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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Nonlinear regression"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Volatility
Nonlinear regression
Statistical test
Statistischer Test
Estimation theory
102
Schätztheorie
102
Time series analysis
49
Zeitreihenanalyse
49
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
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9
Markov-Kette
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Prognoseverfahren
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cointegration
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Nichtlineare Regression
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Statistical distribution
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7
Strukturbruch
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VAR model
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VAR-Modell
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Börsenkurs
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Article in journal
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English
33
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Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Bera, Anil K.
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Chan, Jennifer So Kuen
1
Chen, Xiaohong
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Chumacero, Rómulo A.
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
Doğan, Osman
1
Enders, Walter
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Gil-Alaña, Luis A.
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Harvey, David I.
1
Hou, Weijie
1
Hungnes, Håvard
1
Im, KyungSo
1
Jensen, Mark J.
1
Kalyvitēs, Sarantēs
1
Kok Haur Ng
1
Kraicová, Lucie
1
Kugiumtzis, Dimitris
1
Lahiri, Kajal
1
Lee, Cheng-Feng
1
Lee, Hyejin
1
Lee, Junsoo
1
Lee, Kyungsub
1
Leybourne, Stephen James
1
Li, Jing
1
Licht, Adrian
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Econometric reviews
84
Economics letters
72
Econometric theory
66
The econometrics journal
51
Economic modelling
32
Econometrics : open access journal
27
Journal of empirical finance
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
International journal of forecasting
23
Journal of financial econometrics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Quantitative economics : QE ; journal of the Econometric Society
21
Journal of the American Statistical Association : JASA
20
Applied economics letters
19
Journal of banking & finance
17
Quantitative finance
17
Computational economics
16
Finance research letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
15
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
Applied economics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
European journal of operational research : EJOR
10
Journal of applied econometrics
10
Journal of quantitative economics
10
Oxford bulletin of economics and statistics
10
Finance and stochastics
9
International journal of economics and financial issues : IJEFI
9
The European journal of finance
9
Cambridge working papers in economics
8
Journal of financial economics
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
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ECONIS (ZBW)
33
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
6
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
7
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
8
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
9
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
10
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
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