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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Estimation theory
358
Schätztheorie
358
Theorie
104
Theory
104
Time series analysis
79
Zeitreihenanalyse
79
Schätzung
50
Estimation
49
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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17
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2
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26
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26
Working Paper
26
Graue Literatur
25
Non-commercial literature
25
Language
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English
Author
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Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Bekaert, Geert
2
Kristensen, Dennis
2
Alizadeh, Sassan
1
Amado, Cristina
1
Andersen, Torben
1
Ang, Andrew
1
Barndorff-Nielsen, Ole E.
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Burkhauser, Richard V.
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creal, Drew
1
Creel, Michael D.
1
Dai, Qiang
1
Das, Sanjiv R.
1
Demetrescum, Matei
1
Diebold, Francis X.
1
Engel, Charles
1
Ergemen, Yunus Emre
1
Fernández-Villaverde, Jesús
1
Floor Brix, Anne
1
Gijbels, Irène
1
Griliches, Zvi
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hodrick, Robert J.
1
Hounyo, Ulrich
1
Hérault, Nicolas
1
Jakobsen, Johan Stax
1
Jenkins, Stephen
1
Kanaya, Shin
1
Kang, Jian
1
Kim, Chang-jin
1
Kruse, Robinson
1
Lunde, Asger
1
Mairesse, Jacques
1
Marshall, David Aaron
1
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Tinbergen Institute
29
Economics letters
28
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
International journal of forecasting
15
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Oxford bulletin of economics and statistics
13
The econometrics journal
13
Finance research letters
12
Journal of applied econometrics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of forecasting
11
NBER Working Paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Applied economics
9
Discussion paper
9
Discussion paper / A
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Finance and stochastics
8
Working paper
8
Applied economics letters
7
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion papers in economics
7
Journal of mathematical finance
7
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ECONIS (ZBW)
26
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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
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:
4
Survey under-coverage of top incomes and estimation of inequality : what is the role of the UK’s SPI adjustment?
Burkhauser, Richard V.
;
Hérault, Nicolas
;
Jenkins, Stephen
-
2017
Persistent link: https://www.econbiz.de/10011700605
Saved in:
5
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:
6
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:
7
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
8
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
Saved in:
9
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
10
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
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