//--> //--> //--> //-->
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:"Share price"
subject:"United Kingdom"
~isPartOf:"CREATES research paper"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Prognoseverfahren"
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
Share price
United Kingdom
Maximum-Likelihood-Schätzung
Prognoseverfahren
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Maximum likelihood estimation
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
more ...
less ...
Online availability
All
Free
20
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
All
English
20
Author
All
Hillebrand, Eric
3
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Cavaliere, Giuseppe
2
Lee, Tae-hwy
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Taylor, Robert
2
Andersen, Torben
1
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Floor Brix, Anne
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hounyo, Ulrich
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kristensen, Johannes Tang
1
Kurita, Takamitsu
1
Lahiri, Kajal
1
Medeiros, Marcelo C.
1
Mikkelsen, Jakob Guldbæk
1
Osterrieder, Daniela
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Posch, Olaf
1
Shephard, Neil G.
1
Urga, Giovanni
1
Varneskov, Rasmus Tangsgaard
1
Ventosa-Santaulària, Daniel
1
Vera-Valdés, J. Eduardo
1
Veraart, Almut E. D.
1
Violante, Francesco
1
Wang, Mu-Chun
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
195
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Journal of forecasting
75
Economics letters
59
Discussion paper / Tinbergen Institute
53
Econometric reviews
32
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Economic modelling
27
Journal of the American Statistical Association : JASA
26
Working paper
25
Econometric theory
23
Insurance / Mathematics & economics
23
Journal of empirical finance
23
The econometrics journal
23
Discussion paper
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Applied economics
21
Journal of applied econometrics
21
Journal of banking & finance
21
NBER Working Paper
21
Oxford bulletin of economics and statistics
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
CESifo working papers
19
European journal of operational research : EJOR
19
NBER working paper series
19
Computational economics
18
Econometrics : open access journal
18
Journal of risk and financial management : JRFM
18
Finance research letters
17
Quantitative finance
16
Working paper / National Bureau of Economic Research, Inc.
15
Applied economics letters
14
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Cambridge working papers in economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
2
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
3
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:
4
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
5
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
8
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
9
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->