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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Computational economics"
~subject:"Kointegration"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Estimation
Volatilität
Kointegration
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Regression analysis
20
Regressionsanalyse
20
Schätzung
18
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Simulation
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Prognoseverfahren
8
Statistical distribution
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Statistische Verteilung
8
ARCH model
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ARCH-Modell
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Portfolio selection
6
Portfolio-Management
6
Risikomaß
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Risk measure
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6
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6
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6
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Article in journal
27
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27
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English
27
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Boubaker, Heni
2
Omay, Tolga
2
Otero, Jesús G.
2
Afuecheta, Emmanuel
1
Aloy, Marcel
1
Bartolucci, Francesco
1
Beek, Misha van
1
Cagnone, Silvia
1
Ceffer, A.
1
Chan, Stephen
1
Chen, Zhenxi
1
Cheng, Hong
1
Chia, Bryan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
Dempsey, Michael
1
Emirmahmutoglu, Furkan
1
Fernández del Hoyo, Juan J.
1
Gibson, Heather D.
1
Hall, Stephen G.
1
Iren, Perihan
1
Jebabli, Ikram
1
Khorunzhina, Natalia
1
Kouaissah, Noureddine
1
Levendovszky, J.
1
Llorente, G.
1
Lont, Johannes
1
Lux, Thomas
1
McDonald, James B.
1
Mozumder, Sharif
1
Nadarajah, Saralees
1
Nonejad, Nima
1
Olah, A.
1
Ortobelli Lozza, Sergio
1
Panagiōtidēs, Theodōros
1
Papapanagiotou, Georgios
1
Péguin-Feissolle, Anne
1
Qian, J. B.
1
Reguly, I.
1
Richard, Jean-François
1
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Computational economics
Journal of econometrics
334
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
141
Econometric reviews
83
Applied economics letters
70
Economic modelling
65
Econometric theory
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Applied economics
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
The econometrics journal
47
Econometrics : open access journal
44
Journal of applied econometrics
42
Journal of banking & finance
37
International journal of forecasting
36
Journal of empirical finance
35
Quantitative economics : QE ; journal of the Econometric Society
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of the American Statistical Association : JASA
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Journal of forecasting
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
International journal of economics and financial issues : IJEFI
25
Journal of financial econometrics
24
Finance research letters
23
The review of economics and statistics
23
European journal of operational research : EJOR
22
Quantitative finance
22
Energy economics
21
Journal of risk and financial management : JRFM
20
Insurance / Mathematics & economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
Oxford bulletin of economics and statistics
18
Journal of economic dynamics & control
17
Journal of risk
15
The empirical economics letters : a monthly international journal of economics
15
International journal of economics and finance
14
International journal of theoretical and applied finance
14
Theoretical economics letters
14
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ECONIS (ZBW)
27
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1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
2
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Observation driven long run equilibria
Łasak, Katarzyna
;
Lont, Johannes
- In:
Computational economics
55
(
2020
)
2
,
pp. 551-575
Persistent link: https://www.econbiz.de/10012223650
Saved in:
9
Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin
;
Spånberg, Erik
- In:
Computational economics
55
(
2020
)
3
,
pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
Saved in:
10
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
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