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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"European University Institute / Department of Economics"
~language:"eng"
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Volatilität
Zeitreihenanalyse
Estimation theory
36
Schätztheorie
36
Theorie
20
Theory
20
Time series analysis
16
Estimation
4
Schätzung
4
Forecasting model
3
Modellierung
3
Prognoseverfahren
3
Saisonale Schwankungen
3
Sampling
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Schock
3
Scientific modelling
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Seasonal variations
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Shock
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VAR-Modell
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Dauer
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Duration
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Duration analysis
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Familie
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Family
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Forecast
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Kointegration
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Market microstructure
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Marktmikrostruktur
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Statistische Bestandsanalyse
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Arbeitspapier
15
Working Paper
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Graue Literatur
10
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10
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English
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Maravall Herrero, Agustín
7
Gómez, Víctor
4
Souza, Leonardo Rocha
3
Fernandes, Marcelo
2
Grammig, Joachim
2
Mizon, Grayham E.
2
Fiorentini, Gabriele
1
Franses, Philip Hans
1
Gallo, Giampiero M.
1
Haldrup, Niels
1
Hendry, David F.
1
Pacini, Barbara
1
Peña, Daniel
1
Planas, Christophe
1
Smith, Jeremy
1
Souza, Reinaldo Castro
1
Veiga, Alvaro
1
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
European University Institute / Department of Economics
National Bureau of Economic Research
54
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Umeå universitet
12
Birkbeck College / Department of Economics
8
Centre for Quantitative Economics & Computing
8
Umeå Universitet / Institutionen för Nationalekonomi
5
State University of New York at Albany / Department of Economics
4
University of Exeter / Department of Economics
4
European University Institute / Department of Law
3
London School of Economics and Political Science
3
Rodney L. White Center for Financial Research
3
University of Chicago / Graduate School of Business
3
University of New England / Department of Econometrics
3
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Chicago / Graduate School of Business / Department of Economics
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Econometrics Conference <1995, Melbourne>
1
Federal Reserve Bank of Cleveland
1
Forschungsinstitut zur Zukunft der Arbeit
1
Franco-Belgian Meeting of Statisticians <3, 1982, Rouen>
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EUI working paper / ECO
12
Ensaios econômicos
5
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ECONIS (ZBW)
17
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Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
Saved in:
2
Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
Saved in:
3
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
4
Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
Saved in:
5
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
Saved in:
6
Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
-
1995
Persistent link: https://www.econbiz.de/10000929236
Saved in:
7
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
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8
Progressive modelling of macroeconomic time series : the LSE methodology
Mizon, Grayham E.
-
1995
Persistent link: https://www.econbiz.de/10013420265
Saved in:
9
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
10
On the interactions of unit roots and exogeneity
Hendry, David F.
-
1994
Persistent link: https://www.econbiz.de/10013420250
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