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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Statistical inference"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical inference
Estimation theory
626
Schätztheorie
626
Theorie
195
Theory
195
Time series analysis
148
Zeitreihenanalyse
148
Estimation
139
Schätzung
139
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
USA
93
United States
93
Regression analysis
90
Regressionsanalyse
90
Volatilität
57
Forecasting model
52
Prognoseverfahren
52
Statistical test
45
Statistischer Test
45
Induktive Statistik
41
Panel
41
Panel study
41
Correlation
38
Korrelation
38
Capital income
33
Kapitaleinkommen
33
Maximum likelihood estimation
29
Maximum-Likelihood-Schätzung
29
Statistical theory
29
Statistische Methodenlehre
29
Börsenkurs
27
Share price
27
Statistical distribution
27
Statistische Verteilung
27
ARCH model
26
ARCH-Modell
26
Bootstrap approach
26
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26
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67
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7
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Article
96
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Article in journal
Bibliografie enthalten
Übersichtsarbeit
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96
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English
96
Author
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Belloni, Alexandre
2
Chernozhukov, Victor
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Kozbur, Damian
2
Ling, Shiqing
2
Liu, Guangying
2
Matsushita, Yukitoshi
2
Müller, Ulrich K.
2
Nolte, Ingmar
2
Otsu, Taisuke
2
Shephard, Neil G.
2
Xu, Ke-li
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Antoine, Bertille
1
Bai, Jushan
1
Bai, Yuehao
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bayer, Christian
1
Behrendt, Simon
1
Bibinger, Markus
1
Bodnar, Taras
1
Bodory, Hugo
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Breneis, Simon
1
Buccheri, Giuseppe
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Canabarro, Askery
1
Cang, Yuquan
1
Chan, Joshua
1
Chang, Jinyuan
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Journal of econometrics
194
Economics letters
36
Econometric theory
35
Econometric reviews
33
The econometrics journal
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of the American Statistical Association : JASA
21
Journal of empirical finance
20
Quantitative economics : QE ; journal of the Econometric Society
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Economic modelling
17
Journal of financial econometrics
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometrics : open access journal
14
International journal of forecasting
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk and financial management : JRFM
10
Computational economics
9
European journal of operational research : EJOR
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Applied economics letters
7
Journal of applied econometrics
7
Journal of mathematical finance
7
The European journal of finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of financial engineering
6
Journal of quantitative economics
6
The review of economic studies : RES
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Journal of financial economics
5
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ECONIS (ZBW)
96
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96
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
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
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
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
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
6
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
7
Assessing sensitivity to unconfoundedness : estimation and inference
Masten, Matthew A.
;
Poirier, Alexandre
;
Zhang, Linqi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014448667
Saved in:
8
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
9
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
Saved in:
10
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
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