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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of risk"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
116
Schätztheorie
116
Estimation
52
Schätzung
52
Time series analysis
31
Volatility
24
Volatilität
24
ARCH model
19
ARCH-Modell
19
Capital income
17
Kapitaleinkommen
17
Portfolio selection
17
Portfolio-Management
17
Stochastic process
17
Stochastischer Prozess
17
Risikomaß
16
Risk measure
16
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Regression analysis
13
Regressionsanalyse
13
Bayes-Statistik
11
Bayesian inference
11
Forecasting model
11
Prognoseverfahren
11
Panel
10
Panel study
10
Statistical test
10
Statistischer Test
10
Börsenkurs
9
Share price
9
Statistical distribution
9
Statistische Verteilung
9
VAR model
9
VAR-Modell
9
Autocorrelation
8
Autokorrelation
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English
31
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Raïssi, Hamdi
2
Amini, Shahram
1
Ardia, David
1
Battisti, Michele
1
Berens, Tobias
1
Bertelli, Stefano
1
Camacho, Maximo
1
Chambers, Marcus J.
1
Cipra, Tomáš
1
Creel, Michael D.
1
Demetrescu, Matei
1
Dolatabadi, Sepideh
1
Duarte, Cláudia
1
Feng, Yuanhua
1
Figueiredo, Francisco Marcos Rodrigues
1
Fritz, Marlon
1
Gaglianone, Wagner Piazza
1
Gatarek, Lukasz
1
Gianfreda, Angelica
1
Goldman, Elena
1
Guillén, Osmani Teixeira de Carvalho
1
Hao, Hong-Xia
1
Harvey, Andrew C.
1
He, Xue-zhong
1
Hendrych, Radek
1
Hirukawa, Junichi
1
Hoogerheide, Lennart
1
Jondeau, Eric
1
Karul, Cagin
1
Khoon, Goh Soo
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Kusin, Vladimir
1
Letmathe, Sebastian
1
Li, Youwei
1
Lin, Jin-Guan
1
Maranzano, Paolo
1
Maria, José R.
1
McNown, Robert F.
1
Michaelides, Michael
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Economic modelling
Journal of empirical finance
Journal of risk
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
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
Energy economics
8
Journal of quantitative economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Quantitative finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
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 banking & finance
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)
31
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1
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
3
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
4
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
5
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
6
Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
Saved in:
9
Trends and cycles under changing economic conditions
Duarte, Cláudia
;
Maria, José R.
;
Sazedj, Sharmin
- In:
Economic modelling
92
(
2020
),
pp. 126-146
Persistent link: https://www.econbiz.de/10012429631
Saved in:
10
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
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