//--> //--> //--> //-->
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"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Frankreich"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Frankreich
Estimation theory
312
Schätztheorie
312
Theorie
173
Theory
173
Zeitreihenanalyse
51
Estimation
30
Schätzung
30
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Volatility
25
Volatilität
25
ARCH model
22
ARCH-Modell
22
Capital income
19
Kapitaleinkommen
19
Statistical distribution
18
Statistische Verteilung
18
Regression analysis
16
Regressionsanalyse
16
Stochastic process
15
Stochastischer Prozess
15
Portfolio selection
14
Portfolio-Management
14
Forecasting model
13
Prognoseverfahren
13
Sampling
13
Stichprobenerhebung
13
Börsenkurs
12
Maximum likelihood estimation
12
Share price
12
Autocorrelation
11
Autokorrelation
11
Maximum-Likelihood-Schätzung
11
Markov chain
10
Markov-Kette
10
Statistical theory
10
Statistische Methodenlehre
10
Bayes-Statistik
9
Bayesian inference
9
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Book / Working Paper
33
Article
24
Type of publication (narrower categories)
All
Arbeitspapier
33
Working Paper
33
Graue Literatur
28
Non-commercial literature
28
Amtsdruckschrift
24
Government document
24
Article in journal
23
Aufsatz in Zeitschrift
23
more ...
less ...
Language
All
English
57
Author
All
Gouriéroux, Christian
6
Zakoïan, Jean-Michel
5
Broze, Laurence
4
Guégan, Dominique
4
Comte, Fabienne
3
Jasiak, Joann
3
Scaillet, Olivier
3
Francq, Christian
2
Guerre, Emmanuel
2
Hardouin, C.
2
Kim, Chang-Jin
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Abowd, John M.
1
Adda, Jérôme
1
Amado, Cristina
1
Astill, Sam
1
Babsiri, Mohamed el
1
Baillie, Richard
1
Ball, Clifford A.
1
Bardet, Jean-Marc
1
Berens, Tobias
1
Berg, Gerard J. van den
1
Billio, Monica
1
Bisaglia, Luisa
1
Bohn Nielsen, Heino
1
Breitung, Jörg
1
Burridge, Peter
1
Campbell, John Y.
1
Chambers, Marcus J.
1
Creel, Michael D.
1
D'Haultfœuille, Xavier
1
Dark, Jonathan
1
Darolles, Serge
1
Delecroix, Michel
1
Dell, Fabien
1
Dolatabadi, Sepideh
1
more ...
less ...
Published in...
All
Journal of empirical finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
308
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Economics letters
135
Discussion paper / Tinbergen Institute
100
Econometric reviews
88
International journal of forecasting
63
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
49
Econometrics : open access journal
47
NBER Working Paper
42
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of time series econometrics
39
The econometrics journal
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Applied economics
35
Economic modelling
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of the American Statistical Association : JASA
34
Computational economics
31
EUI working paper / ECO
31
Journal of applied econometrics
31
NBER working paper series
30
SFB 649 discussion paper
26
Oxford bulletin of economics and statistics
24
Working paper series
24
LSE STICERD Research Paper
23
Technical working paper / National Bureau of Economic Research
23
Working paper
23
Working paper / National Bureau of Economic Research, Inc.
23
Discussion paper / Centre for Economic Forecasting
22
NBER technical working paper series
22
Discussion paper
21
Discussion paper / Center for Economic Research, Tilburg University
21
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
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
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:
3
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
4
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
5
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
6
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
7
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
8
Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
Saved in:
9
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
10
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->