//--> //--> //--> //-->
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
isPartOf:"Economic modelling"
subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"Umeå economic studies"
~subject:"Zeitreihenanalyse"
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
Volatility
Zeitreihenanalyse
Estimation theory
362
Schätztheorie
362
Estimation
101
Schätzung
100
Theorie
94
Theory
94
Time series analysis
90
Regression analysis
32
Regressionsanalyse
32
Cointegration
25
Kointegration
25
Volatilität
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Panel
24
Panel study
24
Forecasting model
23
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Prognoseverfahren
23
ARCH model
21
ARCH-Modell
21
Simulation
19
Statistical test
19
Statistischer Test
19
Bayes-Statistik
17
Bayesian inference
17
Börsenkurs
16
Share price
16
Schweden
14
Stochastic process
14
Stochastischer Prozess
14
Sweden
14
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
USA
13
United States
13
Welt
13
more ...
less ...
Online availability
All
Undetermined
34
Free
7
Type of publication
All
Article
82
Book / Working Paper
23
Type of publication (narrower categories)
All
Article in journal
81
Aufsatz in Zeitschrift
81
Graue Literatur
20
Non-commercial literature
20
Arbeitspapier
14
Working Paper
14
Collection of articles written by one author
2
Hochschulschrift
2
Sammlung
2
Thesis
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
105
Author
All
Brännäs, Kurt
13
DeLuna, Xavier
4
Hellström, Jörgen
4
Johansson, Per-Olov
4
Kumar, Dilip
4
Maheswaran, S.
3
Quoreshi, Shahiduzzaman
3
Blazsek, Szabolcs
2
Cubadda, Gianluca
2
Kim, Jong-Min
2
Licht, Adrian
2
Moosa, Imad A.
2
Raïssi, Hamdi
2
Triacca, Umberto
2
Xu, Weijun
2
Abutaleb, Ahmed S.
1
Ahmad, Yamin
1
Amini, Shahram
1
Ayala, Astrid Loretta
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Barnett, William A.
1
Bask, Mikael
1
Battisti, Michele
1
Bertelli, Stefano
1
Bianchi, Marco
1
Bonham, Carl Stanley
1
Boughrara, Adel
1
Burns, Kelly
1
Camacho, Maximo
1
Caporale, Guglielmo Maria
1
Caporale, Tony
1
Castillo B., Paul
1
Charbonneau, Alain
1
Chen, Li-Hsueh
1
Chen, W. D.
1
Choudhary, M. Ali
1
Chun, Sungju
1
Chung, Sang-Kuck
1
Darvas, Zsolt M.
1
more ...
less ...
Institution
All
Umeå universitet
12
Umeå Universitet / Institutionen för Nationalekonomi
5
Published in...
All
Economic modelling
Applied economics
Umeå economic studies
Journal of econometrics
369
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
153
Discussion paper / Tinbergen Institute
106
Econometric reviews
97
International journal of forecasting
69
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
53
Econometrics : open access journal
51
NBER Working Paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
The econometrics journal
43
Cowles Foundation discussion paper
42
Journal of time series econometrics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of empirical finance
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
35
Journal of applied econometrics
33
EUI working paper / ECO
32
SFB 649 discussion paper
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
NBER working paper series
30
Working paper / National Bureau of Economic Research, Inc.
25
Working paper series
25
Oxford bulletin of economics and statistics
24
Technical working paper / National Bureau of Economic Research
24
Discussion paper / Center for Economic Research, Tilburg University
23
LSE STICERD Research Paper
23
NBER technical working paper series
23
Discussion paper / Centre for Economic Forecasting
22
more ...
less ...
Source
All
ECONIS (ZBW)
105
Showing
1
-
10
of
105
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
4
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
10
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
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...
//-->