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subject:"Wechselkurs"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Stochastischer Prozess"
~type_genre:"Fallstudiensammlung"
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Search: subject_exact:"Estimation"
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Wechselkurs
Stochastischer Prozess
Estimation
364
Schätzung
364
Theorie
161
Theory
161
Estimation theory
127
Schätztheorie
127
USA
99
United States
99
Time series analysis
94
Zeitreihenanalyse
94
Nichtparametrisches Verfahren
62
Nonparametric statistics
62
Volatility
61
Volatilität
61
Forecasting model
50
Prognoseverfahren
50
Capital income
45
Kapitaleinkommen
45
Regression analysis
40
Regressionsanalyse
40
Börsenkurs
31
Share price
31
Bayes-Statistik
27
Bayesian inference
27
Panel
26
Panel study
26
Stochastic process
25
Causality analysis
23
Factor analysis
23
Kausalanalyse
23
Faktorenanalyse
22
VAR model
22
VAR-Modell
22
Statistical distribution
20
Statistische Verteilung
20
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19
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19
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18
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Article
41
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Article in journal
Fallstudiensammlung
Aufsatz in Zeitschrift
41
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English
41
Author
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Chan, Joshua
2
Li, Jia
2
Li, Wai Keung
2
Mumtaz, Haroon
2
Tauchen, George Eugene
2
Baillie, Richard T.
1
Banerjee, S.
1
Bianchi, Daniele
1
Bollerslev, Tim
1
Casarin, Roberto
1
Chaves, Leonardo Salim Saker
1
Cheung, Yin-Wong
1
Chung, Chae-shick
1
Demircan, Hamza
1
Drost, Feike C.
1
Erlandsson, Ulf G.
1
Feldkircher, Martin
1
Fong, Wai-mun
1
Franses, Philip Hans
1
Fridman, Moshe
1
Gelfand, Alan E.
1
Gouriéroux, Christian
1
Guidolin, Massimo
1
Guo, Dajiang
1
Hadri, Kaddour
1
Hall, Alastair R.
1
Harris, Lawrence E.
1
Hautsch, Nikolaus
1
Hong, Yongmiao
1
Hsieh, David A.
1
Huber, Florian
1
Hurn, Stan
1
Ignatieva, Ekaterina
1
Johnson, Timothy C.
1
Kee, Koh Seng
1
Kim, Donggyu
1
Knight, John Ross
1
Lam, Kin
1
Li, Mengheng
1
Lin, Huidi
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
100
Applied economics
84
Economic modelling
65
International review of economics & finance : IREF
56
Journal of econometrics
52
International journal of finance & economics : IJFE
46
Applied economics letters
45
International journal of economics and financial issues : IJEFI
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
The North American journal of economics and finance : a journal of financial economics studies
41
Applied financial economics
40
Journal of international financial markets, institutions & money
38
Energy economics
34
Journal of banking & finance
34
The empirical economics letters : a monthly international journal of economics
33
Open economies review
31
Econometric reviews
29
International journal of forecasting
29
Journal of international economics
28
Economics letters
27
International journal of economics and finance
26
International review of financial analysis
26
Journal of empirical finance
26
Finance research letters
25
Journal of applied econometrics
25
The European journal of finance
25
Journal of risk and financial management : JRFM
24
International Journal of Energy Economics and Policy : IJEEP
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Cogent economics & finance
20
Research in international business and finance
19
Journal of economic dynamics & control
18
Journal of macroeconomics
18
Global finance journal
17
International economic journal
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The International trade journal
16
The journal of futures markets
16
Economic systems
15
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ECONIS (ZBW)
41
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1
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
2
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
3
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
4
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
5
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
7
A new approach to identifying the real effects of uncertainty shocks
Shin, Minchul
;
Zhong, Molin
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012262481
Saved in:
8
Adaptive shrinkage in Bayesian vector autoregressive models
Huber, Florian
;
Feldkircher, Martin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10012175868
Saved in:
9
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
10
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
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