forecasting
16
Journal of financial econometrics
15
Quantitative finance
15
Computational economics
14
Finance research letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of theoretical and applied finance
13
Journal of risk and financial management : JRFM
13
Journal of the American Statistical Association : JASA
13
European journal of operational research : EJOR
12
Journal of forecasting
12
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of quantitative economics
10
Applied economics
9
Journal of applied econometrics
9
Journal of risk
9
Applied economics letters
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
7
Journal of mathematical finance
7
Journal of time series econometrics
7
Quantitative economics : QE ; journal of the Econometric Society
7
Risks : open access journal
7
Asia-Pacific financial markets
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Insurance / Mathematics & economics
6
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ECONIS (ZBW)
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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
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
3
Estimation and inference for distribution and quantile functions in endogenous treatment effect models
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 22-50
Persistent link: https://www.econbiz.de/10013167577
Saved in:
4
Testing independence between exogenous variables and unobserved errors
Li, Shuo
;
Peng, Liuhua
;
Tu, Yundong
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 697-728
Persistent link: https://www.econbiz.de/10013364903
Saved in:
5
Global estimation of finite mixture and misclassification models with an application to multiple equilibria
Hu, Yingyao
;
Xiao, Ruli
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 455-469
Persistent link: https://www.econbiz.de/10012515614
Saved in:
6
Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A.
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
Saved in:
7
Monotonicity-constrained nonparametric estimation and inference for first-price auctions
Ma, Jun
;
Marmer, Vadim
;
Shneyerov, Artyom
;
Pai Xu
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 944-982
Persistent link: https://www.econbiz.de/10012624567
Saved in:
8
Standard errors for nonparametric regression
Chu, Ba
;
Jacho-Chávez, David Tomás
;
Linton, Oliver
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
Saved in:
9
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:
10
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
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