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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"Statistical distribution"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Statistical distribution
Time series analysis
Estimation theory
74
Schätztheorie
74
Zeitreihenanalyse
23
Estimation
21
Schätzung
21
Volatility
20
Volatilität
20
Capital income
18
Kapitaleinkommen
18
Theorie
17
Theory
17
ARCH model
13
ARCH-Modell
13
Forecasting model
11
Portfolio selection
11
Portfolio-Management
11
Prognoseverfahren
11
Börsenkurs
10
Share price
10
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
Statistische Verteilung
8
Correlation
7
Korrelation
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
7
CAPM
6
Regression analysis
5
Regressionsanalyse
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USA
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United States
5
Bayes-Statistik
4
Bayesian inference
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Interest rate
4
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Article
34
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Article in journal
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34
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English
34
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McKenzie, Michael D.
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Amado, Cristina
1
Astill, Sam
1
Baillie, Richard
1
Ball, Clifford A.
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Chambers, Marcus J.
1
Chen, Yi-ting
1
Cheng, Wan-hsiu
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Dark, Jonathan
1
Dolatabadi, Sepideh
1
Fornari, Fabio
1
Ghose, Devajyoti
1
Ghosh, Anisha
1
Gospodinov, Nikolaj
1
Hao, Hong-Xia
1
Harvey, Andrew C.
1
Harvey, David I.
1
He, Xue-zhong
1
Hirukawa, Masayuki
1
Hung, Jui-cheng
1
Huth, Nicolas
1
Jondeau, Eric
1
Kang, Kyu Ho
1
Kapetanios, George
1
Kim, Chang-Jin
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Kroner, Kenneth F.
1
Lee, Cheol Woo
1
Leybourne, Stephen James
1
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Journal of empirical finance
Journal of econometrics
612
Econometric theory
269
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
237
Economics letters
228
Econometric reviews
168
Journal of the American Statistical Association : JASA
111
The econometrics journal
101
International journal of forecasting
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
75
Econometrics : open access journal
68
Applied economics letters
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Journal of forecasting
58
Insurance / Mathematics & economics
57
Applied economics
50
Economic modelling
47
Journal of applied econometrics
47
Quantitative economics : QE ; journal of the Econometric Society
46
Computational economics
45
Journal of time series econometrics
41
European journal of operational research : EJOR
39
Journal of risk and financial management : JRFM
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Oxford bulletin of economics and statistics
29
Statistics in transition : an international journal of the Polish Statistical Association
29
Journal of financial econometrics
22
Energy economics
20
Journal of banking & finance
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Finance research letters
19
The review of economic studies
19
The review of economics and statistics
19
Statistical papers
18
Journal of economic dynamics & control
17
Journal of macroeconomics
17
Journal of productivity analysis
16
Quantitative finance
16
Risks : open access journal
16
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
5
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
6
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
7
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
8
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
9
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
10
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
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