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subject:"United Kingdom"
~isPartOf:"CREATES research paper"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Prognoseverfahren
Stochastic process
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
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
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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Free
27
Type of publication
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Book / Working Paper
27
Type of publication (narrower categories)
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Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Language
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English
27
Author
All
Bennedsen, Mikkel
3
Lunde, Asger
3
Barndorff-Nielsen, Ole E.
2
Hillebrand, Eric
2
Kristensen, Dennis
2
Lee, Tae-hwy
2
Nielsen, Morten Ørregaard
2
Pakkanen, Mikko S.
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Veraart, Almut E. D.
2
Andersen, Torben
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Floor Brix, Anne
1
Grassi, Stefano
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hounyo, Ulrich
1
Kanaya, Shin
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kristensen, Johannes Tang
1
Lahiri, Kajal
1
Medeiros, Marcelo C.
1
Neri, Luca
1
Nielsen, Frank
1
Osterrieder, Daniela
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Rossi, Eduardo
1
Réveillac, Anthony
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Shephard, Neil G.
1
Sørensen, Michael
1
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Published in...
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CREATES research paper
Journal of econometrics
165
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
74
Economics letters
48
Discussion paper / Tinbergen Institute
43
Economic modelling
32
Journal of empirical finance
30
Econometric reviews
29
Econometric theory
27
Working paper
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Journal of banking & finance
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
European journal of operational research : EJOR
23
Discussion paper
22
Journal of applied econometrics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Insurance / Mathematics & economics
21
NBER working paper series
20
Quantitative finance
20
The econometrics journal
20
Oxford bulletin of economics and statistics
19
Computational economics
18
Finance research letters
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
NBER Working Paper
18
Applied economics
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Journal of the American Statistical Association : JASA
17
Cowles Foundation discussion paper
16
Journal of risk and financial management : JRFM
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of financial econometrics
15
Risks : open access journal
15
SFB 649 discussion paper
15
Working paper / National Bureau of Economic Research, Inc.
15
Econometrics : open access journal
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
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ECONIS (ZBW)
27
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
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:
5
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:
6
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
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
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
9
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:
10
Unbalanced regressions and the predictive equation
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
-
2015
Persistent link: https://www.econbiz.de/10011516995
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