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subject:"Volatility"
type_genre:"Article in journal"
~person:"Mammen, Enno"
~person:"Simar, Léopold"
~person:"Todorov, Viktor"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
60
Schätztheorie
60
Nonparametric statistics
30
Technical efficiency
20
Technische Effizienz
20
Data envelopment analysis
16
Data-Envelopment-Analyse
16
Estimation
13
Schätzung
13
Theorie
13
Theory
13
Volatilität
12
Production function
11
Produktionsfunktion
11
Statistical inference
11
Stochastic process
10
Stochastischer Prozess
10
Induktive Statistik
9
Regression analysis
8
Regressionsanalyse
8
Time series analysis
8
Zeitreihenanalyse
8
Börsenkurs
7
Share price
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Capital income
5
Conditional efficiency
5
Efficiency
5
Effizienz
5
High-frequency data
5
Kapitaleinkommen
5
Stochastic volatility
5
Bias
3
DEA
3
FDH
3
IV-Schätzung
3
Instrumental variables
3
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Undetermined
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Article
37
Book / Working Paper
1
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Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
37
Arbeitspapier
32
Working Paper
32
Graue Literatur
30
Non-commercial literature
30
Aufsatz im Buch
4
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4
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English
38
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Mammen, Enno
Simar, Léopold
Todorov, Viktor
Linton, Oliver
36
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
19
Gao, Jiti
19
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Kumbhakar, Subal
17
Parmeter, Christopher F.
17
Racine, Jeffrey
17
Cai, Zongwu
16
Li, Degui
14
Maheswaran, S.
14
Sun, Yiguo
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Tsionas, Efthymios G.
13
Henderson, Daniel J.
12
Phillips, Peter C. B.
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Li, Jia
11
White, Halbert
11
Otsu, Taisuke
10
Tauchen, George Eugene
10
Breunig, Christoph
9
Kristensen, Dennis
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Van Keilegom, Ingrid
9
Xiao, Zhijie
9
Yao, Feng
9
Zhang, Xibin
9
Ai, Chunrong
8
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Journal of econometrics
21
Journal of productivity analysis
4
Econometric theory
3
The econometrics journal
2
Annals of operations research
1
Computational economics
1
Data envelopment analysis, 40 years on : a special issue
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Foundations and trends in econometrics
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
38
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
5
Calendar effect and in-sample forecasting
Mammen, Enno
;
Martinez Miranda, Maria Dolores
;
Nielsen, …
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
Saved in:
6
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
7
Fast and efficient computation of directional distance estimators
Daraio, Cinzia
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Data envelopment analysis, 40 years on : a special issue
,
(pp. 805-835)
.
2020
Persistent link: https://www.econbiz.de/10012232985
Saved in:
8
Ill-posed estimation in high-dimensional models with instrumental variables
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 171-200
Persistent link: https://www.econbiz.de/10012483200
Saved in:
9
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
10
Nonparametric estimation in case of endogenous selection
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 268-285
Persistent link: https://www.econbiz.de/10011974570
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