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type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Marktmikrostruktur"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Marktmikrostruktur
Stochastischer Prozess
Estimation theory
177
Schätztheorie
177
Estimation
69
Schätzung
68
Time series analysis
44
Zeitreihenanalyse
44
Volatility
33
Volatilität
33
Regression analysis
22
Regressionsanalyse
22
Stochastic process
21
Börsenkurs
18
Share price
18
Cointegration
17
Forecasting model
17
Kointegration
17
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Prognoseverfahren
17
Statistical test
16
Statistischer Test
16
Bayes-Statistik
15
Bayesian inference
15
Theorie
15
Theory
15
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Panel
13
Panel study
13
ARCH model
11
ARCH-Modell
11
Capital income
10
Kapitaleinkommen
10
Modellierung
10
Option pricing theory
10
Optionspreistheorie
10
Scientific modelling
10
VAR model
10
VAR-Modell
10
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22
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3
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Article
32
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Article in journal
Aufsatz in Zeitschrift
32
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English
32
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Pelagatti, Matteo
2
Achab, Massil
1
Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Ando, Asao
1
Bacry, E.
1
Bayer, Christian
1
Beqiraj, Elton
1
Breneis, Simon
1
Bu, Ruijun
1
Cang, Yuquan
1
Capriotti, Luca
1
Chen, May-Ru
1
Chen, Yu
1
Cheng, Jie
1
Cheng, Tsung-Chi
1
Chronopoulou, Alexandra
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Iorio, Francesca
1
Di Pietro, Marco
1
Felici, Francesco
1
Figueiredo, Francisco Marcos Rodrigues
1
Gaglianone, Wagner Piazza
1
Gianfreda, Angelica
1
Gkoulgkoutsika, A.
1
Guillén, Osmani Teixeira de Carvalho
1
Guo, Meihui
1
Guo, Shuang
1
Hadri, Kaddour
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Ihnatiuk, Vitalii
1
Izzeldin, Marwan
1
Jayasinghe, Prabhath
1
Karul, Cagin
1
Kato, Takafumi
1
Kinnear, Ryan J.
1
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Economic modelling
Quantitative finance
Journal of econometrics
163
Economics letters
53
Econometric reviews
49
Econometric theory
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The econometrics journal
19
Journal of empirical finance
17
Econometrics : open access journal
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
European journal of operational research : EJOR
14
Applied economics letters
13
Regional science & urban economics
13
Computational economics
12
Mathematics of operations research
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of banking & finance
9
Journal of financial econometrics
9
Operations research
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Insurance / Mathematics & economics
8
International journal of forecasting
8
International journal of production research
8
International journal of theoretical and applied finance
8
Journal of forecasting
8
Journal of risk and financial management : JRFM
8
Journal of the American Statistical Association : JASA
8
Quantitative economics : QE ; journal of the Econometric Society
8
Finance and stochastics
7
Finance research letters
7
Journal of productivity analysis
7
Spatial economic analysis : the journal of the Regional Studies Association
7
Journal of mathematical finance
6
Journal of time series econometrics
6
Operations research letters
6
Oxford bulletin of economics and statistics
6
Risks : open access journal
6
Asia-Pacific financial markets
5
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ECONIS (ZBW)
32
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32
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
3
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
4
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
5
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
6
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
7
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
8
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
9
Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
Saved in:
10
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
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