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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"
~source:"econis"
~subject:"Econometrics"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatility
Econometrics
Volatilität
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Probability theory
19
Wahrscheinlichkeitsrechnung
19
USA
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United States
18
Estimation
16
Schätzung
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Induktive Statistik
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Regressionsanalyse
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Statistical test
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Statistischer Test
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Panel study
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IV-Schätzung
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Instrumental variables
11
Method of moments
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Momentenmethode
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Simulation
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Article in journal
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English
14
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Li, Jia
2
Dufour, Jean-Marie
1
Foster, Dean P.
1
Hansen, Bruce E.
1
Hirano, Keisuke
1
Hsiao, Cheng
1
Jacod, Jean
1
Khan, Shakeeb
1
Li, Yingying
1
Mykland, Per A.
1
Müller, Ulrich K.
1
Nelson, Daniel B.
1
Norets, Andriy
1
Pesaran, M. Hashem
1
Porter, Jack
1
Sakata, Shinichi
1
Smith, Richard J.
1
Tamer, Elie T.
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Uhlig, Harald
1
White, Halbert
1
Zhang, Lan
1
Zheng, Xinghua
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
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Econometric reviews
33
Economics letters
30
Journal of empirical finance
20
Econometric theory
18
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
International journal of forecasting
14
Econometrics : open access journal
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
The econometrics journal
13
Finance research letters
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of forecasting
10
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of quantitative economics
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of mathematical finance
7
The European journal of finance
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
The journal of risk model validation
6
Annual review of economics
5
Applied economics letters
5
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of applied econometrics
5
Journal of risk
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Credibility of confidence sets in nonstandard econometric problems
Müller, Ulrich K.
;
Norets, Andriy
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2183-2213
Persistent link: https://www.econbiz.de/10011791223
Saved in:
5
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
6
Irregular identification, support conditions, and inverse weight estimation
Khan, Shakeeb
;
Tamer, Elie T.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
6
,
pp. 2021-2042
Persistent link: https://www.econbiz.de/10008823615
Saved in:
7
Asymptotic efficiency in parametric structural models with parameter-dependent support
Hirano, Keisuke
;
Porter, Jack
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
5
,
pp. 1307-1338
Persistent link: https://www.econbiz.de/10001794444
Saved in:
8
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
Saved in:
9
Some impossibility theorems in econometrics with applications to structural and dynamic models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1365-1387
Persistent link: https://www.econbiz.de/10001230428
Saved in:
10
Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10001217067
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