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subject:"Volatility"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Volatility
Estimation theory
258
Schätztheorie
258
Time series analysis
83
Zeitreihenanalyse
83
Theorie
68
Theory
68
Estimation
30
Schätzung
30
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Regression analysis
20
Regressionsanalyse
20
Bootstrap approach
19
Bootstrap-Verfahren
19
Cointegration
19
Kointegration
19
Statistical test
18
Statistischer Test
18
Stochastischer Prozess
18
ARCH model
17
ARCH-Modell
17
Volatilität
17
Forecasting model
12
Prognoseverfahren
12
VAR model
12
VAR-Modell
12
Induktive Statistik
11
Panel
11
Panel study
11
Statistical inference
11
Bayes-Statistik
10
Bayesian inference
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
USA
10
United States
10
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8
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8
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30
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30
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30
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English
31
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Teräsvirta, Timo
4
Nielsen, Morten Ørregaard
3
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Kristensen, Dennis
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Amado, Cristina
1
Andersen, Torben
1
Brüggemann, Ralf
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Eratalay, M. Hakan
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Jentsch, Carsten
1
Kanaya, Shin
1
Kandji, Baye Matar
1
Kang, Jian
1
Kruse, Robinson
1
Lapitskaya, Darya
1
Mancini, Cecilia
1
Melino, Angelo
1
Neri, Luca
1
Nielsen, Frank
1
Nõu, Anders
1
Parra-Alvarez, Juan Carlos
1
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CREATES research paper
Working paper series
Discussion paper / Tinbergen Institute
37
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Cowles Foundation discussion paper
13
Discussion papers of interdisciplinary research project 373
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
NBER Working Paper
9
Working paper
9
Working paper / National Bureau of Economic Research, Inc.
8
Working papers
8
NBER working paper series
7
Discussion paper
6
Documento de trabajo
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
CORE discussion papers : DP
5
Cambridge working papers in economics
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / CEPR
5
Discussion papers in economics
5
GRIPS discussion papers
5
KBI
5
Série des documents de travail
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working papers / Rutgers University, Department of Economics
5
Working papers / TSE : WP
5
CEMFI working paper
4
Cambridge-INET working papers
4
Chicago Booth Research Paper
4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper series / LSE Financial Markets Group
4
ERID working paper
4
EUI working paper / ECO
4
Finance and economics discussion series
4
IES working paper
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Bank of England Working Paper
3
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ECONIS (ZBW)
31
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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
Iterated Function Systems driven by non independent sequences : structure and inference
Kandji, Baye Matar
-
2022
Persistent link: https://www.econbiz.de/10013162000
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
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
Drift burst test statistic in a pure jump semimartingale model
Mancini, Cecilia
-
2021
Persistent link: https://www.econbiz.de/10013347728
Saved in:
9
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
10
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
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