//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH model"
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
ARCH model
Estimation theory
373
Schätztheorie
373
Theorie
173
Theory
173
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
26
Schätzung
26
ARCH-Modell
21
Regression analysis
21
Regressionsanalyse
21
Stochastischer Prozess
20
Volatilität
20
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Statistical test
17
Statistischer Test
17
Statistical distribution
15
Statistische Verteilung
15
Bootstrap approach
14
Bootstrap-Verfahren
14
Cointegration
14
Kointegration
14
Induktive Statistik
12
Statistical inference
12
USA
12
United States
12
Core
11
Sampling
11
Stichprobenerhebung
11
Forecasting model
10
Prognoseverfahren
10
Statistical theory
10
Statistische Methodenlehre
10
VAR model
10
more ...
less ...
Online availability
All
Free
35
Type of publication
All
Book / Working Paper
52
Type of publication (narrower categories)
All
Arbeitspapier
52
Working Paper
52
Graue Literatur
51
Non-commercial literature
51
Amtsdruckschrift
4
Government document
4
Language
All
English
52
Author
All
Zakoïan, Jean-Michel
8
Francq, Christian
7
Teräsvirta, Timo
6
Nielsen, Morten Ørregaard
5
Silvennoinen, Annastiina
4
Gouriéroux, Christian
3
Jasiak, Joann
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Cavaliere, Giuseppe
2
Kristensen, Dennis
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Pedersen, Rasmus Søndergaard
2
Rahbek, Anders
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Amado, Cristina
1
Andersen, Torben
1
Bertholon, Henri
1
Casas, Isabel
1
Catani, Paul
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Dauxois, Jean-Yves
1
Demetrescu, Matei
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Fermanian, Jean-David
1
Floor Brix, Anne
1
Ghysels, Eric
1
Gijbels, Irène
1
Grassi, Stefano
1
Guerre, Emmanuel
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Horváth, Lajos
1
more ...
less ...
Published in...
All
CREATES research paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Econometric theory
58
Economics letters
48
Discussion paper / Tinbergen Institute
47
Econometric reviews
38
Journal of empirical finance
30
Economic modelling
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
The econometrics journal
23
Finance research letters
21
International journal of forecasting
20
Journal of forecasting
20
Journal of banking & finance
19
Journal of financial econometrics
19
SFB 649 discussion paper
18
Journal of risk and financial management : JRFM
17
Econometrics : open access journal
16
Quantitative finance
16
Computational economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
International journal of theoretical and applied finance
15
Cowles Foundation discussion paper
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
European journal of operational research : EJOR
14
Journal of mathematical finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Applied economics letters
13
Discussion papers of interdisciplinary research project 373
13
International journal of economics and financial issues : IJEFI
13
Journal of risk
13
Journal of time series econometrics
13
Insurance / Mathematics & economics
11
Mathematics of operations research
11
NBER Working Paper
11
Operations research
11
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
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:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
7
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:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->