//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~person:"Hafner, Christian M."
~person:"Koopman, Siem Jan"
~subject:"Bayesian inference"
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
Volatility
Bayesian inference
Estimation theory
28
Schätztheorie
28
Time series analysis
14
Zeitreihenanalyse
14
Volatilität
10
ARCH model
6
ARCH-Modell
6
Estimation
5
Forecasting model
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Prognoseverfahren
5
Schätzung
5
Correlation
4
Korrelation
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Multivariate Analyse
4
Multivariate analysis
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Consistency
3
Kalman filter
3
State space model
3
Zustandsraummodell
3
Asymptotic normality
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Börsenkurs
2
Causality analysis
2
Importance sampling
2
Invertibility
2
Kausalanalyse
2
Linear algebra
2
Lineare Algebra
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Aufsatz in Zeitschrift
12
Aufsatz im Buch
2
Book section
2
Bibliografie enthalten
1
Bibliography included
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
12
Author
All
Hafner, Christian M.
Koopman, Siem Jan
Kumar, Dilip
16
Maheswaran, S.
14
Tsionas, Efthymios G.
13
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Zhang, Xibin
9
Zhang, Xinyu
9
Teräsvirta, Timo
8
Andersen, Torben
7
Francq, Christian
7
Kim, Donggyu
7
Koop, Gary
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Allenby, Greg M.
6
Fan, Jianqing
6
Gallant, A. Ronald
6
Han, Xiaoyi
6
Wang, Yazhen
6
Bauwens, Luc
5
Bollerslev, Tim
5
Elliott, Robert J.
5
Ghysels, Eric
5
Jing, Bingyi
5
Lopes, Hedibert Freitas
5
Simoni, Anna
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Ardia, David
4
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Chaturvedi, Anoop
4
Clements, Adam
4
Doppelhofer, Gernot
4
Dunson, David B.
4
Fičura, Milan
4
more ...
less ...
Published in...
All
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Economics letters
1
Finance and stochastics
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
2
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
3
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
4
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
5
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
6
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
7
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
8
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
9
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
10
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->