//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
subject:"Share price"
~accessRights:"free"
~person:"Teräsvirta, Timo"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Share price
Estimation theory
16
Schätztheorie
16
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
8
ARCH-Modell
8
Nichtlineare Regression
6
Nonlinear regression
6
Volatility
6
Volatilität
6
Autocorrelation
4
Autokorrelation
4
Statistical test
4
Statistischer Test
4
VAR model
4
VAR-Modell
4
Börsenkurs
3
Multivariate Analyse
3
Multivariate analysis
3
Correlation
2
Estimation
2
Korrelation
2
Modellierung
2
Schätzung
2
Scientific modelling
2
modelling volatility
2
smooth transition GARCH
2
Australia
1
Australien
1
Changing seasonality
1
Cointegration
1
Deterministically varying correlation
1
Financial time series
1
Gaussian process
1
Kointegration
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
QLR test statistic
1
Regression analysis
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Teräsvirta, Timo
Huber, Florian
10
Koop, Gary
10
Hyndman, Rob J.
9
Pesaran, M. Hashem
9
Kapetanios, George
8
Cai, Zongwu
7
Koopman, Siem Jan
7
Swanson, Norman R.
7
Audrino, Francesco
6
Gao, Jiti
6
Linton, Oliver
6
Athanasopoulos, George
5
Bailey, Natalia
5
Clark, Todd E.
5
Dijk, Dick van
5
Marcellino, Massimiliano
5
Mitchell, James
5
Vahid, Farshid
5
Armah, Nii Ayi
4
Croux, Christophe
4
Giacomini, Raffaella
4
Hautsch, Nikolaus
4
Lucas, André
4
Malec, Peter
4
Phillips, Peter C. B.
4
Wright, Jonathan H.
4
Allen, David E.
3
Andersen, Torben
3
Bibinger, Markus
3
Cai, Michael
3
Cheng, Tingting
3
Chevillon, Guillaume
3
Craig, Ben R.
3
Del Negro, Marco
3
Grassi, Stefano
3
Guillén, Osmani Teixeira de Carvalho
3
Hauzenberger, Niko
3
Hendry, David F.
3
Herbst, Edward P.
3
Hillebrand, Eric
3
more ...
less ...
Published in...
All
CREATES research paper
2
NCER working paper series
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->