//--> //--> //--> //-->
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:"Estimation"
subject:"Volatilität"
~isPartOf:"CREATES research paper"
~subject:"Autocorrelation"
~type:"book"
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
Estimation
Volatilität
Autocorrelation
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Schätzung
18
Theorie
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
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
more ...
less ...
Online availability
All
Free
32
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
Language
All
English
32
Author
All
Teräsvirta, Timo
7
Kristensen, Dennis
3
Nielsen, Morten Ørregaard
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Casas, Isabel
2
Cavaliere, Giuseppe
2
Kang, Jian
2
Kruse, Robinson
2
Taylor, Robert
2
Varneskov, Rasmus Tangsgaard
2
Amado, Cristina
1
Barndorff-Nielsen, Ole E.
1
Bu, Ruijun
1
Carlini, Federico
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Creel, Michael D.
1
Demetrescu, Matei
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Gijbels, Irène
1
Grassi, Stefano
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hanck, Christoph
1
He, Changli
1
Hillebrand, Eric
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Lunde, Asger
1
MacKinnon, James G.
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
Orbe-Mandaluniz, Susan
1
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper / Tinbergen Institute
65
Discussion paper series / IZA
59
NBER Working Paper
56
CEMMAP working papers / Centre for Microdata Methods and Practice
52
NBER working paper series
48
Working paper / Department of Econometrics and Business Statistics, Monash University
42
CESifo working papers
40
Working paper / National Bureau of Economic Research, Inc.
37
Working paper
36
IZA Discussion Paper
32
Discussion paper
31
Discussion papers / CEPR
30
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
SFB 649 discussion paper
23
Cambridge working papers in economics
22
Cowles Foundation discussion paper
22
Discussion paper / Centre for Economic Policy Research
21
Discussion papers of interdisciplinary research project 373
21
Working papers series in theoretical and applied economics
21
Discussion paper / Center for Economic Research, Tilburg University
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Discussion papers in economics
16
Working paper series
16
CESifo Working Paper Series
15
Finance and economics discussion series
15
KBI
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Working papers
15
NBER technical working paper series
14
Working papers / TSE : WP
14
Discussion paper / Centre for Economic Forecasting
13
Boston College working papers in economics
11
Discussion paper / Department of Economics, University of California San Diego
11
Econometrics papers
11
LSE STICERD Research Paper
11
Queen's Economics Department working paper
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Série des documents de travail
10
Technical working paper / National Bureau of Economic Research
10
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
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
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
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
8
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
9
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
10
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->