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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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The econometrics journal"
~language:"eng"
~subject:"Method of moments"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Method of moments
Time series analysis
Estimation theory
682
Schätztheorie
682
Theorie
273
Theory
273
Zeitreihenanalyse
125
Nichtparametrisches Verfahren
104
Nonparametric statistics
104
Regression analysis
82
Regressionsanalyse
82
Estimation
77
Schätzung
77
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60
Statistischer Test
60
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56
Panel study
56
Statistical theory
48
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48
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36
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36
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35
Statistical inference
35
Cointegration
29
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27
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27
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27
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Prognoseverfahren
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24
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23
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Article
166
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Article in journal
Aufsatz in Zeitschrift
166
Conference paper
2
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2
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English
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Andrews, Donald W. K.
6
Phillips, Peter C. B.
5
Nelson, Daniel B.
4
Abadir, Karim Maher
3
Hadri, Kaddour
3
Tauchen, George Eugene
3
Baillie, Richard
2
Bravo, Francesco
2
Dufour, Jean-Marie
2
Foster, Dean P.
2
Kapetanios, George
2
Li, Jia
2
Li, Jing
2
Newey, Whitney K.
2
Perron, Pierre
2
Sims, Christopher A.
2
Stock, James H.
2
Teräsvirta, Timo
2
Tzavalis, Elias
2
Uhlig, Harald
2
Velasco, Carlos
2
Watson, Mark W.
2
White, Halbert
2
Abbara, Omar
1
Alvarez, Javier
1
Anatolyev, Stanislav
1
Arellano, Manuel
1
Bai, Jushan
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Barwick, Panle Jia
1
Bekiros, Stelios
1
Bierens, Herman J.
1
Blazsek, Szabolcs
1
Brasch, Thomas von
1
Bu, Ruijun
1
Bun, Maurice J. G.
1
Carnero, M. Angeles
1
Chambers, Marcus J.
1
Chan, Jennifer So Kuen
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The econometrics journal
Journal of econometrics
456
Econometric theory
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Economics letters
184
Econometric reviews
133
International journal of forecasting
70
Econometrics : open access journal
63
Applied economics letters
62
Journal of forecasting
62
Economic modelling
48
Applied economics
41
Journal of time series econometrics
41
Journal of empirical finance
39
Journal of the American Statistical Association : JASA
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Computational economics
37
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Oxford bulletin of economics and statistics
26
Finance research letters
23
Journal of banking & finance
22
Journal of risk and financial management : JRFM
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of financial econometrics
19
Quantitative economics : QE ; journal of the Econometric Society
19
Quantitative finance
19
Journal of economic dynamics & control
17
Journal of macroeconomics
17
The North American journal of economics and finance : a journal of financial economics studies
17
The review of economics and statistics
17
International journal of economics and financial issues : IJEFI
16
International journal of theoretical and applied finance
14
Journal of quantitative economics
14
The review of economic studies
14
Energy economics
12
European journal of operational research : EJOR
12
Regional science & urban economics
12
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ECONIS (ZBW)
166
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166
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Identifying the elasticity of substitution with biased technical change : a structural panel GMM estimator
Brasch, Thomas von
;
Raknerud, Arvid
;
Vigtel, Trond C.
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 84-106
Persistent link: https://www.econbiz.de/10014528094
Saved in:
5
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
Saved in:
6
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
7
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
8
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
9
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
10
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
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