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subject:"India"
subject:"Private consumption"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatilität"
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India
Private consumption
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
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Nichtparametrisches Verfahren
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Capital income
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Monte Carlo simulation
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Monte-Carlo-Simulation
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cointegration
8
Nichtlineare Regression
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Nonlinear regression
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Statistical distribution
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Structural break
7
Strukturbruch
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VAR model
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Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Enders, Walter
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
Kraicová, Lucie
1
Lee, Kyungsub
1
Li, Jing
1
Licht, Adrian
1
Niu, Wei-fang
1
Panopulu, Aikaterinē
1
Peiris, Shelton
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Péguin-Feissolle, Anne
1
Silvennoinen, Annastiina
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Song, Yuping
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Staněk, Filip
1
Teräsvirta, Timo
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Thanakorn Nitithumbundit
1
Trifi, Amine
1
Zevallos, Mauricio
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The Indian economic journal
32
Economics letters
28
Discussion paper / Tinbergen Institute
27
Journal of quantitative economics : official journal of the Indian Econometric Society
26
Econometric reviews
23
The Indian journal of economics
23
Journal of empirical finance
20
Economic modelling
18
Quantitative finance
17
CREATES research paper
16
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometric theory
14
Indian journal of agricultural economics
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Applied economics
12
Finance research letters
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Journal of risk and financial management : JRFM
12
NBER Working Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
The econometrics journal
12
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
11
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 applied econometrics
11
Journal of forecasting
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied economics letters
10
Econometrics : open access journal
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Occasional papers / Reserve Bank of India
10
Working paper
10
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
International journal of economics and financial issues : IJEFI
9
Journal of quantitative economics
9
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ECONIS (ZBW)
17
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
9
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
10
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
Saved in:
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