//--> //--> //--> //-->
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:"Time series analysis"
subject:"United States"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
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
Time series analysis
United States
Estimation
Estimation theory
142
Schätztheorie
142
Zeitreihenanalyse
53
Theorie
49
Theory
48
Schätzung
26
Volatility
23
Volatilität
23
Capital income
19
Kapitaleinkommen
19
Forecasting model
16
Prognoseverfahren
16
ARCH model
15
ARCH-Modell
15
Autocorrelation
11
Autokorrelation
11
Portfolio selection
11
Portfolio-Management
11
Stochastic process
11
Stochastischer Prozess
11
Börsenkurs
10
Share price
10
Statistical distribution
9
Statistische Verteilung
9
Yield curve
8
Zinsstruktur
8
Cointegration
7
Correlation
7
Kointegration
7
Korrelation
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Sampling
7
Stichprobenerhebung
7
USA
7
CAPM
6
Statistical test
6
more ...
less ...
Online availability
All
Undetermined
17
Free
4
Type of publication
All
Article
43
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
74
Author
All
Maravall Herrero, Agustín
10
Gómez, Víctor
7
Maravall, Agustín
4
Haldrup, Niels
3
Mizon, Grayham E.
3
Satchell, Stephen
3
Baillie, Richard
2
Chang, Dongkoo
2
Ermini, Luigi
2
Fiorentini, Gabriele
2
Franses, Philip Hans
2
Hendry, David F.
2
Johansen, Søren
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Peña, Daniel
2
Planas, Christophe
2
Rahbek, Anders
2
Schaumburg, Ernst
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Acconcia, Antonio
1
Agosto, Arianna
1
Ahn, Seung Chan
1
Allen, David
1
Amado, Cristina
1
Astill, Sam
1
Ball, Clifford A.
1
Banerjee, Anindya
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Chambers, Marcus J.
1
Chan, Chia-ying
1
Chang, Tong-gu
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
12
European University Institute / Department of Law
3
Published in...
All
EUI working paper / ECO
Journal of empirical finance
Journal of econometrics
488
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
285
Economics letters
236
Econometric theory
178
Econometric reviews
123
Discussion paper / Tinbergen Institute
122
Applied economics letters
94
NBER Working Paper
86
Journal of applied econometrics
82
Working paper / Department of Econometrics and Business Statistics, Monash University
80
International journal of forecasting
79
Applied economics
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
NBER working paper series
75
CREATES research paper
71
Economic modelling
70
CEMMAP working papers / Centre for Microdata Methods and Practice
68
Journal of forecasting
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Working paper / National Bureau of Economic Research, Inc.
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
63
Discussion paper series / IZA
62
Econometrics : open access journal
62
The econometrics journal
62
Journal of the American Statistical Association : JASA
58
The review of economics and statistics
56
Working paper
52
Discussion paper
50
Cowles Foundation discussion paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Computational economics
43
CESifo working papers
40
Journal of time series econometrics
40
Journal of banking & finance
39
Quantitative economics : QE ; journal of the Econometric Society
38
SFB 649 discussion paper
38
Oxford bulletin of economics and statistics
37
Technical working paper / National Bureau of Economic Research
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
more ...
less ...
Source
All
ECONIS (ZBW)
74
Showing
1
-
10
of
74
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
4
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
5
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
6
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
7
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
8
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
9
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
10
Mafia and public spending : evidence on the fiscal multiplier from a quasi-experiment
Acconcia, Antonio
;
Corsetti, Giancarlo
;
Simonelli, Saverio
-
2011
Persistent link: https://www.econbiz.de/10009405340
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->