//--> //--> //-->
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:"Park, Joon Y."
~subject:"Bayesian inference"
~subject:"Schätzung"
~subject:"Statistical distribution"
~type_genre:"Government document"
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
Bayesian inference
Schätzung
Statistical distribution
Estimation theory
19
Schätztheorie
19
Estimation
6
Regression analysis
6
Regressionsanalyse
6
Theorie
6
Theory
6
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Stochastic process
4
Stochastischer Prozess
4
Volatilität
4
Time series analysis
3
Zeitreihenanalyse
3
Asymptotics
2
Demand
2
Diffusion
2
Local time
2
Nachfrage
2
Nonstationarity
2
Option pricing theory
2
Optionspreistheorie
2
Statistische Verteilung
2
1959-1997
1
Bandwidth selection
1
Börsenkurs
1
Capital income
1
Cauchy estimator
1
Cointegration
1
Consumption theory
1
Continuous time model
1
Continuous time regression
1
Diffusions
1
Diffusive and jump volatility
1
Drift
1
Economic transition
1
Elasticity of electricity demand
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
9
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
9
Author
All
Park, Joon Y.
Tsionas, Efthymios G.
19
Linton, Oliver
17
Kumar, Dilip
16
Gao, Jiti
15
Kumbhakar, Subal
15
Maheswaran, S.
15
Phillips, Peter C. B.
15
Su, Liangjun
13
Tauchen, George Eugene
13
Parmeter, Christopher F.
12
Todorov, Viktor
12
Koop, Gary
11
Lee, Lung-fei
11
Li, Jia
11
Racine, Jeffrey
10
Zhang, Xibin
10
Baltagi, Badi H.
9
Fan, Jianqing
9
Francq, Christian
9
Ghysels, Eric
9
Gouriéroux, Christian
9
Li, Qi
9
White, Halbert
9
Zhang, Xinyu
9
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Kapetanios, George
8
Nadarajah, Saralees
8
Ramírez, Miguel D.
8
Teräsvirta, Timo
8
Wu, Ximing
8
Zakoïan, Jean-Michel
8
Andersen, Torben
7
Bauwens, Luc
7
Bollerslev, Tim
7
Cai, Zongwu
7
Gallant, A. Ronald
7
Hafner, Christian M.
7
Härdle, Wolfgang
7
more ...
less ...
Published in...
All
Journal of econometrics
6
Econometric theory
2
Energy economics
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
2
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
3
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
4
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
5
Disentangling temporal patterns in elasticities : a functional coefficient panel analysis of electricity demand
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
- In:
Energy economics
60
(
2016
),
pp. 232-243
Persistent link: https://www.econbiz.de/10011699895
Saved in:
6
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
7
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
Saved in:
8
Functional regression of continuous state distributions
Park, Joon Y.
;
Qian, Junhui
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 397-412
Persistent link: https://www.econbiz.de/10009612848
Saved in:
9
Cointegrating regressions with time varying coefficients
Park, Joon Y.
;
Hahn, Sang B.
- In:
Econometric theory
15
(
1999
)
5
,
pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->