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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"ARCH model"
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Estimation
Volatilität
ARCH model
Estimation theory
144
Schätztheorie
144
Time series analysis
41
Zeitreihenanalyse
41
Schätzung
37
Regression analysis
24
Regressionsanalyse
24
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
ARCH-Modell
17
Cointegration
14
Kointegration
14
Nichtparametrisches Verfahren
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Nonparametric statistics
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Volatility
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Simulation
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Prognoseverfahren
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Börsenkurs
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Capital income
10
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State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
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Stochastic process
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Exchange rate
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Statistical distribution
8
Statistische Verteilung
8
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56
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English
56
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Dritsaki, Chaido
3
Boubaker, Heni
2
Abdurehman, Abderezak Ali
1
Afuecheta, Emmanuel
1
Ahmad, Shabbir
1
Aloy, Marcel
1
Arvas, M. Akif
1
Bartolucci, Francesco
1
Battaglia, Francesco
1
Beek, Misha van
1
Belasri, Yassine
1
Biyase, Mduduzi
1
Cagnone, Silvia
1
Ceffer, A.
1
Chan, Stephen
1
Chen, Zhenxi
1
Cheng, Hong
1
Chia, Bryan
1
Choudhry, Taufiq
1
Daei-Karimzadeh, Saeed
1
Daniels, Hennie A. M.
1
Daryanto, Arief
1
Dempsey, Michael
1
Dritsaki, Melina
1
Ellaia, Rachid
1
Emirmahmutoglu, Furkan
1
Fauzel, Sheereen
1
Feng, Xuejie
1
Fernández del Hoyo, Juan J.
1
Gibson, Heather D.
1
Gooijer, Jan G. de
1
Guo, Zi-Yi
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hachem, Mahmoud
1
Hacilar, Samet
1
Hall, Stephen G.
1
Hamzaoui, Nessrine
1
Hersugondo
1
Hosseinzadeh, Maryam
1
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Computational economics
International journal of economics and financial issues : IJEFI
Journal of econometrics
309
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
137
Econometric reviews
79
Econometric theory
68
Applied economics letters
61
Economic modelling
60
Discussion paper / Tinbergen Institute
59
Discussion paper series / IZA
58
NBER Working Paper
55
Applied economics
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The econometrics journal
45
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Journal of applied econometrics
41
Journal of empirical finance
41
Journal of banking & finance
38
Working paper / National Bureau of Economic Research, Inc.
37
Working paper
36
International journal of forecasting
34
CESifo working papers
33
CREATES research paper
33
IZA Discussion Paper
32
Journal of forecasting
31
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion papers / CEPR
30
Econometrics : open access journal
30
Discussion paper
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of the American Statistical Association : JASA
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
SFB 649 discussion paper
26
Finance research letters
25
Journal of financial econometrics
25
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1
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
2
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
3
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
4
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
5
The long-run money demand function : empirical evidence from Italy
Dritsaki, Chaido
;
Dritsaki, Melina
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10012151304
Saved in:
6
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
7
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
8
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
9
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
10
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
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