//--> //--> //-->
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:"Schätzung"
subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~person:"Nelson, Daniel B."
~type_genre:"Graue Literatur"
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
Schätzung
Zeitreihenanalyse
Estimation theory
10
Schätztheorie
10
Theorie
7
Theory
7
ARCH model
5
ARCH-Modell
5
Time series analysis
4
Asset management
2
Estimation
2
Risikomanagement
2
Risk management
2
USA
2
United States
2
Vermögensverwaltung
2
1990-1991
1
Business cycle
1
Börsenkurs
1
Forecasting model
1
Handelsvolumen der Börse
1
Konjunktur
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schock
1
Share price
1
Shock
1
Stochastic process
1
Stochastischer Prozess
1
Trading volume
1
Volatility
1
Volatility forecasting
1
Volatilität
1
long- and short-term volatility
1
mixed frequency data
1
volatility cycles
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Graue Literatur
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
7
Working Paper
7
Non-commercial literature
4
Collection of articles of several authors
3
Sammelwerk
3
Aufsatz im Buch
2
Aufsatzsammlung
2
Book section
2
more ...
less ...
Language
All
English
4
Author
All
Engle, Robert F.
Nelson, Daniel B.
Gao, Jiti
47
Koopman, Siem Jan
33
Phillips, Peter C. B.
29
Linton, Oliver
27
Lütkepohl, Helmut
26
Nielsen, Morten Ørregaard
24
Kapetanios, George
23
Johansen, Søren
22
Cai, Zongwu
21
Härdle, Wolfgang
21
Maravall Herrero, Agustín
21
Pesaran, M. Hashem
21
Marcellino, Massimiliano
20
Teräsvirta, Timo
18
Franses, Philip Hans
17
Sibbertsen, Philipp
17
Koop, Gary
15
Lucas, André
15
Peng, Bin
15
Brännäs, Kurt
14
Swanson, Norman R.
14
Gouriéroux, Christian
13
Nielsen, Bent
12
Spokojnyj, Vladimir G.
12
Croux, Christophe
11
Giraitis, Liudas
11
Hyndman, Rob J.
11
Berg, Gerard J. van den
10
Blasques, Francisco
10
Fang, Ying
10
Gómez, Víctor
10
Hoderlein, Stefan
10
Hsu, Yu-Chin
10
Li, Degui
10
Ooms, Marius
10
Schorfheide, Frank
10
Beran, Jan
9
Brakel, Jan A. van den
9
Dong, Chaohua
9
Huber, Florian
9
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
2
Discussion paper / Department of Economics, University of California San Diego
1
Working papers
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
2
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
3
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
4
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->