//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~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
705
Schätztheorie
705
Theorie
201
Theory
201
Time series analysis
190
Zeitreihenanalyse
190
Estimation
162
Schätzung
162
Nichtparametrisches Verfahren
121
Nonparametric statistics
121
Regression analysis
104
Regressionsanalyse
104
USA
100
United States
99
Volatility
59
Volatilität
59
Statistical test
54
Statistischer Test
54
Forecasting model
51
Panel
46
Panel study
46
Induktive Statistik
44
Statistical inference
44
ARCH model
42
Capital income
38
Correlation
38
Kapitaleinkommen
38
Korrelation
38
Maximum likelihood estimation
34
Maximum-Likelihood-Schätzung
34
Simulation
31
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Statistical distribution
30
Statistische Verteilung
30
Bootstrap approach
29
Bootstrap-Verfahren
29
Method of moments
29
more ...
less ...
Online availability
All
Undetermined
61
Free
2
Type of publication
All
Article
104
Type of publication (narrower categories)
All
Article in journal
104
Aufsatz in Zeitschrift
104
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
104
Author
All
Ling, Shiqing
3
Bauwens, Luc
2
Bollerslev, Tim
2
Cai, Zongwu
2
Hautsch, Nikolaus
2
Liesenfeld, Roman
2
Peng, Liang
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Teräsvirta, Timo
2
Tsay, Ruey S.
2
Abbara, Omar
1
Aielli, Gian Piero
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Bekiros, Stelios
1
Bera, Anil K.
1
Bibinger, Markus
1
Blazsek, Szabolcs
1
Bonham, Carl Stanley
1
Bormetti, Giacomo
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Willa W.
1
Chen, Wilson Ye
1
Chen, Yi-ting
1
Chen, Ying
1
Cheng, Jie
1
Cheung, Yin-Wong
1
Christiano, Lawrence J.
1
Chuffart, Thomas
1
Clements, Michael P.
1
Cohen, Richard H.
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
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
Applied economics
17
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)
104
Showing
1
-
10
of
104
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
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:
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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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...
//-->