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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:"International review of financial analysis"
~subject:"CAPM"
~subject:"Instrumental variables"
~subject:"Statistische Methodenlehre"
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Search: subject_exact:"Estimation theory"
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Volatility
CAPM
Instrumental variables
Statistische Methodenlehre
Estimation theory
330
Schätztheorie
330
Theorie
242
Theory
242
Statistical theory
45
Time series analysis
41
Zeitreihenanalyse
41
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Estimation
23
Schätzung
23
Probability theory
19
USA
19
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19
Wahrscheinlichkeitsrechnung
19
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17
Regressionsanalyse
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Induktive Statistik
14
Statistical inference
14
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13
Statistischer Test
13
IV-Schätzung
12
Panel
12
Panel study
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Sampling
12
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Volatilität
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Börsenkurs
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Method of moments
10
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9
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8
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Article
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Article in journal
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75
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English
75
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Andrews, Donald W. K.
5
Ploberger, Werner
3
Tauchen, George Eugene
3
Bierens, Herman J.
2
Chamberlain, Gary
2
Dufour, Jean-Marie
2
Erickson, Timothy
2
Hansen, Bruce E.
2
Hong, Yongmiao
2
Horowitz, Joel
2
Li, Jia
2
Nelson, Daniel B.
2
Savin, N. Eugene
2
Stock, James H.
2
Watson, Mark W.
2
White, Halbert
2
Aigner, Dennis J.
1
Alexander, Carol
1
Andrews, Isaiah
1
Bai, Jushan
1
Balestra, Pietro
1
Bohrer, Robert
1
Buse, Adolf
1
Caetano, Carolina
1
Chao, John C.
1
Chesher, Andrew
1
Christensen, Timothy M.
1
Cumby, Robert
1
Davidson, Russell
1
DeJong, David Neil
1
Dhaene, Geert
1
Donald, Stephen G.
1
Duffie, Darrell
1
Escobar, Marcos
1
Fan, Yanqin
1
Foster, Dean P.
1
Freyberger, Joachim
1
Gallant, A. Ronald
1
Gouriéroux, Christian
1
Hall, Peter
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International review of financial analysis
Journal of econometrics
232
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Economics letters
68
Econometric reviews
64
Econometric theory
52
The econometrics journal
32
Journal of empirical finance
26
Economic modelling
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Econometrics : open access journal
19
Finance research letters
19
Quantitative finance
19
Journal of financial econometrics
18
Journal of financial economics
18
Journal of banking & finance
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
Oxford bulletin of economics and statistics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
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
Computational economics
11
International economic review
11
Journal of applied econometrics
11
Journal of forecasting
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
The review of economics and statistics
11
Applied economics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of economic dynamics & control
10
Journal of quantitative economics
10
American journal of agricultural economics
9
Applied economics letters
9
Journal of the American Statistical Association : JASA
9
The review of economic studies
9
Annales d'économie et de statistique
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ECONIS (ZBW)
75
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1
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:
2
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:
3
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:
4
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
5
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
6
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:
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
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:
10
Conditional linear combination tests for weakly identified models
Andrews, Isaiah
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2155-2182
Persistent link: https://www.econbiz.de/10011791221
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