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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
106
Schätztheorie
106
Estimation
50
Schätzung
48
Volatility
20
Volatilität
20
Time series analysis
17
Forecasting model
16
Prognoseverfahren
16
Bayes-Statistik
14
Bayesian inference
14
VAR model
14
VAR-Modell
14
ARCH model
13
ARCH-Modell
13
Portfolio selection
13
Portfolio-Management
13
Regression analysis
13
Regressionsanalyse
13
Schock
11
Shock
11
Correlation
9
Korrelation
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Capital income
8
Kapitaleinkommen
8
Risiko
7
Risk
7
Statistical distribution
7
Statistische Verteilung
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
CAPM
6
Method of moments
6
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Article
12
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5
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12
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5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
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English
17
Author
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Marcellino, Massimiliano
3
Dendramis, Yiannis
2
Forni, Mario
2
Gambetti, Luca
2
Kapetanios, George
2
Perote, Javier
2
Sala, Luca
2
Ñíguez, Trino-Manuel
2
Baik, Hyeoncheol
1
Carriero, Andrea
1
Clark, Todd E.
1
Diao, Xundi
1
Granese, Antonio
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Iitsuka, Yoshitaka
1
Jondeau, Eric
1
Joo, Sunghoon
1
Kumar, Satish
1
Lahaye, Jérôme
1
Lee, Kangbok
1
Li, Boyan
1
Li, Mingge
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Moneva, J. M.
1
Motegi, Kaiji
1
Ortas, E.
1
O’Neill, Robert
1
Rockinger, Michael
1
Salvador, Manuel
1
Semeyutin, Artur
1
Soccorsi, Stefano
1
Wang, Li
1
Wu, Yuehua
1
Ye, Wuyi
1
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Discussion papers / CEPR
Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economics letters
44
International journal of forecasting
38
Journal of time series econometrics
37
Econometric theory
36
Computational economics
24
The econometrics journal
17
Applied economics letters
16
Economic modelling
16
Journal of financial econometrics
13
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
Journal of forecasting
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Energy economics
8
Journal of quantitative economics
8
Quantitative finance
7
Journal of risk
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
International journal of economics and finance
5
Journal of mathematical finance
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of production economics
4
International journal of production research
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
Astin bulletin : the journal of the International Actuarial Association
3
Finance and stochastics
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ECONIS (ZBW)
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1
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
2
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
3
An American macroeconomic picture. supply and demand shocks in the frequency domain
Forni, Mario
;
Gambetti, Luca
;
Granese, Antonio
;
Sala, Luca
-
2023
Persistent link: https://www.econbiz.de/10014281434
Saved in:
4
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
5
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
6
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
7
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
8
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
9
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
10
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
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