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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Share price
ARCH model
Kapitaleinkommen
Estimation theory
436
Schätztheorie
436
Theorie
131
Theory
131
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Regression analysis
64
Regressionsanalyse
64
Panel
56
Panel study
56
Statistical test
56
Statistischer Test
56
Estimation
54
Schätzung
54
Method of moments
35
Momentenmethode
35
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29
Statistical theory
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27
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24
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23
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23
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22
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22
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22
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22
Monte Carlo simulation
21
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21
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21
Statistische Verteilung
21
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Kleinste-Quadrate-Methode
18
Least squares method
18
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16
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Article in journal
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English
18
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Teräsvirta, Timo
3
Amado, Cristina
1
Bermudez, P. de Zea
1
Brownlees, Christian
1
Catani, Paul
1
Chua, Chew Lian
1
Fermanian, Jean-David
1
Galbraith, John W.
1
Halunga, Andreea G.
1
Hansen, Peter Reinhard
1
Heuvel, Edwin R. van den
1
Jensen, Søren Tolver
1
Lange, Theis
1
Large, Jeremy
1
Li, Chenxue
1
Lunde, Asger
1
Maasoumi, Esfandiar
1
Marín, J. Miguel
1
McAleer, Michael
1
Medeiros, Marcelo C.
1
Mendes, Eduardo F.
1
Nualart, Eulalia
1
Orme, Chris D.
1
Peng, Liang
1
Poignard, Benjamin
1
Rahbek, Anders
1
Regis, Marta
1
Savva, Christos S.
1
Serra, Paulo
1
Shadat, Wasel
1
Silvennoinen, Annastiina
1
Sun, Yucheng
1
Tsiaplias, Sarantis
1
Veiga, Helena
1
Wang, Xuexin
1
Wright, Jonathan H.
1
Yin, Meiqun
1
Zhang, Rongmao
1
Zhu, Jingmei
1
Zinde-Walsh, Victoria
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Econometric reviews
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Econometric theory
37
Economics letters
32
Journal of empirical finance
29
Finance research letters
25
Journal of banking & finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of forecasting
20
Economic modelling
16
International journal of forecasting
16
The econometrics journal
16
Journal of risk
15
Journal of risk and financial management : JRFM
15
International journal of economics and financial issues : IJEFI
14
Journal of financial and quantitative analysis : JFQA
14
Journal of financial econometrics
14
Econometrics : open access journal
13
Applied economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of finance : the journal of the American Finance Association
12
Computational economics
11
Journal of mathematical finance
11
Journal of time series econometrics
11
Quantitative finance
11
The European journal of finance
11
The review of financial studies
11
Applied economics letters
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
International review of financial analysis
10
Journal of economic dynamics & control
10
Journal of financial economics
10
Review of quantitative finance and accounting
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The journal of business : B
8
Applied financial economics
7
Cogent economics & finance
7
International journal of economics and finance
7
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ECONIS (ZBW)
18
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1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
3
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
4
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
5
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
6
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
7
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
8
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
9
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
10
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
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