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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:"Nonparametric statistics"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Volatility
Nonparametric statistics
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
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
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Monte-Carlo-Simulation
8
Prognoseverfahren
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cointegration
8
Nichtlineare Regression
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Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
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Einheitswurzeltest
6
Maximum likelihood estimation
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Article in journal
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34
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English
34
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Abbara, Omar
1
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bera, Anil K.
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Chan, Jennifer So Kuen
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Chumacero, Rómulo A.
1
Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
Daníelsson, Jón
1
Doğan, Osman
1
Enders, Walter
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Gil-Alaña, Luis A.
1
Gong, Jinguo
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Harvey, David I.
1
Hou, Weijie
1
Iacus, Stefano Maria
1
Iglesias, Emma M.
1
Im, KyungSo
1
Iori, Giulia
1
Jensen, Mark J.
1
Kalyvitēs, Sarantēs
1
Kapar, Burcu
1
Kok Haur Ng
1
Kraicová, Lucie
1
La Spada, Gabriele
1
Lee, Cheng-Feng
1
Lee, Hyejin
1
Lee, Junsoo
1
Lee, Kyungsub
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
519
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Econometric theory
150
Econometric reviews
149
Economics letters
143
The econometrics journal
95
Journal of the American Statistical Association : JASA
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Quantitative economics : QE ; journal of the Econometric Society
54
Economic modelling
44
Econometrics : open access journal
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
European journal of operational research : EJOR
33
Applied economics letters
31
International journal of forecasting
31
Journal of applied econometrics
26
Journal of empirical finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Computational economics
24
Journal of financial econometrics
24
Journal of banking & finance
23
Journal of risk and financial management : JRFM
21
Applied economics
20
Insurance / Mathematics & economics
20
Energy economics
18
Finance research letters
18
Quantitative finance
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Journal of econometric methods
17
Journal of forecasting
17
Cambridge working papers in economics
15
Journal of time series econometrics
15
International journal of theoretical and applied finance
14
Journal of productivity analysis
14
The North American journal of economics and finance : a journal of financial economics studies
11
The review of economic studies
11
Finance and stochastics
10
Operations research
10
Oxford bulletin of economics and statistics
10
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ECONIS (ZBW)
34
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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
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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