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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
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
Statistical distribution
8
Statistische Verteilung
8
Correlation
7
Korrelation
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
7
CAPM
6
Regression analysis
5
Regressionsanalyse
5
USA
5
United States
5
Bayes-Statistik
4
Bayesian inference
4
Interest rate
4
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Undetermined
12
Free
1
Type of publication
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Article
29
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Article in journal
Aufsatz in Zeitschrift
Language
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English
29
Author
All
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
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Dark, Jonathan
1
Dolatabadi, Sepideh
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
Huth, Nicolas
1
Jondeau, Eric
1
Kapetanios, George
1
Kim, Chang-Jin
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Kroner, Kenneth F.
1
Leybourne, Stephen James
1
Li, Youwei
1
Lin, Jin-Guan
1
Linton, Oliver
1
Marinelli, Carlo
1
Mayer-Foulkes, David
1
Nelson, Charles R.
1
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Published in...
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Journal of empirical finance
Journal of econometrics
575
Econometric theory
252
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
223
Economics letters
209
Econometric reviews
157
Journal of the American Statistical Association : JASA
100
The econometrics journal
94
International journal of forecasting
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
72
Econometrics : open access journal
62
Applied economics letters
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of forecasting
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Journal of applied econometrics
46
Applied economics
44
Economic modelling
44
Quantitative economics : QE ; journal of the Econometric Society
44
Computational economics
41
Journal of time series econometrics
41
European journal of operational research : EJOR
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Oxford bulletin of economics and statistics
25
Journal of risk and financial management : JRFM
24
Insurance / Mathematics & economics
21
Energy economics
20
The review of economic studies
19
The review of economics and statistics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
Journal of banking & finance
16
Journal of financial econometrics
16
Journal of macroeconomics
16
Journal of economic dynamics & control
15
Journal of productivity analysis
15
Journal of quantitative economics : official journal of the Indian Econometric Society
14
Finance research letters
13
The empirical economics letters : a monthly international journal of economics
13
Journal of econometric methods
12
Quantitative finance
12
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ECONIS (ZBW)
29
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
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