//--> //--> //--> //-->
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
~isPartOf:"CREATES research paper"
~subject:"Estimation theory"
~subject:"Volatilität"
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:"Bernoulli process"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Volatilität
Stochastic process
60
Stochastischer Prozess
60
Theorie
35
Theory
35
Volatility
22
Schätztheorie
15
Time series analysis
11
Zeitreihenanalyse
11
Estimation
7
Modellierung
7
Schätzung
7
Scientific modelling
7
Martingal
5
Martingale
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Yield curve
5
Zinsstruktur
5
ARCH model
4
ARCH-Modell
4
Bayes-Statistik
4
Bayesian inference
4
CAPM
4
Option pricing theory
4
Optionspreistheorie
4
Analysis
3
Forecasting model
3
Mathematical analysis
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Prognoseverfahren
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Electricity price
2
Euro area
2
more ...
less ...
Online availability
All
Free
33
Type of publication
All
Book / Working Paper
33
Type of publication (narrower categories)
All
Arbeitspapier
33
Graue Literatur
33
Non-commercial literature
33
Working Paper
33
Language
All
English
33
Author
All
Barndorff-Nielsen, Ole E.
4
Pakkanen, Mikko S.
4
Podolskij, Mark
4
Bennedsen, Mikkel
3
Lunde, Asger
3
Veraart, Almut E. D.
3
Andersen, Torben
2
Christensen, Bent Jesper
2
Corcuera, José Manual
2
Grassi, Stefano
2
Kristensen, Dennis
2
Nielsen, Morten Ørregaard
2
Santucci de Magistris, Paolo
2
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Benzoni, Luca
1
Bolko, Anine E.
1
Christensen, Kim
1
Christoffersen, Peter F.
1
Creel, Michael D.
1
Exterkate, Peter
1
Fissler, Tobias
1
Floor Brix, Anne
1
Fusari, Nicola
1
Guégan, Dominique
1
Heston, Steven L.
1
Jacobs, Kris
1
Kanaya, Shin
1
Knapik, Oskar
1
Neri, Luca
1
Nielsen, Frank
1
Parra-Alvarez, Juan Carlos
1
Pelletier, Denis
1
Posedel Šimović, Petra
1
Proietti, Tommaso
1
Rosenbaum, Mathieu
1
Rossi, Eduardo
1
Réveillac, Anthony
1
Seo, Wonk-ki
1
Seong, Dakyung
1
more ...
less ...
Published in...
All
CREATES research paper
International journal of theoretical and applied finance
137
Journal of econometrics
127
Quantitative finance
85
Discussion paper / Tinbergen Institute
66
Applied mathematical finance
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
The journal of computational finance
52
Econometric reviews
51
Computational economics
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
Finance and stochastics
49
Journal of economic dynamics & control
47
European journal of operational research : EJOR
46
Insurance / Mathematics & economics
43
Journal of mathematical finance
41
Working paper
40
Economics letters
38
Finance research letters
38
Journal of banking & finance
37
International journal of financial engineering
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Annals of finance
31
Journal of empirical finance
31
Risks : open access journal
31
Economic modelling
30
Energy economics
29
Research paper series / Swiss Finance Institute
29
The journal of futures markets
29
Journal of risk and financial management : JRFM
27
The North American journal of economics and finance : a journal of financial economics studies
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
CAMA working paper series
24
Review of derivatives research
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Applied economics
21
Econometrics : open access journal
21
NBER working paper series
20
Journal of financial economics
19
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
11
-
20
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
12
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
Saved in:
13
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
Saved in:
14
It’s all about volatility (of volatility) : evidence from a two-factor stochastic volatility model
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2013
Persistent link: https://www.econbiz.de/10009712566
Saved in:
15
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
16
Modelling electricity day-ahead prices by multivariate Lévy
Veraart, Almut E. D.
;
Veraart, A. M.
-
2012
Persistent link: https://www.econbiz.de/10009524068
Saved in:
17
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
18
Bayesian stochastic model specification search for seasonal and calendar effects
Proietti, Tommaso
;
Grassi, Stefano
-
2011
Persistent link: https://www.econbiz.de/10008841795
Saved in:
19
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
20
Prediction-based estimating functions : review and new developments
Sørensen, Michael
-
2011
Persistent link: https://www.econbiz.de/10008807426
Saved in:
First
Prev
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->