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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Subject
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Estimation
Volatilität
Statistical distribution
Estimation theory
358
Schätztheorie
358
Theorie
104
Theory
104
Time series analysis
79
Zeitreihenanalyse
79
Schätzung
50
USA
44
United States
44
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Causality analysis
23
Kausalanalyse
23
Regression analysis
22
Regressionsanalyse
22
Volatility
21
Stochastic process
18
Stochastischer Prozess
18
Cointegration
16
Kointegration
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
ARCH model
13
ARCH-Modell
13
Bootstrap approach
13
Bootstrap-Verfahren
13
Forecasting model
13
Prognoseverfahren
13
Statistical test
13
Statistischer Test
13
Nichtlineare Regression
12
Nonlinear regression
12
Impact assessment
11
Induktive Statistik
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Modellierung
11
Scientific modelling
11
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Free
38
Undetermined
8
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Book / Working Paper
67
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Arbeitspapier
67
Working Paper
67
Graue Literatur
57
Non-commercial literature
57
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English
67
Author
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Teräsvirta, Timo
4
Bekaert, Geert
3
Kristensen, Dennis
3
Nielsen, Morten Ørregaard
3
Posch, Olaf
3
Silvennoinen, Annastiina
3
Ashenfelter, Orley
2
Casas, Isabel
2
Cavaliere, Giuseppe
2
Diebold, Francis X.
2
Frankel, Jeffrey A.
2
Heckman, James J.
2
Lo, Andrew W.
2
Parra-Alvarez, Juan Carlos
2
Stock, James H.
2
Taylor, Robert
2
Veraart, Almut E. D.
2
Wang, Mu-Chun
2
Abadie, Alberto
1
Alizadeh, Sassan
1
Amado, Cristina
1
Andersen, Torben
1
Ang, Andrew
1
Arnoud, Antoine
1
Attanasio, Orazio P.
1
Aït-Sahalia, Yacine
1
Bajari, Patrick L.
1
Barndorff-Nielsen, Ole E.
1
Blackburn, McKinley L.
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Bu, Ruijun
1
Card, David E.
1
Carlini, Federico
1
Cheng, Xu
1
Chingos, Matthew M.
1
Christensen, Bent Jesper
1
Collard-Wexler, Allan
1
Creal, Drew
1
Creel, Michael D.
1
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Published in...
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Economics letters
143
Econometric reviews
85
CEMMAP working papers / Centre for Microdata Methods and Practice
68
Discussion paper / Tinbergen Institute
68
Discussion paper series / IZA
64
Economic modelling
61
Applied economics letters
60
Econometric theory
59
NBER Working Paper
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Insurance / Mathematics & economics
52
Applied economics
49
NBER working paper series
49
The econometrics journal
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Journal of the American Statistical Association : JASA
42
International journal of forecasting
41
Journal of applied econometrics
41
Journal of banking & finance
40
Working paper
40
Econometrics : open access journal
36
IZA Discussion Paper
36
Journal of empirical finance
36
CESifo working papers
33
Quantitative economics : QE ; journal of the Econometric Society
33
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32
European journal of operational research : EJOR
32
Computational economics
30
Discussion paper
30
Journal of forecasting
29
Discussion paper / Center for Economic Research, Tilburg University
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of financial econometrics
28
SFB 649 discussion paper
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
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ECONIS (ZBW)
67
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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
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
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:
6
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
7
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
8
Benchmarking global optimizers
Arnoud, Antoine
;
Guvenen, Fatih
;
Kleineberg, Tatjana
-
2019
Persistent link: https://www.econbiz.de/10012128867
Saved in:
9
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
10
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
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