//--> //--> //--> //-->
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:"Deutschland"
type_genre:"Graue Literatur"
~isPartOf:"CREATES research paper"
~subject:"Theorie"
~subject:"Volatilität"
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
Deutschland
Theorie
Volatilität
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
more ...
less ...
Online availability
All
Free
31
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
31
Non-commercial literature
31
Working Paper
31
Language
All
English
31
Author
All
Teräsvirta, Timo
4
Kristensen, Dennis
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Kock, Anders Bredahl
2
Kruse, Robinson
2
Nielsen, Morten Ørregaard
2
Rossi, Eduardo
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Casas, Isabel
1
Cattaneo, Matias D.
1
Cavaliere, Giuseppe
1
Christensen, Kim
1
Creel, Michael D.
1
Crump, Richard K.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Grassi, Stefano
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hansen, Peter Reinhard
1
Horel, Guillaume
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Jansson, Michael
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Lange, Theis
1
Lunde, Asger
1
MacKinnon, James G.
1
Mirone, Giorgio
1
more ...
less ...
Published in...
All
CREATES research paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
156
Discussion paper / Tinbergen Institute
99
Working paper / National Bureau of Economic Research, Inc.
86
Discussion paper / Center for Economic Research, Tilburg University
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
CORE discussion paper : DP
77
Discussion paper series / IZA
56
Technical working paper / National Bureau of Economic Research
53
Working paper series
52
SFB 649 discussion paper
41
Cowles Foundation discussion paper
39
Working paper
38
Discussion paper
37
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Report / Econometric Institute, Erasmus University Rotterdam
35
Discussion paper / Centre for Economic Policy Research
32
Discussion paper / Department of Economics, University of Canterbury
31
Umeå economic studies
30
CESifo working papers
29
Discussion paper / School of Economics, The University of New South Wales
28
EUI working paper / ECO
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
26
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
25
Discussion paper / Department of Economics, University of California San Diego
25
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
24
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
23
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Discussion paper / A
22
Working papers / Rutgers University, Department of Economics
22
Working papers in econometrics and applied statistics
22
Finance and economics discussion series
21
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Discussion paper / B
20
Discussion papers in economics
20
Discussion papers of interdisciplinary research project 373
20
Documentos de trabajo / Banco de España, Servicio de Estudios
19
Discussion papers
18
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
4
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
5
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
8
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
9
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
10
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->