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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~isPartOf:"Applied economics"
~subject:"ARCH model"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Volatilität
ARCH model
Maximum likelihood estimation
Estimation theory
173
Schätztheorie
173
Theorie
49
Theory
49
Estimation
43
Schätzung
43
Time series analysis
35
Zeitreihenanalyse
35
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
USA
12
United States
12
Panel
11
Panel study
11
Regression analysis
11
Regressionsanalyse
11
ARCH-Modell
10
Cointegration
10
Kointegration
10
Nonparametric statistics
10
Einheitswurzeltest
9
Forecasting model
9
Prognoseverfahren
9
Unit root test
9
Welt
9
World
9
Consumption theory
7
Economic growth
7
Kaufkraftparität
7
Konsumtheorie
7
National income
7
Nationaleinkommen
7
Purchasing power parity
7
Statistical distribution
7
Statistische Verteilung
7
Wirtschaftswachstum
7
Sampling
6
Stichprobenerhebung
6
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Online availability
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Undetermined
15
Free
1
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Article
26
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Article in journal
26
Aufsatz in Zeitschrift
26
Language
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English
26
Author
All
Kim, Jong-Min
3
Blazsek, Szabolcs
2
Jung, Hojin
2
Licht, Adrian
2
Abutaleb, Ahmed S.
1
Allison, Paul D.
1
Andor, Mark Andreas
1
Aoki, Takaaki
1
Arndt, Channing
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Cantarero-Prieto, David
1
Charbonneau, Alain
1
Chiu, Yen-Chen
1
Chuang, I-Yuan
1
Díaz Hernández, Adán
1
Esteban, María Victoria
1
Etienne, Xiaoli Liao
1
Fenech, Jean-pierre
1
Ferrara, Giancarlo
1
Ferreira, Eva
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Javed, Farrukh
1
Kaushanskiy, Vadim
1
Kiss, Tamás
1
Kung, James J.
1
Ladopoulos, Konstantinos
1
Lapshin, Victor
1
Lee, Jun-de
1
Liu, Songquan
1
Lou, Tien-wei
1
Martínez-Zarzoso, Inmaculada
1
Moral-Benito, Enrique
1
Moreno-Mencía, Patricia
1
Mugabe, Douglas
1
Nolan, J. F.
1
Nolasco Jáuregui, Oralia
1
Orbe-Mandaluniz, Susan
1
Panagiōtidēs, Theodōros
1
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Published in...
All
Applied economics
Journal of econometrics
497
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
Econometric theory
151
Economics letters
134
CEMMAP working papers / Centre for Microdata Methods and Practice
131
Econometric reviews
120
Journal of the American Statistical Association : JASA
89
The econometrics journal
84
Discussion paper / Tinbergen Institute
81
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
51
Discussion papers of interdisciplinary research project 373
49
Working paper / Department of Econometrics and Business Statistics, Monash University
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
CREATES research paper
43
SFB 649 discussion paper
43
Quantitative economics : QE ; journal of the Econometric Society
41
Cowles Foundation discussion paper
40
Discussion paper series / IZA
40
European journal of operational research : EJOR
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Economic modelling
36
Econometrics : open access journal
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Econometrics papers
32
Journal of empirical finance
32
Computational economics
31
Cowles Foundation Discussion Paper
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
International journal of forecasting
31
NBER Working Paper
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Applied economics letters
28
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
NBER working paper series
25
Boston College working papers in economics
24
Discussion paper / Center for Economic Research, Tilburg University
24
Journal of banking & finance
24
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ECONIS (ZBW)
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1
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
4
Semiparametric estimation of a sample selection model with a binary endogenous regressor : the effect of chronicity in labour supply
Moreno-Mencía, Patricia
;
Cantarero-Prieto, David
; …
- In:
Applied economics
55
(
2023
)
15
,
pp. 1682-1699
Persistent link: https://www.econbiz.de/10013554970
Saved in:
5
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
6
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
7
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
8
The impact of microcredit borrowing on household consumption in Bangladesh
Schroeder, Elizabeth
- In:
Applied economics
52
(
2020
)
43
,
pp. 4765-4779
Persistent link: https://www.econbiz.de/10012298743
Saved in:
9
Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique
;
Allison, Paul D.
;
Williams, Richard
- In:
Applied economics
51
(
2019
)
20
,
pp. 2221-2232
Persistent link: https://www.econbiz.de/10012196670
Saved in:
10
How efficient is maize production among smallholder farmers in Zimbabwe? : a comparison of semiparametric and parametric frontier efficiency analyses
Etienne, Xiaoli Liao
;
Ferrara, Giancarlo
;
Mugabe, Douglas
- In:
Applied economics
51
(
2019
)
26
,
pp. 2855-2871
Persistent link: https://www.econbiz.de/10012196758
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