//--> //--> //-->
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:"The econometrics journal"
~person:"Abadir, Karim Maher"
~person:"Götz, Thomas B."
~subject:"Nonlinear regression"
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
Nonlinear regression
Estimation theory
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Volatility
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
COVID-19 case study
1
Capital income
1
Coronavirus
1
Dynamic volatility models
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Schätzung
1
State space model
1
VAR model
1
VAR-Modell
1
Zustandsraummodell
1
auto-regressive conditional heteroskedasticity (ARCH)
1
common stochastic volatility
1
forecast-ing
1
generalized auto-regressive score (GAS)
1
matrix exponential
1
minimum-variance portfolios in finance
1
orthogonal matrix representa-tion
1
real-time data
1
skew-symmetry
1
stochastic volatility
1
time-varying intercepts
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Abadir, Karim Maher
Götz, Thomas B.
Arellano, Manuel
1
Bonhomme, Stéphane
1
Bravo, Francesco
1
Chen, Jia
1
Coudin, Elise
1
Duan, Jin-Chuan
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Fulop, Andras
1
Gao, Jiti
1
Hauzenberger, Klemens
1
Hounyo, Ulrich
1
Hubner, Stefan
1
Koop, Gary
1
Krishnamurthy, Vikram
1
Li, Degui
1
Lovcha, Yuliya
1
Ma, Jun
1
Monfardini, Chiara
1
Perez-Laborda, Alejandro
1
Pong, Shiuyan
1
Potter, Simon M.
1
Sass, Jörn
1
Shackleton, Mark B.
1
Taylor, Stephen
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
1
Wooldridge, Jeffrey M.
1
Wu, Jilin
1
Xiao, Zhijie
1
Xu, Ke-Li
1
Čížek, Pavel
1
more ...
less ...
Published in...
All
MNB working papers
The econometrics journal
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->