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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Brooks, Robert"
~person:"Chan, Joshua"
~person:"Narayan, Paresh Kumar"
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Search: subject_exact:"Theory"
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Schätzung
Theorie
73
Theory
73
Estimation
31
Time series analysis
22
Zeitreihenanalyse
22
Volatility
15
Volatilität
15
Bayes-Statistik
13
Bayesian inference
13
Stochastic process
13
Stochastischer Prozess
13
Capital income
11
Kapitaleinkommen
11
State space model
10
Zustandsraummodell
10
Börsenkurs
9
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9
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9
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9
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8
Portfolio selection
8
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8
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7
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7
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Derivat
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Derivative
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6
Index futures
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Index-Futures
6
Schätztheorie
6
Stochastic volatility
6
Structural break
6
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6
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6
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6
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5
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1
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Article
31
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Article in journal
Aufsatz in Zeitschrift
31
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
5
Working Paper
5
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English
31
Author
All
Brooks, Robert
Chan, Joshua
Narayan, Paresh Kumar
Gil-Alaña, Luis A.
32
Caporale, Guglielmo Maria
28
Kumbhakar, Subal
25
Serletis, Apostolos
25
Gupta, Rangan
21
Bahmani-Oskooee, Mohsen
18
Moosa, Imad A.
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Engsted, Tom
13
Peel, David
13
Apergēs, Nikolaos
12
Bollerslev, Tim
12
Creedy, John
12
Fabozzi, Frank J.
12
Ghysels, Eric
12
Koopman, Siem Jan
12
MacDonald, Ronald
12
Tsionas, Efthymios G.
12
Blundell, Richard W.
11
Koop, Gary
11
McAleer, Michael
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Taylor, Mark P.
11
Tzavalis, Elias
11
Asai, Manabu
10
Belzil, Christian
10
Chavas, Jean-Paul
10
Franses, Philip Hans
10
Jawadi, Fredj
10
Marcellino, Massimiliano
10
McMillen, Daniel P.
10
Pierdzioch, Christian
10
Tiwari, Aviral Kumar
10
Berg, Gerard J. van den
9
Bleaney, Michael F.
9
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International review of economics & finance : IREF
4
Australian economic papers
2
Econometric reviews
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Economic modelling
1
Economics letters
1
Emerging markets review
1
Energy economics
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of money, credit and banking : JMCB
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Macroeconomic dynamics
1
Pacific-Basin finance journal
1
The European journal of finance
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ECONIS (ZBW)
31
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31
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1
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
4
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
5
Predicting exchange rate returns
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
;
Dinh Hoang …
- In:
Emerging markets review
42
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012414387
Saved in:
6
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
7
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
8
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
9
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
10
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
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