//--> //--> //--> //-->
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:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"International journal of forecasting"
~subject:"Statistical distribution"
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
Statistical distribution
Estimation theory
470
Schätztheorie
470
Forecasting model
127
Prognoseverfahren
127
Time series analysis
118
Zeitreihenanalyse
118
Theorie
117
Theory
117
Estimation
85
Schätzung
84
Regression analysis
62
Regressionsanalyse
60
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Volatilität
34
Bayes-Statistik
31
Bayesian inference
31
Statistical test
31
Statistischer Test
31
Statistische Verteilung
30
ARCH model
25
ARCH-Modell
25
Cointegration
24
Kointegration
24
Simulation
24
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Panel
20
Panel study
20
Stochastic process
19
Stochastischer Prozess
19
VAR model
18
VAR-Modell
18
Modellierung
17
Scientific modelling
17
Outliers
16
Sampling
16
Stichprobenerhebung
16
more ...
less ...
Online availability
All
Undetermined
31
Free
14
Type of publication
All
Article
42
Book / Working Paper
20
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Arbeitspapier
20
Working Paper
20
Graue Literatur
16
Non-commercial literature
16
Language
All
English
62
Author
All
Einmahl, John H. J.
11
Kumar, Dilip
4
Chen Zhou
3
Maheswaran, S.
3
Segers, Johan
3
Ahmed, Hanan
2
Batenburg, Paul van
2
Clements, Adam
2
He, Yi
2
Kiriliouk, Anna
2
Krajina, Andrea
2
Moors, Hans
2
Stewart, Trevor
2
Strijbosch, Leo
2
Taylor, James W.
2
Werker, Bas J. M.
2
Andreou, Elena
1
Atukorala, Ranjani
1
Bagnato, Luca
1
Bauwens, Luc
1
Becker, Ralf
1
Bianchi, Michele Leonardo
1
Bossaerts, Peter L.
1
Boughrara, Adel
1
Buccheri, Giuseppe
1
Cardós, Manuel
1
Castillo B., Paul
1
Cipollini, Fabrizio
1
Corsi, Fulvio
1
Danilov, Dmitry L.
1
De Luca, Giovanni
1
De Rezende, Rafael B.
1
Demetrescu, Matei
1
Dombry, Clément
1
Doolan, M. B.
1
Dridi, Ichrak
1
Drost, Feike C.
1
Drovandi, Christopher
1
Egert, Katharina
1
Feng, Yuanhua
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
3
Published in...
All
Economic modelling
Discussion paper / Center for Economic Research, Tilburg University
International journal of forecasting
Journal of econometrics
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
46
Discussion paper / Tinbergen Institute
44
Insurance / Mathematics & economics
44
Econometric reviews
41
Econometric theory
38
The econometrics journal
26
Journal of empirical finance
25
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
CREATES research paper
19
Econometrics : open access journal
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Journal of banking & finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Finance research letters
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
Discussion papers of interdisciplinary research project 373
15
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Journal of forecasting
15
SFB 649 discussion paper
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Applied economics
13
Computational economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of mathematical finance
13
Risks : open access journal
13
Journal of risk
12
NBER Working Paper
12
Statistical papers
12
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
3
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
4
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
5
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:
6
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
7
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
8
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:
9
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
10
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->