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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Systematischer Fehler"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Systematischer Fehler
Estimation theory
1,094
Schätztheorie
1,094
Theorie
384
Theory
384
Time series analysis
192
Zeitreihenanalyse
192
Estimation
153
Schätzung
151
Regression analysis
112
Regressionsanalyse
112
Panel
97
Panel study
97
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Statistical test
56
Statistischer Test
56
Volatilität
52
ARCH model
46
ARCH-Modell
46
Autocorrelation
43
Autokorrelation
43
Method of moments
40
Momentenmethode
40
Forecasting model
37
Prognoseverfahren
37
Statistical distribution
35
Statistische Verteilung
35
Maximum likelihood estimation
34
Maximum-Likelihood-Schätzung
33
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Cointegration
32
Kointegration
32
Bias
31
VAR model
31
VAR-Modell
31
Correlation
30
Korrelation
30
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Undetermined
51
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Article
81
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Article in journal
Government document
Aufsatz in Zeitschrift
81
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English
81
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Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
2
Galvão Júnior, Antônio Fialho
2
Iglesias, Emma M.
2
Jochmans, Koen
2
Montes-Rojas, Gabriel
2
Abbara, Omar
1
Ahmad, Yamin S.
1
Alañón Pardo, Ángel
1
Annaert, Jan
1
Ardia, David
1
Arel-Bundock, Vincent
1
Arize, Augustine Chuck
1
Atak, Alev
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Boswijk, Herman Peter
1
Bruno, Giovanni
1
Bu, Ruijun
1
Bun, Maurice J. G.
1
Bělín, Matěj
1
Carree, Martin Anthony
1
Cecen, A. A.
1
Chan, Jennifer So Kuen
1
Chau, Tak Wai
1
Chen, Cathy W. S.
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Claes, Anouk G. P.
1
Clarke, Damian
1
Corré, Nienke
1
Czarnowske, Daniel
1
Daníelsson, Jón
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dhaene, Geert
1
Dong, Yingjie
1
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
149
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Econometric reviews
30
Econometric theory
23
Journal of empirical finance
21
Economic modelling
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometrics : open access journal
17
International journal of forecasting
16
Quantitative finance
16
Journal of banking & finance
15
The econometrics journal
15
Journal of financial econometrics
14
Journal of risk and financial management : JRFM
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Finance research letters
12
Journal of forecasting
11
Applied economics letters
10
Applied economics
9
European journal of operational research : EJOR
9
Finance and stochastics
9
International journal of economics and financial issues : IJEFI
9
Oxford bulletin of economics and statistics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of mathematical finance
7
Journal of risk
7
CBN journal of applied statistics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Insurance / Mathematics & economics
6
International journal of financial engineering
6
Journal of applied econometrics
6
Journal of financial economics
6
Journal of quantitative economics
6
Journal of time series econometrics
6
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ECONIS (ZBW)
81
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1
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:
2
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:
3
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:
4
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
5
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
6
Bias in instrumental-variable estimators of fixed-effect models for count data
Jochmans, Koen
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442037
Saved in:
7
Analytical bias correction for two-step fixed effects models with copula-distributed errors
Naguib, Costanza
- In:
Economics letters
215
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448229
Saved in:
8
Latent unbalancedness in three-way gravity models
Czarnowske, Daniel
;
Stammann, Amrei
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473101
Saved in:
9
Bias correction for within-group estimation of panel data models with fixed effects and sample selection
Han, Chirok
;
Lee, Goeun
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473119
Saved in:
10
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
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