//--> //--> //--> //-->
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:"International review of financial analysis"
~subject:"CAPM"
~subject:"Instrumental variables"
~type_genre:"Aufsatz in Zeitschrift"
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
330
Schätztheorie
330
Theorie
242
Theory
242
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
41
Zeitreihenanalyse
41
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Estimation
23
Schätzung
23
Probability theory
19
USA
19
United States
19
Wahrscheinlichkeitsrechnung
19
Regression analysis
17
Regressionsanalyse
17
Induktive Statistik
14
Statistical inference
14
Statistical test
13
Statistischer Test
13
IV-Schätzung
12
Panel
12
Panel study
12
Sampling
12
Stichprobenerhebung
12
Volatilität
12
Börsenkurs
10
Method of moments
10
Momentenmethode
10
Share price
10
Simulation
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Prognoseverfahren
8
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
31
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
Caetano, Carolina
1
Chao, John C.
1
Chesher, Andrew
1
Christensen, Timothy M.
1
Duffie, Darrell
1
Escobar, Marcos
1
Foster, Dean P.
1
Freyberger, Joachim
1
Gallant, A. Ronald
1
Hansen, Bruce E.
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
Molnár, Peter
1
Mykland, Per A.
1
Okui, Ryo
1
Rastegari, Javad
1
Rosen, Adam M.
1
Sakata, Shinichi
1
Singleton, Kenneth J.
1
Stanescu, Silvia
1
Stentoft, Lars
1
Swanson, Norman R.
1
Thomakos, Dimitrios D.
1
Todorov, Viktor
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
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)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->