//--> //--> //--> //-->
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:"Volatilität"
~isPartOf:"Working paper"
~subject:"Monte-Carlo-Simulation"
~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
Share price
Volatilität
Monte-Carlo-Simulation
Estimation theory
122
Schätztheorie
122
Theorie
34
Theory
34
Estimation
30
Schätzung
30
Time series analysis
18
Zeitreihenanalyse
18
Regression analysis
15
Regressionsanalyse
15
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Forecasting model
10
Prognoseverfahren
10
Statistical test
10
Statistischer Test
10
Bayes-Statistik
9
Bayesian inference
9
Panel
9
Panel study
9
VAR model
9
VAR-Modell
9
Correlation
8
Korrelation
8
Monte Carlo simulation
7
Capital income
6
IV-Schätzung
6
Induktive Statistik
6
Instrumental variables
6
Kapitaleinkommen
6
Statistical distribution
6
Statistical inference
6
Statistische Verteilung
6
Stochastic process
6
Stochastischer Prozess
6
USA
6
United States
6
Börsenkurs
5
Maximum likelihood estimation
5
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Graue Literatur
Non-commercial literature
15
Arbeitspapier
14
Working Paper
14
Language
All
English
15
Author
All
Kapetanios, George
4
Yu, Jun
2
Alfelt, Gustav
1
Blake, Andrew P.
1
Bodnar, Taras
1
Bollerslev, Tim
1
Brailsford, Timothy J.
1
Carriero, Andrea
1
Chen, Han
1
Craig, Ben R.
1
Doz, Catherine
1
Faff, Robert W.
1
Fei, Yijie
1
Gefang, Deborah
1
Hong, Sanghyun
1
Javed, Farrukh
1
Keller, Joachim G.
1
Koop, Gary
1
Li, Jia
1
Marcellino, Massimiliano
1
Mikkelsen, Hans Ole Æ.
1
Nyholm, Ken
1
Pesaran, M. Hashem
1
Petronevich, Anna
1
Phillips, Peter C. B.
1
Poon, Aubrey
1
Reed, W. Robert
1
Shi, Shuping
1
Søndergaard Rasmussen, Nicki
1
Tyrcha, Joanna
1
more ...
less ...
Published in...
All
Working paper
Discussion paper / Tinbergen Institute
43
CREATES research paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Working paper / Department of Econometrics and Business Statistics, Monash University
17
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
SFB 649 discussion paper
10
Cambridge working papers in economics
9
Discussion paper series / IZA
9
CESifo working papers
8
Discussion paper
8
Working papers
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
KBI
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
CORE discussion paper : DP
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Discussion papers / CEPR
6
Documento de trabajo
6
Economics working paper
6
Staff reports / Federal Reserve Bank of New York
6
Working paper series
6
CORE discussion papers : DP
5
Cambridge-INET working papers
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion papers of interdisciplinary research project 373
5
ERID working paper
5
GRIPS discussion papers
5
IES working paper
5
Série des documents de travail
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working papers / Rutgers University, Department of Economics
5
Cowles Foundation discussion paper
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper series
4
Discussion papers in economics
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Finance and economics discussion series
4
Research paper series / Swiss Finance Institute
4
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
4
Using monte carlo experiments to select meta-analytic estimators
Hong, Sanghyun
;
Reed, W. Robert
-
2020
-
Revision
Persistent link: https://www.econbiz.de/10012426564
Saved in:
5
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
6
On the consistency of the two-step estimates of the MS-DFM : a Monte Carlo study
Doz, Catherine
;
Petronevich, Anna
-
2017
Persistent link: https://www.econbiz.de/10011751519
Saved in:
7
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671721
Saved in:
8
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
9
Testing the martingale difference hypothesis using neural network approximations
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003475296
Saved in:
10
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->