//--> //--> //--> //-->
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:"MNB working papers"
subject:"Volatilität"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Exchange rate"
~subject:"Markov-Kette"
~subject:"Share price"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Exchange rate
Markov-Kette
Share price
Estimation theory
105
Schätztheorie
105
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
Volatility
19
ARCH model
17
ARCH-Modell
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Nichtlineare Regression
8
Nonlinear regression
8
Prognoseverfahren
8
cointegration
8
Börsenkurs
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
more ...
less ...
Online availability
All
Undetermined
26
Free
2
Type of publication
All
Article
26
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
28
Author
All
Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Byoung Hark Yoo
1
Chan, Jennifer So Kuen
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Daníelsson, Jón
1
De Angelis, Luca
1
Duan, Jin-Chuan
1
Enders, Walter
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Fulop, Andras
1
Gong, Jinguo
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Hou, Weijie
1
Hu, Liang
1
Jensen, Mark J.
1
Kalyvitēs, Sarantēs
1
Kok Haur Ng
1
Kraicová, Lucie
1
Lee, Kyungsub
1
Li, Jing
1
Licht, Adrian
1
Lin, Chang-ching
1
Lovcha, Yuliya
1
McMillan, David G.
1
Mishra, Anuj
1
Niu, Wei-fang
1
Panopulu, Aikaterinē
1
Peiris, Shelton
1
Perez-Laborda, Alejandro
1
Psaradakis, Zacharias G.
1
Péguin-Feissolle, Anne
1
more ...
less ...
Published in...
All
MNB working papers
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
149
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Discussion paper / Tinbergen Institute
39
Economics letters
39
Journal of empirical finance
29
Econometric reviews
28
Economic modelling
25
Journal of banking & finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of forecasting
21
CREATES research paper
20
International journal of forecasting
20
Quantitative finance
20
Econometric theory
18
Finance research letters
17
International journal of economics and financial issues : IJEFI
17
Journal of financial econometrics
16
NBER Working Paper
16
The North American journal of economics and finance : a journal of financial economics studies
15
Working paper / National Bureau of Economic Research, Inc.
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
International journal of theoretical and applied finance
14
NBER working paper series
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Journal of applied econometrics
13
Journal of risk and financial management : JRFM
13
The econometrics journal
13
Working paper
13
Discussion paper
12
SFB 649 discussion paper
12
Applied economics
11
Cambridge working papers in economics
11
Computational economics
11
Econometrics : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
European journal of operational research : EJOR
11
Journal of mathematical finance
11
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
5
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
6
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
7
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
8
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
9
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
10
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca
;
Viroli, Cinzia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->