//--> //--> //--> //-->
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:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International review of financial analysis"
~subject:"CAPM"
~subject:"Instrumental variables"
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
CAPM
Instrumental variables
Estimation theory
507
Schätztheorie
507
Theorie
242
Theory
242
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Statistical theory
46
Statistische Methodenlehre
46
Time series analysis
46
Zeitreihenanalyse
46
Regression analysis
45
Regressionsanalyse
45
Estimation
40
Schätzung
40
Technical efficiency
32
Technische Effizienz
32
Mathematical programming
30
Mathematische Optimierung
30
Production function
30
Produktionsfunktion
30
Probability theory
29
Wahrscheinlichkeitsrechnung
29
Simulation
28
Data envelopment analysis
22
Data-Envelopment-Analyse
22
Robust statistics
20
Robustes Verfahren
20
USA
20
United States
20
Portfolio selection
19
Portfolio-Management
19
Statistical distribution
18
Statistische Verteilung
18
Forecasting model
17
Least squares method
17
Prognoseverfahren
17
Sampling
17
Statistical inference
17
Statistical test
17
Statistischer Test
17
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
37
Language
All
English
37
Author
All
Tauchen, George Eugene
3
Chamberlain, Gary
2
Li, Jia
2
Nelson, Daniel B.
2
Alexander, Carol
1
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Badescu, Alexandru
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Caetano, Carolina
1
Chao, John C.
1
Chesher, Andrew
1
Christensen, Timothy M.
1
Duffie, Darrell
1
Dyer, James S.
1
Elliott, Robert J.
1
Escobar, Marcos
1
Foster, Dean P.
1
Freyberger, Joachim
1
Gallant, A. Ronald
1
Hahn, Warren J.
1
Hansen, Bruce E.
1
Heidergott, Bernd
1
Horowitz, Joel
1
Hussey, Robert Miller
1
Jacod, Jean
1
Karadima, Maria
1
Kuersteiner, Guido M.
1
Kumar, Dilip
1
Lazar, Emese
1
Li, Yingying
1
Louri, Helen
1
Maheswaran, S.
1
Matzkin, Rosa L.
1
Meng, Xiaochun
1
Molnár, Peter
1
Mykland, Per A.
1
Okui, Ryo
1
Ortega, Juan-Pablo
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
European journal of operational research : EJOR
International review of financial analysis
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
44
Econometric reviews
37
Econometric theory
30
The econometrics journal
27
Journal of empirical finance
26
Economic modelling
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative finance
19
Finance research letters
18
Journal of financial econometrics
18
Journal of banking & finance
17
Journal of financial economics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
The journal of finance : the journal of the American Finance Association
17
Quantitative economics : QE ; journal of the Econometric Society
16
Econometrics : open access journal
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of forecasting
10
Computational economics
9
Journal of economic dynamics & control
9
Journal of quantitative economics
9
Applied economics letters
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
8
Journal of mathematical finance
8
Journal of applied econometrics
7
Journal of econometric methods
7
The journal of futures markets
7
The review of financial studies
7
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
3
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
4
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
5
Non-performing loans in the euro area : does bank market power matter?
Karadima, Maria
;
Louri, Helen
- In:
International review of financial analysis
72
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012437362
Saved in:
6
Generalized instrumental variable models
Chesher, Andrew
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 959-989
Persistent link: https://www.econbiz.de/10011778835
Saved in:
7
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
Saved in:
8
On completeness and consistency in nonparametric instrumental variable models
Freyberger, Joachim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1629-1644
Persistent link: https://www.econbiz.de/10011791598
Saved in:
9
Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu
;
Zheng, Teng
- In:
International review of financial analysis
53
(
2017
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
Saved in:
10
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->