//--> //--> //--> //-->
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:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~subject:"Theory"
~type_genre:"Übersichtsarbeit"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theory
Estimation theory
774
Schätztheorie
774
Theorie
240
Time series analysis
201
Zeitreihenanalyse
201
Estimation
171
Schätzung
171
Forecasting model
123
Prognoseverfahren
123
Regression analysis
121
Regressionsanalyse
121
Nichtparametrisches Verfahren
119
Nonparametric statistics
119
USA
102
United States
102
Panel
57
Panel study
57
Volatilität
56
Statistical test
53
Statistischer Test
53
Induktive Statistik
44
Statistical inference
44
Correlation
43
Korrelation
43
Capital income
40
Kapitaleinkommen
40
ARCH model
38
ARCH-Modell
38
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
36
Method of moments
34
Momentenmethode
34
Bayes-Statistik
31
Bayesian inference
31
Statistical distribution
31
Statistische Verteilung
31
Bootstrap approach
30
Bootstrap-Verfahren
30
more ...
less ...
Online availability
All
Undetermined
28
Free
4
Type of publication
All
Article
288
Type of publication (narrower categories)
All
Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
288
Collection of articles of several authors
3
Sammelwerk
3
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
288
Author
All
Ghysels, Eric
4
Bauwens, Luc
3
Bollerslev, Tim
3
Franses, Philip Hans
3
Hall, Alastair R.
3
King, Maxwell L.
3
Lechner, Michael
3
Leybourne, Stephen James
3
Lucas, André
3
Pfeffermann, Danny
3
Ravishanker, Nalini
3
Banerjee, Anurag Narayan
2
Bera, Anil K.
2
Burnside, Craig
2
Cheung, Yin-Wong
2
Clark, Todd E.
2
Drost, Feike C.
2
Engle, Robert F.
2
Fiebig, Denzil G.
2
Granger, C. W. J.
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hansen, Christian Bailey
2
Hansen, Lars Peter
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Keane, Michael P.
2
Li, Qi
2
Maddala, Gangadharrao S.
2
McDonald, James B.
2
Newbold, Paul
2
Newey, Whitney K.
2
Racine, Jeffrey
2
Shephard, Neil G.
2
Silvapulle, Paramsothy
2
Steel, Mark F. J.
2
Taylor, James W.
2
Vanhonacker, Wilfried R.
2
Wang, Yudong
2
more ...
less ...
Published in...
All
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
Journal of econometrics
471
Economics letters
400
Econometric theory
299
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
Econometric reviews
149
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
The review of economics and statistics
123
Oxford bulletin of economics and statistics
101
Statistical papers
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
54
American journal of agricultural economics
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of the Royal Statistical Society
41
The econometrics journal
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
International economic journal
35
Journal of empirical finance
35
The Indian economic journal
35
International journal of forecasting
34
Journal of productivity analysis
32
Economic modelling
30
Journal of banking & finance
25
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 financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of international money and finance
23
The journal of futures markets
23
Economie & prévision : EP
22
Journal of regional science
22
The Pakistan development review : PDR
22
more ...
less ...
Source
All
ECONIS (ZBW)
288
Showing
1
-
10
of
288
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
5
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
6
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
7
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
8
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
9
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
10
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->