//--> //--> //-->
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:"Statistical theory"
subject:"Statistische Methodenlehre"
~isPartOf:"CREATES research paper"
~person:"Teräsvirta, Timo"
~subject:"ARCH-Modell"
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
Statistical theory
Statistische Methodenlehre
ARCH-Modell
Estimation theory
11
Schätztheorie
11
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
5
Nichtlineare Regression
4
Nonlinear regression
4
Volatility
4
Volatilität
4
Autocorrelation
3
Autokorrelation
3
Multivariate Analyse
3
Multivariate analysis
3
Statistical test
3
Statistischer Test
3
VAR model
3
VAR-Modell
3
Börsenkurs
2
Correlation
2
Estimation
2
Korrelation
2
Schätzung
2
Share price
2
Australia
1
Australien
1
Changing seasonality
1
Cointegration
1
Deterministically varying correlation
1
Gaussian process
1
Kointegration
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
QLR test statistic
1
Regression analysis
1
Regressionsanalyse
1
STAR model
1
Saisonale Schwankungen
1
Saisonkomponente
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
5
Author
All
Teräsvirta, Timo
Silvennoinen, Annastiina
3
Nielsen, Morten Ørregaard
2
Pedersen, Rasmus Søndergaard
2
Rahbek, Anders
2
Amado, Cristina
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Demetrescu, Matei
1
Grassi, Stefano
1
Hall, Anthony D.
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Kruse-Becher, Robinson
1
Lange, Theis
1
Noël, Antoine L.
1
Taylor, Robert
1
Tolver Jensen, Anders
1
Violante, Francesco
1
Wade, Glen
1
Yin, Meiqun
1
more ...
less ...
Published in...
All
CREATES research paper
Econometric reviews
4
Econometrics : open access journal
2
Arbeidsnotat / Norges Bank
1
Arbeidsnotat / Norges Bank / Norges Bank
1
CEA_372Cass working paper series
1
Discussion paper / Tinbergen Institute
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
NCER working paper series
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working paper series in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
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:
3
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:
4
A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
-
2014
Persistent link: https://www.econbiz.de/10010237808
Saved in:
5
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->