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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Prognoseverfahren
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
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Causality analysis
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Kausalanalyse
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Regression analysis
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Regressionsanalyse
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Volatility
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Stochastic process
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Stochastischer Prozess
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Cointegration
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Kointegration
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ARCH-Modell
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Bootstrap approach
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Bootstrap-Verfahren
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Nichtlineare Regression
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Nonlinear regression
12
Impact assessment
11
Induktive Statistik
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Maximum likelihood estimation
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English
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Teräsvirta, Timo
4
Diebold, Francis X.
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Bekaert, Geert
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Kristensen, Dennis
2
Lee, Tae-hwy
2
Lunde, Asger
2
Veraart, Almut E. D.
2
Alizadeh, Sassan
1
Amado, Cristina
1
Ang, Andrew
1
Bajari, Patrick L.
1
Barndorff-Nielsen, Ole E.
1
Bennedsen, Mikkel
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Burkhauser, Richard V.
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creal, Drew
1
Creel, Michael D.
1
Dai, Qiang
1
Das, Sanjiv R.
1
Demetrescum, Matei
1
Engel, Charles
1
Ergemen, Yunus Emre
1
Fernández-Villaverde, Jesús
1
Floor Brix, Anne
1
Gijbels, Irène
1
Granger, C. W. J.
1
Griliches, Zvi
1
Hahn, Jinyong
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hodrick, Robert J.
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
184
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of forecasting
72
Economics letters
48
Discussion paper / Tinbergen Institute
45
Econometric reviews
32
Journal of empirical finance
32
Econometric theory
26
Economic modelling
25
The econometrics journal
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Quantitative finance
21
Journal of banking & finance
20
Oxford bulletin of economics and statistics
19
Journal of financial econometrics
18
Discussion paper
17
Finance research letters
17
Journal of applied econometrics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER working paper series
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Working paper
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Applied economics
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Journal of the American Statistical Association : JASA
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NBER Working Paper
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Working papers / Rutgers University, Department of Economics
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Computational economics
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European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Econometrics : open access journal
13
Insurance / Mathematics & economics
13
International journal of theoretical and applied finance
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics letters
12
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ECONIS (ZBW)
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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
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
4
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:
5
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
6
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
7
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:
8
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:
9
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:
10
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
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