//--> //--> //--> //-->
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:"Härdle, Wolfgang"
~person:"Xiao, Zhijie"
~subject:"Regressionsanalyse"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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
Regressionsanalyse
Estimation theory
41
Schätztheorie
41
Regression analysis
14
Time series analysis
14
Zeitreihenanalyse
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Theorie
10
Theory
10
Heteroscedasticity
5
Heteroskedastizität
5
Statistical distribution
4
Statistische Verteilung
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Einheitswurzeltest
3
Estimation
3
Induktive Statistik
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Statistical inference
3
Unit root test
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Cointegration
2
Efficiency
2
Heteroskedasticity
2
Kointegration
2
Multivariate Verteilung
2
Multivariate distribution
2
Probability theory
2
Risikomaß
2
Risk measure
2
Statistical test
2
Statistischer Test
2
Structural break
2
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
17
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Conference paper
Konferenzbeitrag
Arbeitspapier
48
Working Paper
48
Graue Literatur
45
Non-commercial literature
45
Aufsatz in Zeitschrift
18
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
18
Author
All
Härdle, Wolfgang
Xiao, Zhijie
Phillips, Peter C. B.
21
Linton, Oliver
20
Kumar, Dilip
16
Su, Liangjun
16
Cai, Zongwu
14
Chen, Songnian
14
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Li, Qi
11
Sun, Yiguo
11
Tu, Yundong
11
Westerlund, Joakim
11
Fan, Jianqing
10
Tauchen, George Eugene
10
Florens, Jean-Pierre
9
Galvão Júnior, Antônio Fialho
9
Hansen, Bruce E.
9
Otsu, Taisuke
9
Park, Joon Y.
9
Parmeter, Christopher F.
9
Tsionas, Efthymios G.
9
Yu, Ping
9
Andersen, Torben
8
Baltagi, Badi H.
8
Chernozhukov, Victor
8
Escanciano, Juan Carlos
8
Gao, Jiti
8
Hansen, Christian Bailey
8
Henderson, Daniel J.
8
Kapetanios, George
8
Li, Degui
8
Racine, Jeffrey
8
Taylor, Robert
8
Teräsvirta, Timo
8
Ullah, Aman
8
Wang, Hansheng
8
Wang, Qiying
8
more ...
less ...
Published in...
All
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
The econometrics journal
2
Cambridge working papers in economics
1
Finance and stochastics
1
Frontiers of economics in China : selected publications from Chinese universities
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
2
Unifying inference for semiparametric regression
Hong, Shaoxin
;
Jiang, Jiancheng
;
Jiang, Xuejun
;
Xiao, Zhijie
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 482-501
Persistent link: https://www.econbiz.de/10012620720
Saved in:
3
Analysis of deviance for hypothesis testing in generalized partially linear models
Härdle, Wolfgang
;
Huang, Li-Shan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 322-333
Persistent link: https://www.econbiz.de/10012177353
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
5
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
6
Single-index-based CoVaR with very high-dimensional covariates
Fan, Yan
;
Härdle, Wolfgang
;
Wang, Weining
;
Zhu, Lixing
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 212-226
Persistent link: https://www.econbiz.de/10011894611
Saved in:
7
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
8
Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Güler, Kemal
;
Ng, Pin T.
;
Xiao, Zhijie
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 651-679
Persistent link: https://www.econbiz.de/10011861402
Saved in:
9
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan
;
Su, Liangjun
;
Xiao, Zhijie
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
Saved in:
10
A note on covariance matrix estimation in quantile regressions
Guo, Hongtao
;
Xiao, Zhijie
- In:
Frontiers of economics in China : selected publications …
9
(
2014
)
2
,
pp. 165-173
Persistent link: https://www.econbiz.de/10010429833
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->