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subject:"Volatility"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Estimation theory"
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Volatility
Markov chain
Estimation theory
1,639
Schätztheorie
1,639
Theorie
368
Theory
368
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
310
Time series analysis
309
Regression analysis
268
Regressionsanalyse
268
Estimation
216
Schätzung
212
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156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatilität
116
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
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59
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English
133
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Mykland, Per A.
4
Park, Joon Y.
4
Zakoïan, Jean-Michel
4
Bollerslev, Tim
3
Gallant, A. Ronald
3
Gouriéroux, Christian
3
Jasiak, Joann
3
Koopman, Siem Jan
3
Meddahi, Nour
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Choi, Yongok
2
Clinet, Simon
2
Fan, Jianqing
2
Grynkiv, Iaryna
2
Kong, Xin-Bing
2
Li, Guodong
2
Li, Wai Keung
2
Li, Yong
2
Linton, Oliver
2
Patton, Andrew J.
2
Potiron, Yoann
2
Wang, Bin
2
Xiu, Dacheng
2
Yu, Jun
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Zheng, Xu
2
Zhu, Ke
2
Zu, Yang
2
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
34
Economics letters
30
Econometric reviews
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of empirical finance
21
International journal of forecasting
18
CREATES research paper
17
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Quantitative finance
17
Journal of forecasting
16
Econometric theory
15
Finance research letters
14
Journal of banking & finance
14
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
The econometrics journal
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
The North American journal of economics and finance : a journal of financial economics studies
12
Econometrics : open access journal
11
Computational economics
10
European journal of operational research : EJOR
10
Journal of risk and financial management : JRFM
10
NBER Working Paper
10
SFB 649 discussion paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper
7
Applied economics
6
Applied economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
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ECONIS (ZBW)
133
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
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:
4
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
5
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
6
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:
7
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
8
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:
9
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
10
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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