//--> //--> //--> //-->
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:"Bayes-Statistik"
~subject:"Volatilität"
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: "Studies in nonlinear dynamics and econometrics : SNDE"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Volatilität
Theorie
297
Theory
297
Time series analysis
203
Zeitreihenanalyse
203
Estimation
197
Schätzung
197
Volatility
104
Estimation theory
103
Schätztheorie
103
Nichtlineare Regression
77
Nonlinear regression
77
ARCH model
76
ARCH-Modell
76
USA
73
United States
73
Forecasting model
70
Prognoseverfahren
70
Business cycle
56
Konjunktur
56
Markov chain
53
Markov-Kette
53
Capital income
52
Kapitaleinkommen
52
Cointegration
50
Kointegration
50
Geldpolitik
45
Monetary policy
45
VAR model
43
VAR-Modell
43
Börsenkurs
41
Share price
41
Stochastic process
40
Stochastischer Prozess
40
Bayesian inference
39
Statistical test
39
Statistischer Test
39
Regression analysis
38
Regressionsanalyse
38
more ...
less ...
Online availability
All
Undetermined
131
Free
3
Type of publication
All
Article
135
Type of publication (narrower categories)
All
Article in journal
135
Aufsatz in Zeitschrift
135
Language
All
English
135
Author
All
Blazsek, Szabolcs
2
Chan, Jennifer So Kuen
2
Chan, Joshua
2
Chevallier, Julien
2
Fabozzi, Frank J.
2
Fazzari, Steven M.
2
Goldman, Elena
2
Haas, Markus
2
Jawadi, Fredj
2
Kok Haur Ng
2
Koop, Gary
2
Li, Handong
2
Li, Mingliang
2
Maheu, John M.
2
Morley, James C.
2
Panovska, Irina
2
Peiris, Shelton
2
Račev, Svetlozar T.
2
Serletis, Apostolos
2
Strachan, Rodney W.
2
Tobias, Justin L.
2
Tsurumi, Hiroki
2
Xia, Qiang
2
Abbara, Omar
1
Achim, Alin
1
Aknouche, Abdelhakim
1
Alanya-Beltran, Willy
1
Alexeev, Vitali
1
Anatolyev, Stanislav
1
Andreasen, Martin Møller
1
Audrino, Francesco
1
Avdulaj, Krenar
1
Badescu, Alex
1
Ballocchi, Giuseppe
1
Bampinas, Georgios
1
Barnett, William A.
1
Barunik, Jozef
1
Baruník, Jozef
1
Baur, Dirk G.
1
Bauwens, Luc
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
135
Source
All
ECONIS (ZBW)
135
Showing
61
-
70
of
135
Sort
Relevance
Date (newest first)
Date (oldest first)
61
On the determinants of the 2008 financial crisis : a Bayesian approach to the selection of groups and variables
Chen, Ray-Bing
;
Chen, Yi-Chi
;
Chu, Chi-Hsiang
;
Lee, Kuo-Jung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011897598
Saved in:
62
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
Saved in:
63
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
Saved in:
64
A semiparametric nonlinear quantile regression model for financial returns
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10011650231
Saved in:
65
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:
66
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George
;
Dionysopoulos, Thomas
;
Achim, Alin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
Saved in:
67
Multi-criteria classification for pricing European options
Gradojevic, Nikola
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 123-139
Persistent link: https://www.econbiz.de/10011507441
Saved in:
68
Structural changes in inflation dynamics : multiple breaks at different dates for different parameters
Eo, Yunjong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 211-231
Persistent link: https://www.econbiz.de/10011507522
Saved in:
69
Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
70
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->