//--> //--> //--> //-->
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
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
Estimation of jump-diffusion p...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Schätztheorie
35,893
Estimation theory
35,266
Theorie
19,003
Theory
18,399
Stochastischer Prozess
17,210
Stochastic process
16,769
Zeitreihenanalyse
6,928
Time series analysis
6,813
Schätzung
6,757
Estimation
6,643
Volatilität
5,024
Volatility
4,941
Regressionsanalyse
4,175
Regression analysis
4,159
Nichtparametrisches Verfahren
3,549
Optionspreistheorie
3,509
Nonparametric statistics
3,454
Option pricing theory
3,451
Prognoseverfahren
2,479
Mathematische Optimierung
2,464
Mathematical programming
2,449
Forecasting model
2,436
USA
2,150
Portfolio-Management
2,123
Portfolio selection
2,103
United States
2,072
Statistische Verteilung
2,018
Statistical distribution
1,980
Panel
1,942
Statistischer Test
1,942
Statistical test
1,896
Panel study
1,889
Bayes-Statistik
1,696
Bayesian inference
1,674
Simulation
1,662
Monte-Carlo-Simulation
1,511
Monte Carlo simulation
1,501
Börsenkurs
1,490
ARCH-Modell
1,476
ARCH model
1,458
more ...
less ...
Online availability
All
Free
17,600
Undetermined
10,195
Type of publication
All
Article
26,821
Book / Working Paper
25,470
Journal
17
Other
1
Type of publication (narrower categories)
All
Article in journal
24,617
Aufsatz in Zeitschrift
24,617
Working Paper
12,169
Graue Literatur
11,317
Non-commercial literature
11,317
Arbeitspapier
11,308
Aufsatz im Buch
1,821
Book section
1,821
Hochschulschrift
1,266
Thesis
1,016
Collection of articles of several authors
318
Sammelwerk
318
Amtsdruckschrift
207
Government document
207
Lehrbuch
206
Collection of articles written by one author
202
Sammlung
202
Bibliografie enthalten
199
Bibliography included
199
Conference paper
190
Konferenzbeitrag
190
Textbook
183
Aufsatzsammlung
161
Konferenzschrift
154
Forschungsbericht
119
Systematic review
106
Übersichtsarbeit
106
Conference proceedings
77
Rezension
53
Festschrift
39
Dissertation u.a. Prüfungsschriften
32
Mehrbändiges Werk
32
Multi-volume publication
32
Einführung
23
Article
17
Mikroform
17
Bibliografie
15
Case study
14
Fallstudie
14
Handbook
14
more ...
less ...
Language
All
English
50,462
German
1,166
French
265
Undetermined
183
Spanish
97
Polish
46
Italian
42
Portuguese
20
Russian
12
Hungarian
10
Chinese
8
Finnish
7
Danish
5
Swedish
4
Japanese
3
Dutch
3
Norwegian
3
Romanian
2
Turkish
2
Czech
1
Ancient Greek (to 1453)
1
Not applicable
1
more ...
less ...
Author
All
Phillips, Peter C. B.
357
McAleer, Michael
204
Gao, Jiti
200
Pesaran, M. Hashem
193
Linton, Oliver
176
Härdle, Wolfgang
163
Andrews, Donald W. K.
140
Koopman, Siem Jan
134
Newey, Whitney K.
131
Chernozhukov, Victor
117
Kapetanios, George
109
Swanson, Norman R.
109
Baltagi, Badi H.
108
Chen, Xiaohong
108
Gouriéroux, Christian
101
Heckman, James J.
97
Lütkepohl, Helmut
95
Imbens, Guido
93
Robinson, Peter M.
93
Nielsen, Morten Ørregaard
87
White, Halbert
87
Dette, Holger
86
Otsu, Taisuke
83
Franses, Philip Hans
80
Lechner, Michael
80
Shephard, Neil G.
80
Wooldridge, Jeffrey M.
80
Lee, Lung-fei
77
Li, Qi
76
Ullah, Aman
76
Bera, Anil K.
75
Diebold, Francis X.
74
Tsionas, Efthymios G.
74
Dufour, Jean-Marie
73
Scaillet, Olivier
73
Simar, Léopold
73
Stock, James H.
72
Su, Liangjun
72
Horowitz, Joel
71
Croux, Christophe
70
more ...
less ...
