//--> //--> //-->
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:"Zeitreihenanalyse"
~person:"Sucarrat, Genaro"
~subject:"Capital income"
~subject:"Statistical inference"
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_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Capital income
Statistical inference
Estimation theory
6
Schätztheorie
6
ARCH model
5
ARCH-Modell
5
Time series analysis
5
Kapitaleinkommen
4
Volatility
4
Volatilität
4
ARCH
2
ARCH models
2
ARMA
2
Börsenkurs
2
Estimation
2
Financial return
2
Schätzung
2
Share price
2
log-GARCH
2
ARMA model
1
ARMA-Modell
1
Dynamic conditional correlations
1
EGARCH
1
Electricity price
1
Electricity prices
1
Exponential GARCH
1
Financial market
1
Financial time-series econometrics
1
Finanzmarkt
1
Forecasting model
1
GARCH models
1
Leverage
1
Log-GARCH
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
1
Multivariate GARCH
1
Multivariate analysis
1
Nonstationary return
1
Nord Pool
1
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Sucarrat, Genaro
Phillips, Peter C. B.
13
Gao, Jiti
11
Linton, Oliver
10
Li, Jia
9
Nielsen, Morten Ørregaard
9
Taylor, Robert
9
Demetrescu, Matei
8
Li, Yingying
8
Zhu, Ke
8
Andersen, Torben
7
Francq, Christian
7
Kapetanios, George
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Lütkepohl, Helmut
7
Marcellino, Massimiliano
7
Peng, Liang
7
Teräsvirta, Timo
7
Todorov, Viktor
7
Wang, Shouyang
7
Blasques, Francisco
6
Inoue, Atsushi
6
Kim, Donggyu
6
Lucas, André
6
Shang, Han Lin
6
Tu, Yundong
6
Watson, Mark W.
6
Xiao, Zhijie
6
Zheng, Xinghua
6
Davis, Richard A.
5
Dong, Chaohua
5
Dufour, Jean-Marie
5
Fan, Jianqing
5
Ma, Jun
5
Maheswaran, S.
5
Omay, Tolga
5
Peng, Bin
5
Rodrigues, Paulo M. M.
5
more ...
less ...
Published in...
All
Energy economics
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
2
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
3
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
4
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
5
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->