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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:"Statistical test"
~subject:"Statistischer Test"
~subject:"VAR-Modell"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
Statistischer Test
VAR-Modell
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
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
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Article in journal
Systematic review
Aufsatz in Zeitschrift
33
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English
33
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Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Bekiros, Stelios
1
Bera, Anil K.
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Candelon, Bertrand
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Chumacero, Rómulo A.
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
Doğan, Osman
1
Eisenstat, Eric
1
Enders, Walter
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
Im, KyungSo
1
Jensen, Mark J.
1
Kalyvitēs, Sarantēs
1
Kok Haur Ng
1
Koop, Gary
1
Kraicová, Lucie
1
Lahiri, Kajal
1
Lee, Cheng-Feng
1
Lee, Hyejin
1
Lee, Junsoo
1
Lee, Kyungsub
1
Leybourne, Stephen James
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
290
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Econometric reviews
84
Economics letters
84
Econometric theory
63
The econometrics journal
51
Econometrics : open access journal
41
Economic modelling
34
International journal of forecasting
28
Journal of empirical finance
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of financial econometrics
24
Quantitative economics : QE ; journal of the Econometric Society
24
Applied economics letters
21
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of forecasting
18
Quantitative finance
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of time series econometrics
16
Finance research letters
15
Journal of the American Statistical Association : JASA
15
Computational economics
14
International journal of theoretical and applied finance
14
Journal of applied econometrics
13
Oxford bulletin of economics and statistics
13
Applied economics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of economic dynamics & control
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of risk and financial management : JRFM
11
European journal of operational research : EJOR
10
Finance and stochastics
9
Journal of quantitative economics
9
The European journal of finance
9
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Theoretical economics letters
8
Cambridge working papers in economics
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
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
6
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
7
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:
8
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:
9
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:
10
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
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