//--> //--> //-->
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"
~person:"Bauwens, Luc"
~person:"Silvennoinen, Annastiina"
~type_genre:"Non-commercial literature"
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
Estimation theory
22
Schätztheorie
22
Time series analysis
10
Zeitreihenanalyse
10
Theorie
8
Theory
8
ARCH model
7
ARCH-Modell
7
Correlation
7
Korrelation
7
Volatilität
6
Börsenkurs
5
Share price
5
Analysis of variance
3
Estimation
3
Hadamard exponential matrix
3
Linear algebra
3
Lineare Algebra
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Multivariate Analyse
3
Multivariate analysis
3
Schätzung
3
Statistical theory
3
Statistische Methodenlehre
3
Varianzanalyse
3
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Forecasting
2
Modellierung
2
Scientific modelling
2
Statistical test
2
Statistischer Test
2
Stochastischer Prozess
2
dynamic covariances and correlations
2
modelling volatility
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
8
Graue Literatur
8
Working Paper
8
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
8
Author
All
Bauwens, Luc
Silvennoinen, Annastiina
Koopman, Siem Jan
13
Reiß, Markus
10
Phillips, Peter C. B.
8
Sentana, Enrique
8
Spokojnyj, Vladimir G.
8
Lucas, André
7
Bibinger, Markus
6
Blasques, Francisco
6
Brandt, Michael W.
6
Härdle, Wolfgang
6
Küchler, Uwe
6
Teräsvirta, Timo
6
Christopeit, Norbert
5
Croux, Christophe
5
Diebold, Francis X.
5
Gouriéroux, Christian
5
Hafner, Christian M.
5
Linton, Oliver
5
Rodriguez, Gabriel
5
Strachan, Rodney W.
5
Swanson, Norman R.
5
Alizadeh, Sassan
4
Chan, Joshua
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Gorgi, Paolo
4
Keller, Joachim G.
4
Koop, Gary
4
Leon-Gonzalez, Roberto
4
León-González, Roberto
4
Malec, Peter
4
Massmann, Michael
4
Platen, Eckhard
4
Sibbertsen, Philipp
4
Sluis, Pieter J. van der
4
Tauchen, George Eugene
4
Todorov, Viktor
4
more ...
less ...
Published in...
All
CORE discussion papers : DP
3
CREATES research paper
3
Discussion papers / UCL, Département des Sciences Economiques
1
NCER working paper series
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
5
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
7
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003526529
Saved in:
8
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003538748
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->