//--> //--> //--> //-->
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:"Theory"
subject:"USA"
~person:"Dijk, Dick van"
~person:"Ghysels, Eric"
~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
Theory
USA
Estimation theory
27
Schätztheorie
27
Theorie
16
Time series analysis
7
Zeitreihenanalyse
7
Volatility
6
Volatilität
6
Forecasting model
5
Prognoseverfahren
5
Statistical distribution
4
Statistische Verteilung
4
Estimation
3
Risiko
3
Risk
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Capital income
2
Cointegration
2
Density forecast evaluation
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
Kointegration
2
Qualitative Methode
2
Qualitative method
2
Statistical theory
2
Statistische Methodenlehre
2
United States
2
Wechselkurs
2
1929-2010
1
1980-2008
1
1986-1995
1
Aktienindex
1
Aktienmarkt
1
Bruttoinlandsprodukt
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
18
Graue Literatur
18
Working Paper
18
Article in journal
13
Aufsatz in Zeitschrift
13
Amtsdruckschrift
3
Government document
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
18
Author
All
Dijk, Dick van
Ghysels, Eric
Härdle, Wolfgang
55
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
23
Gouriéroux, Christian
22
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Kleibergen, Frank
18
Stahlecker, Peter
18
McAleer, Michael
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Diebold, Francis X.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Vella, Francis
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Mammen, Enno
11
Robinson, Peter M.
11
Teräsvirta, Timo
11
Gómez, Víctor
10
more ...
less ...
Published in...
All
Report / Econometric Institute, Erasmus University Rotterdam
5
Discussion paper / Tinbergen Institute
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
CORE discussion paper : DP
1
Econometric Institute research papers
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003739119
Saved in:
2
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
3
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
Saved in:
4
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
5
A multivariate STAR analysis of the relationship between money and output
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001526112
Saved in:
6
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
7
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
8
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
Saved in:
9
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->