//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Panel study"
~subject:"Share price"
~type_genre:"Government document"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Panel study
Share price
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
Statistical inference
41
Correlation
35
Korrelation
35
Capital income
29
Kapitaleinkommen
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
ARCH-Modell
25
Method of moments
25
Momentenmethode
25
Causality analysis
24
more ...
less ...
Online availability
All
Undetermined
47
Free
5
Type of publication
All
Article
90
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
90
Language
All
English
90
Author
All
Gao, Jiti
4
Caner, Mehmet
2
Ghysels, Eric
2
Han, Xu
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Juodis, Artūras
2
Li, Degui
2
Müller, Ulrich K.
2
Shephard, Neil G.
2
Westerlund, Joakim
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Ando, Tomohiro
1
Andreou, Elena
1
Bai, Jushan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barigozzi, Matteo
1
Bauwens, Luc
1
Belloni, Alexandre
1
Bester, C. Alan
1
Beyhum, Jad
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Bun, Maurice J. G.
1
Carree, Martin Anthony
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Jia
1
Chen, Songnian
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
284
Economics letters
121
Econometric reviews
79
The econometrics journal
50
Econometric theory
38
Economic modelling
33
Journal of empirical finance
28
Applied economics letters
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of banking & finance
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Quantitative finance
20
Applied economics
19
Econometrics : open access journal
19
Journal of risk and financial management : JRFM
17
Finance research letters
16
International journal of economics and financial issues : IJEFI
16
International journal of forecasting
16
Journal of applied econometrics
16
Journal of financial econometrics
16
Oxford bulletin of economics and statistics
16
Computational economics
15
International journal of theoretical and applied finance
14
Journal of forecasting
14
The North American journal of economics and finance : a journal of financial economics studies
14
Quantitative economics : QE ; journal of the Econometric Society
12
Regional science & urban economics
12
Journal of econometric methods
10
Journal of financial and quantitative analysis : JFQA
10
Journal of mathematical finance
10
Energy economics
9
International review of financial analysis
9
Journal of financial economics
9
The European journal of finance
9
The empirical economics letters : a monthly international journal of economics
9
The journal of finance : the journal of the American Finance Association
9
more ...
less ...
Source
All
ECONIS (ZBW)
90
Showing
1
-
10
of
90
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
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
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
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
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
6
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
7
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:
8
Composite likelihood estimation of an autoregressive panel ordered probit model with random effects
Tuzcuoglu, Kerem
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 593-607
Persistent link: https://www.econbiz.de/10014448376
Saved in:
9
Simultaneous spatial panel data models with common shocks
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->