//--> //--> //--> //-->
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
subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"Applied economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Prognoseverfahren"
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
ARCH-Modell
Börsenkurs
Prognoseverfahren
Estimation theory
775
Schätztheorie
775
Theorie
247
Theory
247
Time series analysis
175
Zeitreihenanalyse
175
Estimation
172
Schätzung
172
Nichtparametrisches Verfahren
121
Nonparametric statistics
121
USA
107
United States
106
Regression analysis
101
Regressionsanalyse
101
Forecasting model
52
Panel
52
Panel study
52
Statistical test
48
Statistischer Test
48
Volatility
48
Volatilität
48
Induktive Statistik
43
Statistical inference
43
Correlation
39
Korrelation
39
ARCH model
35
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
Maximum likelihood estimation
33
Maximum-Likelihood-Schätzung
33
Capital income
31
Kapitaleinkommen
31
Simulation
30
Statistical distribution
30
Statistical theory
30
Statistische Methodenlehre
30
Statistische Verteilung
30
Method of moments
29
more ...
less ...
Online availability
All
Undetermined
44
Free
3
Type of publication
All
Article
96
Type of publication (narrower categories)
All
Article in journal
96
Aufsatz in Zeitschrift
96
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
96
Author
All
Kim, Jong-Min
3
Ling, Shiqing
3
Bauwens, Luc
2
Blazsek, Szabolcs
2
Bollerslev, Tim
2
Cai, Zongwu
2
Fomby, Thomas B.
2
Hautsch, Nikolaus
2
Jung, Hojin
2
Licht, Adrian
2
Liesenfeld, Roman
2
Peng, Liang
2
Samanta, Subarna K.
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Tsay, Ruey S.
2
Aielli, Gian Piero
1
Altman, Edward I.
1
Amado, Cristina
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Bandi, Federico M.
1
Bera, Anil K.
1
Bibinger, Markus
1
Bonham, Carl Stanley
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Burns, Kelly
1
Chan, Joshua
1
Charbonneau, Alain
1
Chaves, Leonardo Salim Saker
1
Chen, Willa W.
1
Chen, Wilson Ye
1
Chen, Ying
1
Cheung, Yin-Wong
1
Chiu, Yen-Chen
1
Christiano, Lawrence J.
1
Chuang, I-Yuan
1
more ...
less ...
Published in...
All
Applied economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
145
International journal of forecasting
115
Journal of forecasting
74
Econometric theory
47
Economics letters
47
Discussion paper / Tinbergen Institute
43
Journal of empirical finance
27
Econometric reviews
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
The econometrics journal
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Finance research letters
24
Journal of banking & finance
24
CREATES research paper
22
Economic modelling
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Working paper
18
Journal of risk and financial management : JRFM
17
Insurance / Mathematics & economics
16
International journal of economics and financial issues : IJEFI
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Econometrics : open access journal
15
Journal of financial econometrics
15
Quantitative finance
15
Journal of risk
14
Journal of the American Statistical Association : JASA
14
Journal of time series econometrics
14
Applied economics letters
13
CESifo working papers
13
Computational economics
13
NBER working paper series
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working papers / Rutgers University, Department of Economics
13
Discussion paper
12
European journal of operational research : EJOR
12
NBER Working Paper
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
more ...
less ...
Source
All
ECONIS (ZBW)
96
Showing
1
-
10
of
96
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
3
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
4
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
5
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
6
Predicting the global minimum variance portfolio
Reh, Laura
;
Krüger, Fabian
;
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
Saved in:
7
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
8
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
9
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
10
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->