//--> //--> //--> //-->
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:"Risiko"
subject:"USA"
~isPartOf:"Economics letters"
~subject:"ARCH model"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risiko
USA
ARCH model
Estimation theory
970
Schätztheorie
970
Theorie
383
Theory
383
Time series analysis
135
Zeitreihenanalyse
135
Estimation
110
Schätzung
108
Regression analysis
94
Regressionsanalyse
94
Panel
92
Panel study
92
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Statistical test
46
Statistischer Test
46
Autocorrelation
36
Autokorrelation
36
Method of moments
34
Momentenmethode
34
Bias
29
Panel data
29
Systematischer Fehler
29
Sampling
26
Stichprobenerhebung
26
Correlation
25
Korrelation
25
Maximum likelihood estimation
25
Forecasting model
24
Maximum-Likelihood-Schätzung
24
Prognoseverfahren
24
Statistical distribution
24
Statistical theory
24
Statistische Methodenlehre
24
Statistische Verteilung
24
Volatility
24
Volatilität
24
Kleinste-Quadrate-Methode
21
Least squares method
21
Modellierung
21
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Krämer, Walter
2
Aksoy, Yunus
1
Amilon, Henrik
1
Anatolyev, Stanislav
1
Ardia, David
1
Arvanitis, Stelios
1
Azamo, Baudouin Tameze
1
Baghestani, Hamid
1
Baltagi, Badi H.
1
Barkoulas, John T.
1
Baum, Christopher F.
1
Beckmann, Joscha
1
Bresson, Georges
1
Chernozhukov, Victor
1
Choi, Ji-Eun
1
Coakley, Jerry
1
Conway, Karen Smith
1
Corré, Nienke
1
Czudaj, Robert
1
Diamond, Charles A.
1
Dias, Gustavo Fruet
1
Feng, Xingdong
1
Foster, Andrew D.
1
Fuertes, Ana María
1
Ginker, Tim
1
Hafner, Christian M.
1
Hahn, Jinyong
1
Hansen, Christian Bailey
1
Harrison, Michael J.
1
Hassler, Uwe
1
Hertog, René G. J. den
1
Hoogerheide, Lennart F.
1
Huang, Cliff J.
1
Huang, Zhuo
1
Huh, Jaewon
1
Jansson, Michael
1
Jia, Jing
1
Jung, Hojin
1
Katsiampa, Paraskevi
1
Ke, Rui
1
more ...
less ...
Published in...
All
Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Journal of econometrics
85
The review of economics and statistics
45
Econometric theory
40
Working paper / National Bureau of Economic Research, Inc.
37
International journal of forecasting
27
Journal of applied econometrics
27
Applied economics
25
Discussion paper / Tinbergen Institute
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
American journal of agricultural economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
21
Econometric reviews
21
Journal of banking & finance
21
Journal of empirical finance
20
Journal of forecasting
20
Insurance / Mathematics & economics
18
Journal of financial and quantitative analysis : JFQA
18
The econometrics journal
18
Finance research letters
16
NBER working paper series
16
The journal of futures markets
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
The review of financial studies
15
Applied economics letters
14
Discussion paper / Centre for Economic Policy Research
14
The journal of finance : the journal of the American Finance Association
14
Journal of macroeconomics
13
Discussion paper series / IZA
12
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
Technical working paper / National Bureau of Economic Research
12
CORE discussion papers : DP
11
International journal of economics and financial issues : IJEFI
11
The review of economic studies
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Discussion paper
10
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A residual-based test for multivariate GARCH models using transformed quadratic residuals
Ke, Rui
;
Jia, Jing
;
Tan, Changchun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886565
Saved in:
2
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
3
Kurtosis analysis in GARCH models with Gram-Charlier-like innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economics letters
183
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012122539
Saved in:
4
Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
Kim, Byungsoo
- In:
Economics letters
162
(
2018
),
pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
Saved in:
5
Robustness of binary choice models to conditional heteroscedasticity
Ginker, Tim
;
Lieberman, Offer
- In:
Economics letters
150
(
2017
),
pp. 130-134
Persistent link: https://www.econbiz.de/10011764909
Saved in:
6
Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
7
A note on the likelihood ratio test on the equality of group frontiers
Huang, Cliff J.
;
Lai, Hung-pin
- In:
Economics letters
155
(
2017
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011821474
Saved in:
8
Monitoring parameter change for time series models with conditional heteroscedasticity
Huh, Jaewon
;
Oh, Haejune
;
Lee, Sangyeol
- In:
Economics letters
152
(
2017
),
pp. 66-70
Persistent link: https://www.econbiz.de/10011801150
Saved in:
9
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Economics letters
161
(
2017
),
pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
Saved in:
10
The time-varying GARCH-in-mean model
Dias, Gustavo Fruet
- In:
Economics letters
157
(
2017
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011847330
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->