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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Volatilität
Schätzung
Estimation theory
189
Schätztheorie
189
Time series analysis
76
Zeitreihenanalyse
76
Estimation
52
Nonparametric statistics
43
Theorie
41
Theory
41
Regression analysis
33
Regressionsanalyse
33
Volatility
26
ARCH model
20
ARCH-Modell
20
Stochastic process
18
Stochastischer Prozess
18
Statistical test
17
Statistischer Test
17
Cointegration
14
Kointegration
14
VAR model
14
VAR-Modell
14
Correlation
13
Korrelation
13
Statistical distribution
13
Statistische Verteilung
13
Capital income
12
Kapitaleinkommen
12
Börsenkurs
11
Share price
11
Forecasting model
10
Prognoseverfahren
10
Bayes-Statistik
9
Bayesian inference
9
Markov chain
9
Markov-Kette
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
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Undetermined
51
Free
47
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Article
51
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47
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Article in journal
51
Aufsatz in Zeitschrift
51
Arbeitspapier
47
Working Paper
47
Graue Literatur
44
Non-commercial literature
44
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English
98
Author
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Härdle, Wolfgang
20
Reiß, Markus
6
Bibinger, Markus
4
Breunig, Christoph
4
Hautsch, Nikolaus
4
Mammen, Enno
4
Schienle, Melanie
4
Rothe, Christoph
3
Wang, Weining
3
Yang, Fuyu
3
Yang, Lijian
3
Enders, Walter
2
Kappus, Johanna
2
Li, Jing
2
Liu, Rong
2
Malec, Peter
2
Okhrin, Ostap
2
Okhrin, Yarema
2
Söhl, Jakob
2
Abbara, Omar
1
Altmeyer, Randolf
1
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Belomestny, Denis
1
Blazsek, Szabolcs
1
Bocart, Fabian Y. R. P.
1
Bu, Ruijun
1
Byoung Hark Yoo
1
Candelon, Bertrand
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Chao, Shih-Kang
1
Chao, Shih-kang
1
Chen, Haiqiang
1
Chen, Wenjuan
1
Cheng, Jie
1
Chevallier, Julien
1
Chu, Ba
1
Chuffart, Thomas
1
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SFB 649 discussion paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
521
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
215
Economics letters
178
CEMMAP working papers / Centre for Microdata Methods and Practice
147
Econometric reviews
133
Econometric theory
132
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Discussion paper series / IZA
85
Discussion paper / Tinbergen Institute
72
Applied economics letters
66
NBER Working Paper
66
Economic modelling
65
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
NBER working paper series
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
Quantitative economics : QE ; journal of the Econometric Society
57
Discussion papers of interdisciplinary research project 373
56
Journal of applied econometrics
52
Applied economics
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
IZA Discussion Paper
45
Working paper
45
Working paper / National Bureau of Economic Research, Inc.
44
Cowles Foundation discussion paper
42
International journal of forecasting
42
CREATES research paper
41
Journal of banking & finance
41
European journal of operational research : EJOR
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
38
Econometrics : open access journal
37
CESifo working papers
36
Discussion paper
35
Econometrics papers
35
Journal of empirical finance
34
Computational economics
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
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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
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
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
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
8
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
9
Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity
Lee, Myoung-jae
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 81-91
Persistent link: https://www.econbiz.de/10012594174
Saved in:
10
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
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