//--> //--> //-->
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
source:"econis"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Journal of risk"
~subject:"Kointegration"
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
Zeitreihenanalyse
Kointegration
Estimation theory
21
Schätztheorie
21
Risikomaß
13
Risk measure
13
ARCH model
10
ARCH-Modell
10
Estimation
10
Schätzung
10
Portfolio selection
9
Portfolio-Management
9
Time series analysis
6
Risiko
5
Risk
5
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
Statistical distribution
4
Statistische Verteilung
4
expected shortfall (ES)
4
value-at-risk (VaR)
4
Forecasting model
3
Measurement
3
Messung
3
Prognoseverfahren
3
generalized autoregressive conditional heteroscedasticity (GARCH)
3
Aktienindex
2
Autocorrelation
2
Autokorrelation
2
Bias
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Correlation
2
Korrelation
2
Market risk
2
Original research
2
Share price
2
Statistical error
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Ardia, David
1
Cipra, Tomáš
1
Feng, Yuanhua
1
Gatarek, Lukasz
1
Goldman, Elena
1
Hendrych, Radek
1
Hoogerheide, Lennart
1
Letmathe, Sebastian
1
Qiao, Xiao
1
Shen, Xiangjin
1
Uhde, André
1
Wang, Yongning
1
Wu, Xinyu
1
Xia, Michelle
1
Zhang, Huanming
1
more ...
less ...
Published in...
All
Journal of risk
Journal of econometrics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Economics letters
48
Econometric theory
40
International journal of forecasting
39
Journal of time series econometrics
38
Computational economics
24
Economic modelling
19
The econometrics journal
17
Applied economics letters
16
Journal of financial econometrics
14
Applied economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance research letters
12
Journal of forecasting
11
Journal of quantitative economics
10
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Energy economics
8
Quantitative finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of economics and finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Insurance / Mathematics & economics
5
Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of computational economics and econometrics : IJCEE
4
International journal of production economics
4
International journal of production research
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Oxford bulletin of economics and statistics
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
2
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
3
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
4
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
5
Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek
;
Cipra, Tomáš
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012117479
Saved in:
6
A new bootstrap test for multiple assets joint risk testing
Ardia, David
;
Gatarek, Lukasz
;
Hoogerheide, Lennart
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->