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subject:"USA"
subject:"Volatilität"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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USA
Volatilität
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
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Statistical test
11
Statistischer Test
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Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
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Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Stochastic process
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Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
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Prognoseverfahren
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cointegration
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Nichtlineare Regression
7
Nonlinear regression
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Statistical distribution
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Statistische Verteilung
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Structural break
7
Strukturbruch
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VAR model
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VAR-Modell
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Einheitswurzeltest
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English
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Enders, Walter
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Candelon, Bertrand
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Escribano, Álvaro
1
Falk, Barry
1
Flachaire, Emmanuel
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Haurin, Donald R.
1
Hou, Weijie
1
Jensen, Mark J.
1
Jong, Robert M. de
1
Kalyvitēs, Sarantēs
1
Kok Haur Ng
1
Kraicová, Lucie
1
Lee, Kyungsub
1
Li, Jing
1
Licht, Adrian
1
Lieb, Lenard
1
Lu, Renjie
1
Niu, Wei-fang
1
Paccagnini, Alessia
1
Panopulu, Aikaterinē
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Peiris, Shelton
1
Péguin-Feissolle, Anne
1
Siklos, Pierre L.
1
Silvennoinen, Annastiina
1
Song, Yuping
1
Staněk, Filip
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Teräsvirta, Timo
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
The review of economics and statistics
44
Economics letters
42
Working paper / National Bureau of Economic Research, Inc.
39
Discussion paper / Tinbergen Institute
31
Econometric reviews
28
Journal of applied econometrics
26
CREATES research paper
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
International journal of forecasting
24
Journal of empirical finance
24
American journal of agricultural economics
20
Econometric theory
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Applied economics
18
Economic modelling
18
Journal of banking & finance
18
The journal of futures markets
18
Journal of forecasting
17
Journal of financial and quantitative analysis : JFQA
16
NBER working paper series
16
The journal of finance : the journal of the American Finance Association
16
Quantitative finance
15
The econometrics journal
15
The review of financial studies
15
Finance research letters
14
International journal of theoretical and applied finance
14
Discussion paper / Centre for Economic Policy Research
13
Journal of financial econometrics
13
Technical working paper / National Bureau of Economic Research
13
Discussion paper series / IZA
12
Journal of macroeconomics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of money, credit and banking : JMCB
10
Journal of risk and financial management : JRFM
10
NBER Working Paper
10
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
5
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
6
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
7
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
8
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
9
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
10
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
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