//--> //--> //--> //-->
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
~accessRights:"restricted"
~subject:"Estimation theory"
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:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Theorie
111
Theory
111
Stochastic process
58
Stochastischer Prozess
58
Continuous time
57
Markov chain
45
Markov-Kette
44
Game theory
37
Spieltheorie
36
continuous time
27
Time series analysis
26
Zeitreihenanalyse
26
Volatility
24
Mathematical programming
23
Mathematische Optimierung
23
Volatilität
22
Option pricing theory
21
Optionspreistheorie
20
Schätztheorie
18
Portfolio selection
17
Experiment
14
Portfolio-Management
14
Continuous-time Markov chain
13
Agency theory
12
Prinzipal-Agent-Theorie
12
Dynamic programming
11
Forecasting model
11
Prognoseverfahren
11
Scheduling problem
11
Scheduling-Verfahren
11
Continuous time random walks
10
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Continuous time random walk
9
Continuous-time Markov decision process
9
Yield curve
9
Zinsstruktur
9
Anomalous diffusion
8
Börsenkurs
8
more ...
less ...
Online availability
All
Undetermined
Free
10
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Chambers, Marcus J.
2
Park, Joon Y.
2
Arcidiacono, Peter
1
Bayer, Patrick J.
1
Blevins, Jason R.
1
Choi, Seungmoon
1
Creel, Michael D.
1
Ellickson, Paul B.
1
González Olivares, Daniel
1
Guizar, Isai
1
Hou, Weijie
1
Kim, Jihyun
1
Kristensen, Dennis
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Li, Fuchun
1
Lu, Ye
1
Lui, Yiu Lim
1
Magnus, Jan R.
1
Pellatt, Daniel F.
1
Pijls, Henk G. J.
1
Sentana, Enrique
1
Song, Yuping
1
Sun, Yixiao
1
Taub, Bart
1
Thornton, Michael A.
1
Tunaru, Diana
1
Xiao, Weilin
1
Yan, Tianshun
1
Yu, Jun
1
Zhang, Liping
1
Zhou, Shengyi
1
Zoubi, Haitham al-
1
more ...
less ...
Published in...
All
Journal of econometrics
4
Journal of empirical finance
3
Asia-Pacific financial markets
1
Economic theory bulletin
1
Han gug gae bal yeon gu
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Portuguese economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
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
The grid bootstrap for
continuous
time
models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
Saved in:
3
Testing for the diffusion matrix in a
continuous-time
markov process model with applications to the term structure of interest rates
Li, Fuchun
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 789-822
Persistent link: https://www.econbiz.de/10012799048
Saved in:
4
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
5
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
6
A comparative study of several bootstrap-based tests for the volatility in
continuous-time
diffusion models
Yan, Tianshun
;
Zhang, Liping
- In:
Portuguese economic journal
19
(
2020
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10012254540
Saved in:
7
Economic and financial modeling techniques in the frequency domain
Taub, Bart
- In:
Economic theory bulletin
7
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012108598
Saved in:
8
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
9
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
10
Estimation of longrun variance of
continuous
time
stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->