//--> //--> //--> //-->
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"
~person:"Doğan, Osman"
~person:"Liu, Zhi"
~person:"Zakoïan, Jean-Michel"
~subject:"Statistical test"
~type:"article"
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
Statistical test
Estimation theory
43
Schätztheorie
43
ARCH model
15
ARCH-Modell
15
Volatilität
13
Estimation
12
Schätzung
12
Time series analysis
12
Zeitreihenanalyse
12
Theorie
9
Theory
9
Statistischer Test
8
Autocorrelation
6
Autokorrelation
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Regional economics
6
Regionalökonomik
6
Börsenkurs
5
Market microstructure
5
Marktmikrostruktur
5
Risikomaß
5
Risk measure
5
Räumliche Interaktion
5
Share price
5
Spatial interaction
5
Stochastic process
5
Stochastischer Prozess
5
Method of moments
4
Momentenmethode
4
Noise Trading
4
Noise trading
4
Capital income
3
Central limit theorem
3
Experiment
3
Kapitaleinkommen
3
LM test
3
MLE
3
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Doğan, Osman
Liu, Zhi
Zakoïan, Jean-Michel
Kumar, Dilip
16
Maheswaran, S.
14
Li, Jia
12
Todorov, Viktor
12
Bera, Anil K.
11
Francq, Christian
10
Shi, Xiaoxia
10
Tauchen, George Eugene
10
Baltagi, Badi H.
9
Cai, Zongwu
9
Dufour, Jean-Marie
9
Phillips, Peter C. B.
9
Sun, Yixiao
9
Teräsvirta, Timo
9
Chen, Yi-ting
8
Ghysels, Eric
8
Perron, Pierre
8
Su, Liangjun
8
White, Halbert
8
Andersen, Torben
7
Andrews, Donald W. K.
7
Demetrescu, Matei
7
Escanciano, Juan Carlos
7
Guggenberger, Patrik
7
Kim, Donggyu
7
Kleibergen, Frank
7
Li, Yingying
7
Mykland, Per A.
7
Canay, Ivan A.
6
Fan, Jianqing
6
Hsu, Yu-Chin
6
Jin, Sainan
6
Kao, Chihwa
6
Khalaf, Lynda
6
Kristensen, Dennis
6
Leybourne, Stephen James
6
Linton, Oliver
6
more ...
less ...
Published in...
All
Journal of econometrics
6
Regional science & urban economics
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometric methods
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
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
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
4
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
5
Specification tests for spatial panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
-
2020
Persistent link: https://www.econbiz.de/10012271721
Saved in:
6
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
7
Robust LM tests for spatial dynamic panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
- In:
Regional science & urban economics
76
(
2019
),
pp. 47-66
Persistent link: https://www.econbiz.de/10012267310
Saved in:
8
Testing spatial dependence in spatial models with endogenous weights matrices
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Journal of econometric methods
8
(
2019
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012022977
Saved in:
9
Simple tests for endogeneity of spatial weights matrices
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Regional science & urban economics
69
(
2018
),
pp. 130-142
Persistent link: https://www.econbiz.de/10012108149
Saved in:
10
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->