//--> //--> //--> //-->
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 empirical finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~type_genre:"Textbook"
~type_genre:"Working Paper"
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
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theorie
17
Theory
17
ARCH model
13
ARCH-Modell
13
Forecasting model
12
Prognoseverfahren
12
Börsenkurs
11
Portfolio selection
11
Portfolio-Management
11
Share price
11
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
Statistical distribution
8
Statistische Verteilung
8
Correlation
7
Korrelation
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
7
CAPM
6
Regressionsanalyse
5
USA
5
United States
5
Bayes-Statistik
4
Bayesian inference
4
Interest rate
4
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
Textbook
Working Paper
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Abergel, Frédéric
1
Amado, Cristina
1
Amihud, Yakov
1
Asai, Manabu
1
Baillie, Richard
1
Cheng, Wan-hsiu
1
Cho, Dooyeon
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dotsis, George
1
Ghosh, Anisha
1
Gospodinov, Nikolaj
1
Hao, Hong-Xia
1
Hirukawa, Masayuki
1
Hung, Jui-cheng
1
Hurvich, Clifford M.
1
Huth, Nicolas
1
Jayetileke, Harshanie L.
1
Jondeau, Eric
1
Kang, Kyu Ho
1
King, Maxwell L.
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Lee, Cheol Woo
1
Lee, Kyungsub
1
Li, Minqiang
1
Lin, Jin-Guan
1
Linton, Oliver
1
Marinelli, Carlo
1
Ren, Yu
1
Seo, Byoung Ki
1
Sizova, Natalia
1
Sun, Licheng
1
Taylor, Stephen
1
Teräsvirta, Timo
1
Tu, Yundong
1
Wang, Yi
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
573
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
CEMMAP working papers / Centre for Microdata Methods and Practice
181
Econometric theory
178
Economics letters
178
Econometric reviews
143
Journal of the American Statistical Association : JASA
142
The econometrics journal
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
92
Discussion paper / Tinbergen Institute
81
Discussion papers of interdisciplinary research project 373
69
Discussion paper series / IZA
64
Cowles Foundation discussion paper
63
Working paper / Department of Econometrics and Business Statistics, Monash University
54
European journal of operational research : EJOR
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Quantitative economics : QE ; journal of the Econometric Society
48
Economic modelling
47
SFB 649 discussion paper
47
Econometrics : open access journal
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
International journal of forecasting
42
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
41
CREATES research paper
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Discussion paper / Center for Economic Research, Tilburg University
37
Insurance / Mathematics & economics
35
KBI
35
Computational economics
34
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
Working papers / TSE : WP
34
Journal of risk and financial management : JRFM
33
Journal of applied econometrics
32
Applied economics letters
31
Working paper
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Working papers series in theoretical and applied economics
27
Boston College working papers in economics
26
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
6
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
7
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
8
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
9
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
10
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->