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isPartOf:"Financial engineering and the Japanese markets"
subject:"Wechselkurs"
~isPartOf:"Journal of econometrics"
~subject:"1973-1992"
~subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
1973-1992
Yield curve
Estimation theory
1,644
Schätztheorie
1,644
Theorie
371
Theory
371
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
310
Time series analysis
309
Regression analysis
268
Regressionsanalyse
268
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
116
Volatilität
116
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
74
Prognoseverfahren
74
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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English
17
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Konno, Hiroshi
2
Takase, Toru
2
Ahn, Dong-Hyun
1
Andreasen, Martin Møller
1
Bams, Dennis
1
Bouezmarni, Taoufik
1
Chen, Chyong-lin
1
Chen, Qiang
1
Christensen, Bent Jesper
1
Creal, Drew
1
Cybakov, Aleksandr B.
1
Dematos, Giovani
1
Dittmar, Robert F.
1
El Ghouch, Anouar
1
Gallant, A. Ronald
1
Gao, Bin
1
Granger, C. W. J.
1
Harvey, Andrew C.
1
Hyung, Namwon
1
Härdle, Wolfgang
1
Koo, Bonsoo
1
La Vecchia, Davide
1
Linton, Oliver
1
Lobato, Ignacio N.
1
Pan, Zhiyuan
1
Racine, Jeffrey
1
Schotman, Peter C.
1
Streibel, Mariane
1
Taamouti, Abderrahim
1
Tsurumi, Hiroki
1
Wu, Jing Cynthia
1
Yang, Lijian
1
Zheng, Xu
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Financial engineering and the Japanese markets
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Discussion paper
10
Journal of empirical finance
10
Discussion paper / Tinbergen Institute
9
Economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of economics and financial issues : IJEFI
8
Journal of banking & finance
8
Economic modelling
7
Journal of applied econometrics
7
Journal of international money and finance
7
NBER Working Paper
7
International economic journal
6
International journal of finance & economics : IJFE
6
International journal of theoretical and applied finance
6
Journal of financial economics
6
Applied economics
5
Applied economics letters
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of foreign exchange and international finance : JFEIF
5
Journal of money, credit and banking : JMCB
5
NBER working paper series
5
Research in international business and finance
5
The journal of fixed income
5
Working papers / Bank of England
5
Applied financial economics
4
Discussion paper / Centre for Economic Forecasting
4
Econometric analysis of financial markets
4
Econometric reviews
4
Finance research letters
4
International journal of economics and finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of forecasting
4
Journal of mathematical finance
4
Research paper / University of Melbourne, Department of Economics
4
Seoul journal of economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
17
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1
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
2
The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
3
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
Saved in:
4
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
5
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
6
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
7
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
Saved in:
8
Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Saved in:
9
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Saved in:
10
Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
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