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language:"eng"
subject:"Prognoseverfahren"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
~subject:"Statistical inference"
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Prognoseverfahren
ARCH-Modell
Statistical inference
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
Volatility
17
Volatilität
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
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
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English
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Abbara, Omar
1
Anatolyev, Stanislav
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chen, Haiqiang
1
Cheng, Jie
1
Chong, Terence Tai-Leung
1
Chuffart, Thomas
1
Donayre, Luiggi
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Enders, Walter
1
Eo, Yunjong
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Hadri, Kaddour
1
Hu, Liang
1
Iglesias, Emma M.
1
Kok Haur Ng
1
Kristensen, Johannes Tang
1
Lahiri, Kajal
1
Li, Jing
1
Licht, Adrian
1
Liu, Wei
1
Ma, Jun
1
Martins-Filho, Carlos
1
Maynard, Alex S.
1
Mishra, Anuj
1
Morley, James C.
1
Nelson, Charles R.
1
Niu, Wei-fang
1
Paccagnini, Alessia
1
Peiris, Shelton
1
Péguin-Feissolle, Anne
1
Pérez, Ana
1
Ramanathan, Thekke Variyam
1
Shin, Yongcheol
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
194
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Journal of forecasting
74
Econometric theory
66
CEMMAP working papers / Centre for Microdata Methods and Practice
58
Economics letters
53
Discussion paper / Tinbergen Institute
43
The econometrics journal
43
Econometric reviews
34
Cowles Foundation Discussion Paper
33
Journal of the American Statistical Association : JASA
32
CREATES research paper
30
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Cowles Foundation discussion paper
23
Journal of empirical finance
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Finance research letters
21
Applied economics
17
Insurance / Mathematics & economics
17
Quantitative economics : QE ; journal of the Econometric Society
17
Working paper
17
Econometrics : open access journal
16
Economic modelling
16
Journal of banking & finance
16
Journal of financial econometrics
16
NBER working paper series
16
Applied economics letters
15
Computational economics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk and financial management : JRFM
15
CESifo working papers
14
European journal of operational research : EJOR
14
International journal of economics and financial issues : IJEFI
14
Journal of risk
14
Journal of time series econometrics
14
NBER Working Paper
14
Discussion paper series / IZA
13
Econometrics papers
12
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ECONIS (ZBW)
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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
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
5
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
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
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
Donayre, Luiggi
;
Eo, Yunjong
;
Morley, James C.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011886522
Saved in:
8
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:
9
Estimation and inference of threshold regression models with measurement errors
Chong, Terence Tai-Leung
;
Chen, Haiqiang
;
Wong, Tsz-Nga
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011897392
Saved in:
10
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
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