//--> //--> //--> //-->
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
person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Sentana, Enrique"
~subject:"Capital income"
~subject:"Generalized extremum tests"
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
Volatilität
Capital income
Generalized extremum tests
Estimation theory
79
Schätztheorie
79
Statistical test
23
Statistischer Test
23
Time series analysis
19
Zeitreihenanalyse
19
Theorie
18
Theory
18
Correlation
14
Korrelation
14
Estimation
13
Schätzung
13
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Volatility
11
VAR model
10
VAR-Modell
10
Stochastic process
9
Stochastischer Prozess
9
Börsenkurs
8
Kapitaleinkommen
8
Share price
8
ARCH model
7
ARCH-Modell
7
Multivariate Analyse
7
Multivariate analysis
7
USA
7
United States
7
Forecasting model
6
Hessian matrix
6
Market microstructure
6
Marktmikrostruktur
6
Modellierung
6
Multivariate Verteilung
6
Multivariate distribution
6
Prognoseverfahren
6
Scientific modelling
6
more ...
less ...
Online availability
All
Free
9
Undetermined
7
Type of publication
All
Book / Working Paper
14
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
20
Author
All
Corsi, Fulvio
Sentana, Enrique
Diebold, Francis X.
24
Koopman, Siem Jan
21
Brandt, Michael W.
20
Todorov, Viktor
19
Li, Jia
17
Li, Yingying
17
Linton, Oliver
17
Kumar, Dilip
16
Maheswaran, S.
16
Teräsvirta, Timo
16
Tauchen, George Eugene
15
Hafner, Christian M.
13
Härdle, Wolfgang
12
Kim, Donggyu
12
Andersen, Torben
11
Ghysels, Eric
11
Mancino, Maria Elvira
11
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Amengual, Dante
9
Fan, Jianqing
9
Liu, Zhi
9
Lucas, André
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Taylor, Robert
9
Xu, Ke-Li
9
Alizadeh, Sassan
8
Foster, Dean P.
8
Francq, Christian
8
Gao, Jiti
8
Hurvich, Clifford M.
8
Nolte, Ingmar
8
Stambaugh, Robert F.
8
Wang, Yazhen
8
Zheng, Xinghua
8
Ardia, David
7
Bibinger, Markus
7
more ...
less ...
Published in...
All
CEMFI working paper
5
Discussion papers / CEPR
3
Cahier scientifique
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quaderni del Dipartimento di economia politica e statistica
1
Research paper series / Swiss Finance Institute
1
The review of economic studies
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Highly irregular serial correlation tests
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2023
Persistent link: https://www.econbiz.de/10014383929
Saved in:
2
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2023
Persistent link: https://www.econbiz.de/10013499445
Saved in:
3
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2022
Persistent link: https://www.econbiz.de/10013540684
Saved in:
4
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
5
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
6
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012208314
Saved in:
7
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
8
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
9
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
10
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->