Institution
All
National Bureau of Economic Research
478
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
179
International Monetary Fund (IMF)
54
Ekonomiska forskningsinstitutet <Stockholm>
43
Centre for Analytical Finance <Århus>
29
European University Institute / Department of Economics
28
Umeå universitet
26
University of New England / Department of Econometrics
23
OECD
22
Center for Economic Research <Tilburg>
20
Centre for Microdata Methods and Practice <London>
18
Deutsche Forschungsgemeinschaft
18
Econometrisch Instituut <Rotterdam>
18
London School of Economics and Political Science
17
University of Exeter / Department of Economics
17
Centre for Quantitative Economics & Computing
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Springer Fachmedien Wiesbaden
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Federal Reserve System / Division of Research and Statistics
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Organisation for Economic Co-operation and Development
11
Birkbeck College / Department of Economics
10
Erasmus Research Institute of Management
10
Escola de Pós-Graduação em Economia <Rio de Janeiro>
10
Institut für Weltwirtschaft
10
International Energy Agency
10
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
10
Umeå Universitet / Institutionen för Nationalekonomi
10
University of Chicago / Graduate School of Business
10
University of Western Australia / Department of Economics
10
Chambre de commerce et d'industrie de Paris
9
Forschungsinstitut zur Zukunft der Arbeit
9
Universitetet i Oslo / Økonomisk institutt
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
European University Institute / Department of Law
8
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
8
State University of New York at Albany / Department of Economics
8
Europäische Kommission / Statistisches Amt
7
HAL
7
more ...
less ...
Published in...
All
Journal of econometrics
1,797
Economics letters
1,054
European journal of operational research : EJOR
814
Econometric theory
775
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
693
Econometric reviews
518
Discussion paper / Tinbergen Institute
414
Insurance / Mathematics & economics
392
NBER Working Paper
388
CEMMAP working papers / Centre for Microdata Methods and Practice
385
International journal of theoretical and applied finance
357
NBER working paper series
355
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
351
Journal of the American Statistical Association : JASA
350
The econometrics journal
295
Working paper / National Bureau of Economic Research, Inc.
266
Série des documents de travail / Centre de Recherche en Économie et Statistique
263
Cowles Foundation discussion paper
245
Journal of applied econometrics
241
Applied economics letters
234
Operations research
234
Journal of economic dynamics & control
232
Applied economics
223
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
223
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
219
Discussion paper series / IZA
215
Working paper
215
Computational economics
212
Discussion paper / Center for Economic Research, Tilburg University
212
Operations research letters
211
Finance and stochastics
209
Economic modelling
207
Working paper / Department of Econometrics and Business Statistics, Monash University
204
Computers & operations research : and their applications to problems of world concern ; an international journal
201
Oxford bulletin of economics and statistics
200
International journal of production research
199
Quantitative finance
198
Mathematics of operations research
192
Discussion paper
187
CREATES research paper
182
more ...
less ...
Source
All
ECONIS (ZBW)
51,041
EconStor
885
RePEc
198
USB Cologne (EcoSocSci)
159
BASE
12
Other ZBW resources
5
ArchiDok
4
OLC EcoSci
3
USB Cologne (business full texts)
2
more ...
less ...
Showing
1
-
10
of
52,309
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes
;
Martínez-Rodríguez, Julia
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
Saved in:
2
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
3
Quasi-maximum likelihood estimation of stochastic variance models
Ruiz, Esther
-
1992
Persistent link: https://www.econbiz.de/10000839003
Saved in:
4
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
5
Stochastic equicontinuity and nonparametric kernel estimation
Andrews, Donald W. K.
-
1988
-
Rev.
Persistent link: https://www.econbiz.de/10000801952
Saved in:
6
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809491
Saved in:
7
Seemingly unrelated regression equation systems under diffuse stochastic prior information : a recursive analytical approach
Steel, Mark F. J.
-
1988
Persistent link: https://www.econbiz.de/10000782853
Saved in:
8
Estimation of continuous-time models in finance
Melino, Angelo
-
1991
Persistent link: https://www.econbiz.de/10000815348
Saved in:
9
Bayesian estimation of cost functions with stochastic or exact constraints on parameters
Ilmakunnas, Pekka
-
1983
Persistent link: https://www.econbiz.de/10000420377
Saved in:
10
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->