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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~type_genre:"Arbeitspapier"
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Großbritannien
Volatilität
Estimation theory
153
Schätztheorie
153
Theorie
112
Theory
112
Estimation
30
Schätzung
30
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Time series analysis
24
Zeitreihenanalyse
24
Regression analysis
19
Regressionsanalyse
19
USA
15
United States
15
Deutschland
13
Germany
13
Stochastic process
12
Stochastischer Prozess
12
Statistical test
11
Statistischer Test
11
VAR model
9
VAR-Modell
9
Statistical distribution
7
Statistische Verteilung
7
United Kingdom
7
Volatility
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Markov chain
6
Markov-Kette
6
Nichtlineare Regression
6
Nonlinear regression
6
Risiko
6
Risk
6
Börsenkurs
5
Capital income
5
Dynamic equilibrium
5
Dynamisches Gleichgewicht
5
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13
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Arbeitspapier
Graue Literatur
13
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13
Working Paper
13
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English
13
Author
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Spokojnyj, Vladimir G.
3
Härdle, Wolfgang
2
Breitung, Jörg
1
Candelon, Bertrand
1
Crawford, Gregory S.
1
Dankenbring, Henning
1
Fernández-Villaverde, Jesús
1
Ghysels, Eric
1
Grammig, Joachim
1
Griffith, Rachel
1
Herwartz, Helmut
1
Iaria, Alessandro
1
Jordà, Òscar
1
Knüppel, Malte
1
Lillestøl, Jostein
1
Marcellino, Massimiliano
1
Meenagh, David
1
Mercurio, Danilo
1
Minford, Patrick
1
Rubio-Ramírez, Juan Francisco
1
Teyssière, Gilles
1
Theodoridis, Konstantinos
1
Tschernig, Rolf
1
Yang, Lijian
1
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Discussion paper / Centre for Economic Policy Research
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
29
CREATES research paper
15
Working paper / National Bureau of Economic Research, Inc.
11
SFB 649 discussion paper
9
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 / 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
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ECONIS (ZBW)
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1
Demand estimation with unobserved choice set heterogeneity
Crawford, Gregory S.
;
Griffith, Rachel
;
Iaria, Alessandro
-
2016
Persistent link: https://www.econbiz.de/10011606800
Saved in:
2
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
3
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
4
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008807851
Saved in:
5
Testing a model of the UK by the method of indirect inference
Meenagh, David
;
Minford, Patrick
;
Theodoridis, Konstantinos
-
2008
Persistent link: https://www.econbiz.de/10003728832
Saved in:
6
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
7
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
8
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
9
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
10
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
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