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subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Devisenmarkt"
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Search: subject_exact:"Estimation theory"
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Volatility
Devisenmarkt
Estimation theory
1,069
Schätztheorie
1,069
Theorie
393
Theory
393
Time series analysis
164
Zeitreihenanalyse
164
Estimation
137
Schätzung
135
Regression analysis
105
Regressionsanalyse
105
Panel
93
Panel study
93
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
Statistical test
51
Statistischer Test
51
Volatilität
51
ARCH model
40
ARCH-Modell
40
Autocorrelation
39
Autokorrelation
39
Method of moments
39
Momentenmethode
39
Forecasting model
36
Prognoseverfahren
36
Correlation
34
Korrelation
34
Bias
32
Systematischer Fehler
32
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
30
Panel data
29
Statistical distribution
29
Statistische Verteilung
29
Capital income
26
Kapitaleinkommen
26
Sampling
26
Stichprobenerhebung
26
Monte Carlo simulation
25
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English
53
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Hwang, Eunju
3
Shin, Dong-wan
3
Moura, Guilherme Valle
2
Alañón Pardo, Ángel
1
Anatolyev, Stanislav
1
Andreou, Alena
1
Annaert, Jan
1
Ardia, David
1
Arize, Augustine Chuck
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Atak, Alev
1
Baffes, John
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Cecen, A. A.
1
Chen, Cathy W. S.
1
Claes, Anouk G. P.
1
Corré, Nienke
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Díaz-Mendoza, Ana-Carmen
1
Erkal, Cahit
1
Fan, Jianqing
1
Fan, Yingying
1
Fornari, Fabio
1
Francq, Christian
1
Frederiksen, Per
1
Gefang, Deborah
1
Ghysels, Eric
1
Gradojevic, Nikola
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Guillén, Montserrat
1
Hafner, Christian M.
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hoogerheide, Lennart F.
1
Horváth, Lajos
1
Horváth, Roman
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Economics letters
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
28
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
16
CREATES research paper
15
Econometric theory
14
International journal of forecasting
14
Journal of banking & finance
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Finance research letters
12
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
NBER Working Paper
8
Applied economics
7
Journal of mathematical finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
GRIPS discussion papers
6
Handbook of financial time series
6
International journal of financial engineering
6
NBER working paper series
6
The European journal of finance
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ECONIS (ZBW)
53
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1
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
2
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
3
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
4
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
5
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
6
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
7
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
8
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
9
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
10
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
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