//--> //--> //--> //-->
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:"Economic modelling"
~subject:"ARCH model"
~subject:"Theorie"
~type_genre:"Conference paper"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH model
Theorie
Estimation theory
136
Schätztheorie
136
Estimation
53
Schätzung
52
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Regressionsanalyse
21
Volatilität
17
Cointegration
15
Kointegration
15
Theory
15
Statistical test
14
Statistischer Test
14
Bayes-Statistik
13
Bayesian inference
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Stochastic process
13
Stochastischer Prozess
13
Panel
12
Panel study
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Börsenkurs
10
Share price
10
ARCH-Modell
9
VAR model
9
VAR-Modell
9
Bayesian estimation
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Prognoseverfahren
8
Simulation
8
Bootstrap approach
7
Bootstrap-Verfahren
7
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
32
Language
All
English
32
Author
All
Kumar, Dilip
4
Maheswaran, S.
3
Caporale, Guglielmo Maria
2
Pittis, Nikitas
2
Arndt, Channing
1
Barten, Anton P.
1
Boughrara, Adel
1
Bradley, John
1
Castillo B., Paul
1
Dridi, Ichrak
1
Escribano, Álvaro
1
Feng, Yuanhua
1
FitzGerald, John D.
1
Han, Jeong sug
1
Hassapis, Christis
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Hu, Shuowen
1
Hur, Joonyoung
1
Jayasinghe, Prabhath
1
Kashyap, A. K.
1
Kearney, Ide
1
Li, Chang-shuai
1
Li, Hongyi
1
Lien, Gudbrand
1
Liu, Guifang
1
Ma, Chao-qun
1
Malliaropulos, Dimitrios
1
Masih, Abdul Mansur M.
1
Masih, Rumi
1
McNeil, Alexander J.
1
Nijkamp, Peter
1
Nonejad, Nima
1
Ohtani, Kazuhiro
1
Otter, Pieter W.
1
Papantonis, Ioannis
1
Pfann, Gerard A.
1
Ploeg, Frederick van der
1
Poskitt, Donald Stephen
1
Pym Manopimoke
1
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
495
Economics letters
413
Econometric theory
323
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
242
Econometric reviews
157
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
137
The review of economics and statistics
124
Oxford bulletin of economics and statistics
101
Statistical papers
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
62
Applied economics
60
International economic review
59
Journal of forecasting
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
51
The econometrics journal
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of empirical finance
42
Journal of economic dynamics & control
41
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
International journal of forecasting
38
International economic journal
35
The Indian economic journal
35
Journal of productivity analysis
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Journal of banking & finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The journal of finance : the journal of the American Finance Association
25
Jahrbücher für Nationalökonomie und Statistik
24
The Indian journal of economics
24
Journal of international money and finance
23
The journal of futures markets
23
Economie & prévision : EP
22
Journal of regional science
22
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
11
-
20
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
12
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
13
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
14
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:
15
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:
16
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:
17
Warrant pricing under GARCH diffusion model
Wu, Xin-yu
;
Ma, Chao-qun
;
Wang, Shouyang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
Saved in:
18
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
19
Parameter estimation for a computable general equilibrium model : a maximum entropy approach
Arndt, Channing
;
Robinson, Sherman
;
Tarp, Finn
- In:
Economic modelling
19
(
2002
)
3
,
pp. 375-398
Persistent link: https://www.econbiz.de/10001662507
Saved in:
20
Non-linear error correction, asymmetric adjustment and cointegration
Escribano, Álvaro
- In:
Economic modelling
15
(
1998
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10001247645
Saved in:
First
Prev
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->