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subject:"Großbritannien"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Bayesian inference"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Bayesian inference
Volatilität
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
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9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
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Einheitswurzeltest
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Maximum likelihood estimation
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22
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Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Eisenstat, Eric
1
Enders, Walter
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Hou, Weijie
1
Jensen, Mark J.
1
Kalyvitēs, Sarantēs
1
Kok Haur Ng
1
Koop, Gary
1
Kraicová, Lucie
1
Lee, Kyungsub
1
Leon-Gonzalez, Roberto
1
Li, Jing
1
Licht, Adrian
1
Lux, Thomas
1
Niu, Wei-fang
1
Panopulu, Aikaterinē
1
Peiris, Shelton
1
Péguin-Feissolle, Anne
1
Shang, Han Lin
1
Silvennoinen, Annastiina
1
Song, Yuping
1
Staněk, Filip
1
Teräsvirta, Timo
1
Thanakorn Nitithumbundit
1
Trifi, Amine
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Economics letters
42
Discussion paper / Tinbergen Institute
36
Econometric reviews
31
Economic modelling
30
International journal of forecasting
26
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Journal of applied econometrics
23
Journal of empirical finance
23
Econometric theory
20
The econometrics journal
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of banking & finance
18
Journal of the American Statistical Association : JASA
18
NBER Working Paper
18
Quantitative finance
18
CREATES research paper
17
Econometrics : open access journal
17
Finance research letters
16
Journal of forecasting
16
NBER working paper series
16
Working paper
16
Discussion paper
15
Discussion papers / CEPR
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Oxford bulletin of economics and statistics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
European journal of operational research : EJOR
14
Journal of financial econometrics
14
Applied economics
13
Computational economics
13
International journal of theoretical and applied finance
13
Working paper / National Bureau of Economic Research, Inc.
13
Working papers
13
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
12
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ECONIS (ZBW)
22
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
6
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
7
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
8
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
9
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
10
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
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