//--> //--> //-->
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:"Exchange rate"
subject:"Stochastic process"
~isPartOf:"Handbook of financial time series"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Stochastic process
Estimation theory
14
Schätztheorie
14
Time series analysis
7
Zeitreihenanalyse
7
Volatility
6
Volatilität
6
Stochastischer Prozess
5
ARCH model
4
ARCH-Modell
4
Estimation
4
Schätzung
4
Deutschland
2
Germany
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Metal market
2
Metallmarkt
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
ARMA model
1
ARMA-Modell
1
Analysis
1
Börsenkurs
1
Financial market
1
Finanzmarkt
1
Induktive Statistik
1
Japan
1
Mathematical analysis
1
Option pricing theory
1
Optionspreistheorie
1
Sampling
1
Share price
1
Statistical inference
1
Stichprobenerhebung
1
Wechselkurs
1
Welt
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz im Buch
6
Book section
6
Language
All
English
6
Author
All
Asai, Manabu
1
Chib, Siddhartha
1
Franke, Jürgen
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Kreiß, Jens-Peter
1
Mammen, Enno
1
Omori, Yasuhiro
1
Phillips, Peter C. B.
1
Renault, Eric
1
Sørensen, Michael
1
Yu, Jun
1
more ...
less ...
Published in...
All
Handbook of financial time series
Journal of econometrics
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Discussion paper / Tinbergen Institute
25
Economics letters
20
Econometric reviews
18
Economic modelling
18
CREATES research paper
15
Econometric theory
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
European journal of operational research : EJOR
13
Cowles Foundation discussion paper
12
Journal of empirical finance
12
Mathematics of operations research
11
Discussion paper
10
Discussion papers of interdisciplinary research project 373
10
Operations research
10
SFB 649 discussion paper
10
Computational economics
9
Journal of applied econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Econometrics : open access journal
8
Insurance / Mathematics & economics
8
International journal of economics and financial issues : IJEFI
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
NBER Working Paper
8
Quantitative finance
8
Working paper / National Bureau of Economic Research, Inc.
8
International journal of theoretical and applied finance
7
Journal of banking & finance
7
Journal of forecasting
7
Journal of mathematical finance
7
Journal of productivity analysis
7
Journal of risk and financial management : JRFM
7
NBER working paper series
7
Risks : open access journal
7
Asia-Pacific financial markets
6
International economic journal
6
International journal of forecasting
6
International journal of production research
6
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
2
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
3
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
4
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
5
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael
- In:
Handbook of financial time series
,
(pp. 531-553)
.
2009
Persistent link: https://www.econbiz.de/10003834179
Saved in:
6
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->