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Exchange rate
United Kingdom
Stochastic process
Volatilität
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
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
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26
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English
26
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Teräsvirta, Timo
4
Nielsen, Morten Ørregaard
3
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Kristensen, Dennis
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Amado, Cristina
1
Andersen, Torben
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kruse, Robinson
1
Neri, Luca
1
Nielsen, Frank
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Réveillac, Anthony
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Sørensen, Michael
1
Taylor, Robert
1
Todorov, Viktor
1
Veliyev, Bezirgen
1
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CREATES research paper
Journal of econometrics
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Economics letters
44
Discussion paper / Tinbergen Institute
43
Economic modelling
33
Econometric reviews
31
Econometric theory
27
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
International journal of forecasting
20
Journal of applied econometrics
20
Journal of banking & finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Quantitative finance
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Journal of forecasting
17
Working paper / National Bureau of Economic Research, Inc.
17
Discussion paper
16
Finance research letters
16
SFB 649 discussion paper
16
The econometrics journal
16
International journal of theoretical and applied finance
15
Journal of financial econometrics
15
NBER Working Paper
15
Cowles Foundation discussion paper
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
NBER working paper series
14
Oxford bulletin of economics and statistics
14
Applied economics
13
Discussion papers of interdisciplinary research project 373
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometrics : open access journal
13
International journal of economics and financial issues : IJEFI
13
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper
12
Applied economics letters
11
Journal of international money and finance
11
Mathematics of operations research
11
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ECONIS (ZBW)
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
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:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
7
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:
8
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:
9
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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