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~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper"
~isPartOf:"Working papers"
~source:"econis"
~subject:"Volatilität"
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Search: subject_exact:"Schätzfunktion"
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Volatilität
Estimation theory
1,024
Schätztheorie
1,024
Theorie
199
Theory
199
Nichtparametrisches Verfahren
191
Nonparametric statistics
191
Time series analysis
174
Zeitreihenanalyse
174
Regression analysis
171
Regressionsanalyse
171
Statistical test
129
Statistischer Test
129
Estimation
127
Schätzung
127
Panel
116
Panel study
116
Method of moments
80
Momentenmethode
80
Induktive Statistik
67
Statistical inference
67
Autocorrelation
55
Autokorrelation
54
Statistical distribution
51
Statistische Verteilung
51
Modellierung
50
Scientific modelling
50
Bootstrap approach
49
Bootstrap-Verfahren
49
Cointegration
47
Kointegration
46
Volatility
46
Monte Carlo simulation
44
Monte-Carlo-Simulation
44
Forecasting model
41
Prognoseverfahren
41
Instrumental variables
39
ARCH model
38
ARCH-Modell
38
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36
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Graue Literatur
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Non-commercial literature
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46
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
McAleer, Michael
2
Phillips, Peter C. B.
2
Xu, Ke-Li
2
Yu, Jun
2
Abadir, Karim Maher
1
Afonso, António
1
Alfelt, Gustav
1
Amado, Cristina
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Billio, Monica
1
Bodnar, Taras
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Casarin, Roberto
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Han
1
Chen, Qiang
1
Conrad, Christian
1
Coudin, Elise
1
Craig, Ben R.
1
De Angelis, Luca
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Engle, Robert F.
1
Fei, Yijie
1
Fornari, Fabio
1
Galbraith, John W.
1
Gefang, Deborah
1
Gobbo, Michele
1
Gu, Wentao
1
Guerrero Escobar, Santiago
1
Götz, Thomas B.
1
Hansen, Peter Reinhard
1
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Cowles Foundation Discussion Paper
Econometric reviews
The econometrics journal
Working paper
Working papers
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Economics letters
24
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
CREATES research paper
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
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
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
NBER Working Paper
7
Applied economics
6
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
The European journal of finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Special issue: Multivariate stochastic volatility
Maasoumi, Esfandiar
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003355822
Saved in:
42
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
43
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
44
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H.
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 397-417
Persistent link: https://www.econbiz.de/10001718218
Saved in:
45
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10001443684
Saved in:
46
Weak convergence and distributional assumptions for a general class of nonlinear ARCH models
Fornari, Fabio
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 205-227
Persistent link: https://www.econbiz.de/10001220185
Saved in:
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