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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~type_genre:"Arbeitspapier"
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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
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13
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13
Statistical test
13
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13
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12
Nonlinear regression
12
Impact assessment
11
Induktive Statistik
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
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11
Scientific modelling
11
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17
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2
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26
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Arbeitspapier
Working Paper
26
Graue Literatur
25
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25
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English
26
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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.
Discussion paper / Tinbergen Institute
29
SFB 649 discussion paper
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Working paper
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Working papers
7
Discussion papers of interdisciplinary research project 373
6
Documento de trabajo
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Discussion paper
5
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / CEPR
5
Discussion papers in economics
5
GRIPS discussion papers
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CORE discussion papers : DP
4
DAE working paper
4
Discussion paper / A
4
Discussion paper in financial economics : FE
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
ERID working paper
4
IES working paper
4
KBI
4
Research paper series / Swiss Finance Institute
4
Working papers / Bank of England
4
Working papers / Rutgers University, Department of Economics
4
CESifo working papers
3
Cowles Foundation discussion paper
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion paper / Center for Economic Research, Tilburg University
3
EUI working paper / ECO
3
Finmap working paper
3
International finance discussion papers
3
NCER working paper series
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Série des documents de travail
3
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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
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