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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
USA
Zeitreihenanalyse
Estimation theory
238
Schätztheorie
238
Estimation
86
Schätzung
85
Regression analysis
35
Regressionsanalyse
35
Volatilität
34
Cointegration
28
Kointegration
28
ARCH model
26
ARCH-Modell
26
Statistical test
25
Statistischer Test
25
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
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22
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19
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16
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VAR model
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VAR-Modell
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Capital income
14
Kapitaleinkommen
14
Maximum likelihood estimation
14
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14
Simulation
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Article
102
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Article in journal
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102
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English
102
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Kumar, Dilip
4
Maheswaran, S.
3
Cubadda, Gianluca
2
Enders, Walter
2
Escribano, Álvaro
2
Li, Jing
2
Raïssi, Hamdi
2
Teräsvirta, Timo
2
Triacca, Umberto
2
Xu, Weijun
2
Abbara, Omar
1
Amini, Shahram
1
Anatolyev, Stanislav
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Battisti, Michele
1
Bekiros, Stelios
1
Bertelli, Stefano
1
Blazsek, Szabolcs
1
Boughrara, Adel
1
Bu, Ruijun
1
Camacho, Maximo
1
Candelon, Bertrand
1
Caporale, Guglielmo Maria
1
Carnero, M. Angeles
1
Castillo B., Paul
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
De Angelis, Luca
1
Demetrescu, Matei
1
Di Iorio, Francesca
1
Donfack, Morvan Nongni
1
Dridi, Ichrak
1
Duarte, Cláudia
1
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Economic modelling
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Econometric theory
171
Economics letters
166
Econometric reviews
99
International journal of forecasting
74
Journal of forecasting
65
Applied economics letters
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of applied econometrics
53
The review of economics and statistics
53
Econometrics : open access journal
51
Applied economics
46
The econometrics journal
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of the American Statistical Association : JASA
41
Journal of time series econometrics
40
Journal of empirical finance
39
Computational economics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Oxford bulletin of economics and statistics
29
Journal of banking & finance
26
American journal of agricultural economics
24
Finance research letters
22
Journal of risk and financial management : JRFM
21
The review of economic studies
21
Journal of macroeconomics
20
The journal of futures markets
20
Journal of financial econometrics
18
Journal of economic dynamics & control
17
Quantitative finance
17
International economic review
16
International journal of economics and financial issues : IJEFI
16
Journal of financial and quantitative analysis : JFQA
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of finance : the journal of the American Finance Association
16
International journal of theoretical and applied finance
15
Quantitative economics : QE ; journal of the Econometric Society
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71
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
72
Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
Niu, Wei-fang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009787977
Saved in:
73
An empirical estimation for mean-reverting coal prices with long memory
Sun, Qi
;
Xu, Weijun
;
Xiao, Weilin
- In:
Economic modelling
33
(
2013
),
pp. 174-181
Persistent link: https://www.econbiz.de/10010192000
Saved in:
74
Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca
;
Triacca, Umberto
- In:
Economic modelling
33
(
2013
),
pp. 120-125
Persistent link: https://www.econbiz.de/10010192026
Saved in:
75
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
76
Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
77
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
78
Can Google data help predict French youth unemployment?
Fondeur, Yannick
;
Karamé, Frédéric
- In:
Economic modelling
30
(
2013
),
pp. 117-125
Persistent link: https://www.econbiz.de/10009703714
Saved in:
79
Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
Saved in:
80
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
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