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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"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Kapitaleinkommen
Estimation theory
590
Schätztheorie
590
Theorie
195
Theory
195
Time series analysis
138
Zeitreihenanalyse
138
Estimation
127
Schätzung
127
Nichtparametrisches Verfahren
109
Nonparametric statistics
109
USA
93
United States
93
Regression analysis
89
Regressionsanalyse
89
Forecasting model
43
Prognoseverfahren
43
Statistical test
43
Statistischer Test
43
Volatilität
42
Induktive Statistik
41
Panel
41
Panel study
41
Statistical inference
41
Correlation
35
Korrelation
35
Capital income
29
Statistical theory
29
Statistische Methodenlehre
29
Maximum likelihood estimation
28
Maximum-Likelihood-Schätzung
28
Bootstrap approach
26
Bootstrap-Verfahren
26
Simulation
26
ARCH model
25
Method of moments
25
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25
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24
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70
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Article in journal
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70
Bibliography included
1
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English
70
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Bauwens, Luc
2
Bollerslev, Tim
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Ling, Shiqing
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Su, Liangjun
2
Tsay, Ruey S.
2
Yang, Xiye
2
Aielli, Gian Piero
1
Akgiray, Vedat
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Bibinger, Markus
1
Bodnar, Taras
1
Booth, G. Geoffrey
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Callot, Laurent
1
Caner, Mehmet
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Cheung, Yin-Wong
1
Conway, Delores A.
1
Corsi, Fulvio
1
Drost, Feike C.
1
Dueker, Michael
1
Einmahl, John H. J.
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
161
Econometric theory
49
Economics letters
46
Journal of empirical finance
41
Discussion paper / Tinbergen Institute
36
Econometric reviews
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Finance research letters
26
CREATES research paper
24
Journal of forecasting
22
The econometrics journal
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics
19
International journal of forecasting
18
Journal of risk and financial management : JRFM
18
Quantitative finance
18
Journal of risk
16
The European journal of finance
16
Computational economics
15
International journal of economics and financial issues : IJEFI
15
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
Econometrics : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
SFB 649 discussion paper
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of financial economics
12
Journal of time series econometrics
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Journal of economic dynamics & control
10
The review of financial studies
10
Working paper
10
Working papers
10
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ECONIS (ZBW)
70
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1
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:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
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:
4
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:
5
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
6
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:
7
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:
8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
9
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
10
Sequential scaled sparse factor regression
Zheng, Zemin
;
Li, Yang
;
Wu, Jie
;
Wang, Yuchen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 595-604
Persistent link: https://www.econbiz.de/10013533979
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