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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:"VAR model"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Systematischer Fehler
VAR model
Estimation theory
1,068
Schätztheorie
1,068
Theorie
383
Theory
383
Time series analysis
183
Zeitreihenanalyse
183
Estimation
141
Schätzung
139
Regression analysis
108
Regressionsanalyse
108
Panel
97
Panel study
97
Nichtparametrisches Verfahren
92
Nonparametric statistics
92
Statistical test
56
Statistischer Test
56
Autocorrelation
42
Autokorrelation
42
Volatilität
41
Method of moments
38
Momentenmethode
38
ARCH model
37
ARCH-Modell
37
Forecasting model
32
Monte Carlo simulation
32
Monte-Carlo-Simulation
32
Prognoseverfahren
32
Statistical distribution
32
Statistische Verteilung
32
Bias
31
Cointegration
31
Kointegration
31
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
30
VAR-Modell
30
Panel data
29
Correlation
28
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Article
95
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Article in journal
Government document
Aufsatz in Zeitschrift
95
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English
95
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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
Koop, Gary
2
Kurita, Takamitsu
2
Montes-Rojas, Gabriel
2
Abbara, Omar
1
Ahmad, Yamin S.
1
Annaert, Jan
1
Ardia, David
1
Arel-Bundock, Vincent
1
Atak, Alev
1
Baruník, Jozef
1
Beckmann, Joscha
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Boswijk, Herman Peter
1
Brooks, Robert Darren
1
Brugnolini, Luca
1
Bruno, Giovanni
1
Bu, Ruijun
1
Bun, Maurice J. G.
1
Bělín, Matěj
1
Candelon, Bertrand
1
Carree, Martin Anthony
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cecen, A. A.
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Chau, Tak Wai
1
Chen, Wenjuan
1
Cheng, Jie
1
Chevallier, Julien
1
Choi, Chi-young
1
Chudik, Alexander
1
Chuffart, Thomas
1
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Econometric reviews
37
Econometrics : open access journal
32
Econometric theory
31
Economic modelling
25
International journal of forecasting
24
Journal of empirical finance
23
The econometrics journal
22
Journal of banking & finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of financial econometrics
17
Quantitative finance
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Journal of forecasting
15
Applied economics letters
14
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
14
Journal of risk and financial management : JRFM
14
Oxford bulletin of economics and statistics
13
Quantitative economics : QE ; journal of the Econometric Society
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
European journal of operational research : EJOR
10
Journal of time series econometrics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance and stochastics
9
International journal of economics and financial issues : IJEFI
9
Journal of applied econometrics
9
Computational economics
8
Journal of mathematical finance
8
Journal of quantitative economics
8
Journal of risk
7
Theoretical economics letters
7
CBN journal of applied statistics
6
Cogent economics & finance
6
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ECONIS (ZBW)
95
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1
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95
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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
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
3
Bayesian flexible local projections
Brugnolini, Luca
;
Catania, Leopoldo
;
Hansen, Pernille
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10014632013
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
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
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:
9
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:
10
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
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