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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"
~subject:"Panel study"
~subject:"Systematischer Fehler"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel study
Systematischer Fehler
Estimation theory
1,063
Schätztheorie
1,063
Theorie
383
Theory
383
Time series analysis
182
Zeitreihenanalyse
182
Estimation
141
Schätzung
139
Regression analysis
107
Regressionsanalyse
107
Panel
97
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
Statistical test
56
Statistischer Test
56
Autocorrelation
41
Autokorrelation
41
Volatilität
41
Method of moments
38
Momentenmethode
38
ARCH model
37
ARCH-Modell
37
Forecasting model
32
Prognoseverfahren
32
Bias
31
Cointegration
31
Kointegration
31
Maximum likelihood estimation
31
Statistical distribution
31
Statistische Verteilung
31
Maximum-Likelihood-Schätzung
30
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Panel data
29
Correlation
28
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28
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28
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Article
159
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Article in journal
Government document
Aufsatz in Zeitschrift
159
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English
159
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Baltagi, Badi H.
5
Han, Chirok
5
Westerlund, Joakim
4
Hwang, Eunju
3
Pirotte, Alain
3
Shin, Dong-wan
3
Su, Liangjun
3
Ullah, Aman
3
Zhang, Yonghui
3
Anatolyev, Stanislav
2
Bin, Peng
2
Bresson, Georges
2
Galvão Júnior, Antônio Fialho
2
Gørgens, Tue
2
Hadri, Kaddour
2
Hahn, Jinyong
2
Hayakawa, Kazuhiko
2
Iglesias, Emma M.
2
Jin, Fei
2
Jochmans, Koen
2
Kapetanios, George
2
Li, Gaorong
2
Malikov, Emir
2
Montes-Rojas, Gabriel
2
Okui, Ryo
2
Tosetti, Elisa
2
Yu, Jihai
2
Zhou, Qiankun
2
Abbara, Omar
1
Ahmad, Yamin S.
1
Ai, Chunrong
1
Akashi, Kentaro
1
Ando, Tomohiro
1
Annaert, Jan
1
Ardia, David
1
Arel-Bundock, Vincent
1
Atak, Alev
1
Baglan, Deniz
1
Bai, Jushan
1
Baruník, Jozef
1
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
288
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
82
The econometrics journal
52
Econometric theory
43
Economic modelling
31
Applied economics letters
29
Econometrics : open access journal
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of empirical finance
21
Applied economics
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Oxford bulletin of economics and statistics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of risk and financial management : JRFM
19
International journal of forecasting
18
Journal of banking & finance
15
Quantitative finance
15
Computational economics
14
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
Journal of applied econometrics
13
Quantitative economics : QE ; journal of the Econometric Society
13
Regional science & urban economics
13
Finance research letters
12
Journal of forecasting
12
International journal of economics and financial issues : IJEFI
11
The North American journal of economics and finance : a journal of financial economics studies
11
European journal of operational research : EJOR
10
Journal of econometric methods
10
Finance and stochastics
9
Cambridge working papers in economics
8
Energy economics
8
Journal of quantitative economics
8
The empirical economics letters : a monthly international journal of economics
8
Theoretical economics letters
8
Cogent economics & finance
7
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ECONIS (ZBW)
159
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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
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
3
Panel data models with two threshold variables
Lamadrid-Contreras, Arturo
;
Ramírez-Rondán, Nelson R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10014372881
Saved in:
4
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:
5
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:
6
Shrinkage estimation of panel data models with interactive effects
Li, Haiqi
;
Chen, Xingyi
;
Liang, Jufang
- In:
Economics letters
210
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013171147
Saved in:
7
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:
8
Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices : a reparameterized approach
Cai, Zhengzheng
;
Zhu, Yanli
;
Han, Xiaoyi
- In:
Economics letters
217
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013465499
Saved in:
9
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
Saved in:
10
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
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