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type:"article"
type_genre:"Bibliography included"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Statistical distribution
Estimation theory
102
Schätztheorie
102
Time series analysis
49
Zeitreihenanalyse
49
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
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Volatilität
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Regression analysis
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Regressionsanalyse
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Cointegration
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cointegration
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Bekiros, Stelios
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
Huang, Xiao
1
Kok Haur Ng
1
Lee, Kyungsub
1
Paccagnini, Alessia
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Peiris, Shelton
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Pérez, Ana
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Thanakorn Nitithumbundit
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
59
Insurance / Mathematics & economics
43
Econometric theory
24
Economics letters
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Econometric reviews
21
Journal of the American Statistical Association : JASA
17
The econometrics journal
15
European journal of operational research : EJOR
12
Econometrics : open access journal
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International journal of forecasting
10
Statistical papers
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Risks : open access journal
9
Computational economics
8
Journal of empirical finance
8
Journal of financial econometrics
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Applied economics
7
Applied economics letters
7
Astin bulletin : the journal of the International Actuarial Association
7
Finance research letters
7
Journal of banking & finance
7
Journal of mathematical finance
7
Journal of risk
7
Journal of risk and financial management : JRFM
7
The journal of operational risk
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of quality & reliability management
5
Journal of economic inequality
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Scandinavian actuarial journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of statistical and econometric methods
4
Operations research letters
4
Quantitative finance
4
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
3
Annals of financial economics
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1
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
2
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:
3
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca
;
Viroli, Cinzia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Saved in:
4
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
5
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios
;
Paccagnini, Alessia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
Saved in:
6
Quasi-maximum likelihood estimation of multivariate diffusions
Huang, Xiao
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10009739597
Saved in:
7
Estimation of time varying skewness and kurtosis with an application to value at risk
Dark, Jonathan Graeme
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10009514124
Saved in:
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