//--> //--> //--> //-->
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:"Stochastic process"
subject:"Volatility"
~isPartOf:"Applied economics"
~subject:"Time series analysis"
~subject:"Unit root test"
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
Stochastic process
Volatility
Time series analysis
Unit root test
Estimation theory
173
Schätztheorie
173
Theorie
49
Theory
49
Estimation
43
Schätzung
43
Zeitreihenanalyse
35
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
USA
12
United States
12
Panel
11
Panel study
11
Regression analysis
11
Regressionsanalyse
11
ARCH model
10
ARCH-Modell
10
Cointegration
10
Kointegration
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Einheitswurzeltest
9
Forecasting model
9
Prognoseverfahren
9
Welt
9
World
9
Consumption theory
7
Economic growth
7
Kaufkraftparität
7
Konsumtheorie
7
National income
7
Nationaleinkommen
7
Purchasing power parity
7
Statistical distribution
7
Statistische Verteilung
7
Wirtschaftswachstum
7
Sampling
6
Stichprobenerhebung
6
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
43
Author
All
Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Moosa, Imad A.
2
Abutaleb, Ahmed S.
1
Ahmad, Yamin
1
Aoki, Takaaki
1
Ayala, Astrid Loretta
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Barnett, William A.
1
Bianchi, Marco
1
Bonham, Carl Stanley
1
Burns, Kelly
1
Caporale, Tony
1
Charbonneau, Alain
1
Chen, Li-Hsueh
1
Chen, W. D.
1
Choudhary, M. Ali
1
Chun, Sungju
1
Chung, Sang-Kuck
1
Darvas, Zsolt M.
1
Dropsy, Vincent
1
Dubey, Amlendu Kumar
1
Emirmahmutoglu, Furkan
1
Fabozzi, Frank J.
1
Fanchon, Phillip
1
Gangnes, Byron
1
Granger, C. W. J.
1
Gundlach, Erich
1
Halkos, George E.
1
Hanif, M. Nadim
1
Henneke, Jan S.
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Hyung, Namwon
1
Iqbal, Javed
1
Javed, Farrukh
1
Jeon, Yongil
1
Jung, Hojin
1
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
391
Econometric theory
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
167
Discussion paper / Tinbergen Institute
114
Econometric reviews
101
CREATES research paper
71
International journal of forecasting
70
Journal of forecasting
64
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Applied economics letters
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Cowles Foundation discussion paper
51
Econometrics : open access journal
51
Economic modelling
51
The econometrics journal
50
NBER Working Paper
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
Journal of the American Statistical Association : JASA
41
Journal of time series econometrics
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of empirical finance
40
Computational economics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of applied econometrics
37
SFB 649 discussion paper
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
EUI working paper / ECO
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
NBER working paper series
33
Working paper series
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Oxford bulletin of economics and statistics
27
Working paper / National Bureau of Economic Research, Inc.
27
Discussion paper
25
Discussion paper / Center for Economic Research, Tilburg University
25
Discussion papers of interdisciplinary research project 373
25
Finance research letters
25
LSE STICERD Research Paper
25
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
5
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
6
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
7
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
8
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
9
Re-examination of convergence hypothesis among Indian states in panel stationarity testing framework with structural breaks
Mishra, Ankita
;
Mishra, Vinod
- In:
Applied economics
50
(
2018
)
3
,
pp. 268-286
Persistent link: https://www.econbiz.de/10011846815
Saved in:
10
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->