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subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"Economic modelling"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Börsenkurs
Estimation theory
136
Schätztheorie
136
Estimation
53
Schätzung
52
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Regressionsanalyse
21
Volatility
17
Volatilität
17
Cointegration
15
Kointegration
15
Theorie
15
Theory
15
Statistical test
14
Statistischer Test
14
Bayes-Statistik
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Bayesian inference
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Nichtparametrisches Verfahren
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Nonparametric statistics
13
Stochastic process
13
Stochastischer Prozess
13
Panel
12
Panel study
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Share price
10
ARCH model
9
VAR model
9
VAR-Modell
9
Bayesian estimation
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Prognoseverfahren
8
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14
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Article in journal
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English
14
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Kumar, Dilip
4
Maheswaran, S.
3
Feng, Yuanhua
1
Hatemi-J, Abdulnasser
1
Hill, Jonathan B.
1
Hu, Shuowen
1
Jayasinghe, Prabhath
1
Kaufmann, Hendrik
1
Kruse, Robinson
1
Li, Chang-shuai
1
Ma, Chao-qun
1
McNeil, Alexander J.
1
Motegi, Kaiji
1
Narayan, Paresh Kumar
1
Papantonis, Ioannis
1
Poskitt, Donald Stephen
1
Thuraisamy, Kannan Sivananthan
1
Tsui, Albert K.
1
Wang, Shouyang
1
Wegener, Christoph
1
Wu, Xin-yu
1
Zhang, Xibin
1
Zhang, Zhaoyong
1
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Economic modelling
Journal of econometrics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Econometric theory
36
Economics letters
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
Journal of banking & finance
18
Finance research letters
17
Econometric reviews
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of forecasting
16
International journal of economics and financial issues : IJEFI
14
International journal of forecasting
14
The econometrics journal
14
Journal of risk
12
Applied economics
11
Econometrics : open access journal
11
Journal of financial econometrics
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of time series econometrics
10
Journal of mathematical finance
9
Applied economics letters
8
International review of financial analysis
8
Quantitative finance
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Annals of financial economics
6
Applied financial economics
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of economics and finance
6
International review of economics & finance : IREF
6
Review of quantitative finance and accounting
6
The European journal of finance
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ECONIS (ZBW)
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1
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
2
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
3
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
4
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
5
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
6
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
7
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
8
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
9
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
10
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
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