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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:"Systematischer Fehler"
~subject:"Time series analysis"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Systematischer Fehler
Time series analysis
Estimation theory
1,063
Schätztheorie
1,063
Theorie
383
Theory
383
Zeitreihenanalyse
182
Estimation
141
Schätzung
139
Regression analysis
107
Regressionsanalyse
107
Panel
97
Panel study
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
Korrelation
28
VAR model
28
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Undetermined
118
Free
1
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Article
233
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Article in journal
Government document
Aufsatz in Zeitschrift
233
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English
233
Author
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Hassler, Uwe
5
Leybourne, Stephen James
4
Shin, Dong-wan
4
Gonzalo, Jesús
3
Harvey, David I.
3
Hwang, Eunju
3
Iglesias, Emma M.
3
Lahiri, Kajal
3
Pitarakis, Jean-Yves
3
Abeysinghe, Tilak
2
Anatolyev, Stanislav
2
Baillie, Richard
2
Galvão Júnior, Antônio Fialho
2
Giles, David E. A.
2
Hadri, Kaddour
2
Haldrup, Niels
2
Hall, Alastair R.
2
Hecq, Alain W. J.
2
Hosseinkouchack, Mehdi
2
Jochmans, Koen
2
Kapetanios, George
2
Kruse, Robinson
2
Krämer, Walter
2
Kurita, Takamitsu
2
Lee, Junsoo
2
Li, Chen
2
Li, Jing
2
Li, Luyang
2
Ma, Jun
2
Mamingi, Nlandu
2
McCabe, Brendan Peter Martin
2
Montes-Rojas, Gabriel
2
Peel, David
2
Pesaran, M. Hashem
2
Teräsvirta, Timo
2
Wang, Qiao
2
Yang, Liu
2
Yang, Minxian
2
Yu, Deshui
2
Abbara, Omar
1
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
396
Econometric theory
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Econometric reviews
101
International journal of forecasting
69
Journal of forecasting
62
Applied economics letters
59
Econometrics : open access journal
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Economic modelling
46
The econometrics journal
46
Journal of time series econometrics
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Applied economics
39
Journal of empirical finance
38
Journal of the American Statistical Association : JASA
38
Journal of applied econometrics
36
Computational economics
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Oxford bulletin of economics and statistics
29
Journal of risk and financial management : JRFM
24
Journal of banking & finance
23
Finance research letters
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Journal of financial econometrics
19
International journal of economics and financial issues : IJEFI
17
Quantitative economics : QE ; journal of the Econometric Society
17
Quantitative finance
17
Journal of macroeconomics
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of economics and statistics
16
Journal of economic dynamics & control
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
International journal of theoretical and applied finance
14
The review of economic studies
14
European journal of operational research : EJOR
13
Insurance / Mathematics & economics
13
Journal of quantitative economics
13
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ECONIS (ZBW)
233
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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
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
3
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
4
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
5
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:
6
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:
7
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
8
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
9
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:
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
Saved in:
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