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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Regressionsanalyse"
~subject:"Statistischer Test"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Statistischer Test
Estimation theory
796
Schätztheorie
796
Theorie
294
Theory
294
Time series analysis
178
Zeitreihenanalyse
178
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
Regression analysis
98
Statistical test
47
ARCH model
46
ARCH-Modell
46
Estimation
42
Schätzung
42
Autocorrelation
33
Autokorrelation
33
Volatilität
30
Method of moments
27
Momentenmethode
27
Cointegration
26
Kointegration
26
Statistical distribution
26
Statistische Verteilung
26
Induktive Statistik
23
Panel
23
Panel study
23
Statistical inference
23
Statistical theory
23
Statistische Methodenlehre
23
Einheitswurzeltest
22
Unit root test
22
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20
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20
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Article
171
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Article in journal
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171
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2
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1
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English
171
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Phillips, Peter C. B.
10
Linton, Oliver
7
Su, Liangjun
5
Wang, Qiying
5
Kong, Efang
4
Xia, Yingcun
4
Chen, Songnian
3
Guggenberger, Patrik
3
Xiao, Zhijie
3
Yang, Lijian
3
Bugni, Federico A.
2
Cavaliere, Giuseppe
2
Chan, Ngai Hang
2
Chen, Haiqiang
2
Francq, Christian
2
Ghysels, Eric
2
Hansen, Bruce E.
2
Hidalgo, Javier
2
Härdle, Wolfgang
2
Jansson, Michael
2
Jin, Sainan
2
Johannes, Jan
2
Jun, Sung Jae
2
Kim, Woocheol
2
Kristensen, Dennis
2
Lee, Sokbae
2
Leybourne, Stephen James
2
Li, Jia
2
Liu, Chu-An
2
Magdalinos, Tassos
2
Newey, Whitney K.
2
Nielsen, Bent
2
Park, Joon Y.
2
Peng, Liang
2
Pinkse, Joris
2
Racine, Jeffrey
2
Roknossadati, S. M.
2
Shi, Xiaoxia
2
Sperlich, Stefan
2
Sun, Yixiao
2
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Econometric theory
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
480
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
151
Econometric reviews
128
Journal of the American Statistical Association : JASA
101
The econometrics journal
96
Econometrics : open access journal
50
Economic modelling
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
European journal of operational research : EJOR
37
International journal of forecasting
37
Quantitative economics : QE ; journal of the Econometric Society
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Applied economics letters
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Computational economics
30
Journal of empirical finance
29
Journal of risk and financial management : JRFM
27
Journal of forecasting
26
Insurance / Mathematics & economics
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of applied econometrics
23
Journal of financial econometrics
23
Applied economics
21
Journal of banking & finance
20
Finance research letters
18
Journal of quantitative economics
18
Journal of time series econometrics
18
Journal of econometric methods
17
Quantitative finance
17
Oxford bulletin of economics and statistics
16
Risks : open access journal
16
Statistical papers
15
Statistics in transition : an international journal of the Polish Statistical Association
15
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of theoretical and applied finance
13
Cambridge working papers in economics
12
International journal of economics and financial issues : IJEFI
12
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ECONIS (ZBW)
171
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171
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Identification of regression models with a misclassified and endogenous binary regressor
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1117-1139
Persistent link: https://www.econbiz.de/10013539307
Saved in:
4
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
5
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
6
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
7
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
8
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
9
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
10
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
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