//--> //--> //-->
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:"Volatilität"
subject:"Großbritannien"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Großbritannien
Estimation theory
358
Schätztheorie
358
Theorie
104
Theory
104
Time series analysis
79
Zeitreihenanalyse
79
Schätzung
50
Estimation
49
USA
44
United States
44
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Causality analysis
23
Kausalanalyse
23
Regression analysis
22
Regressionsanalyse
22
Volatility
21
Stochastic process
18
Stochastischer Prozess
18
Cointegration
16
Kointegration
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
ARCH model
13
ARCH-Modell
13
Bootstrap approach
13
Bootstrap-Verfahren
13
Forecasting model
13
Prognoseverfahren
13
Statistical test
13
Statistischer Test
13
Nichtlineare Regression
12
Nonlinear regression
12
Impact assessment
11
Induktive Statistik
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Modellierung
11
Scientific modelling
11
more ...
less ...
Online availability
All
Free
17
Undetermined
2
Type of publication
All
Book / Working Paper
26
Type of publication (narrower categories)
All
Arbeitspapier
26
Working Paper
26
Graue Literatur
25
Non-commercial literature
25
Language
All
English
26
Author
All
Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Bekaert, Geert
2
Kristensen, Dennis
2
Alizadeh, Sassan
1
Amado, Cristina
1
Andersen, Torben
1
Ang, Andrew
1
Barndorff-Nielsen, Ole E.
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Burkhauser, Richard V.
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creal, Drew
1
Creel, Michael D.
1
Dai, Qiang
1
Das, Sanjiv R.
1
Demetrescum, Matei
1
Diebold, Francis X.
1
Engel, Charles
1
Ergemen, Yunus Emre
1
Fernández-Villaverde, Jesús
1
Floor Brix, Anne
1
Gijbels, Irène
1
Griliches, Zvi
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hodrick, Robert J.
1
Hounyo, Ulrich
1
Hérault, Nicolas
1
Jakobsen, Johan Stax
1
Jenkins, Stephen
1
Kanaya, Shin
1
Kang, Jian
1
Kim, Chang-jin
1
Kruse, Robinson
1
Lunde, Asger
1
Mairesse, Jacques
1
Marshall, David Aaron
1
more ...
less ...
Published in...
All
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Tinbergen Institute
29
Economics letters
28
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
International journal of forecasting
15
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Oxford bulletin of economics and statistics
13
The econometrics journal
13
Finance research letters
12
Journal of applied econometrics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of forecasting
11
NBER Working Paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Applied economics
9
Discussion paper
9
Discussion paper / A
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Finance and stochastics
8
Working paper
8
Applied economics letters
7
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion papers in economics
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
26
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
4
Survey under-coverage of top incomes and estimation of inequality : what is the role of the UK’s SPI adjustment?
Burkhauser, Richard V.
;
Hérault, Nicolas
;
Jenkins, Stephen
-
2017
Persistent link: https://www.econbiz.de/10011700605
Saved in:
5
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
8
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
9
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
10
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
11
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
12
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
13
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
14
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
15
Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel
;
Gijbels, Irène
-
2009
Persistent link: https://www.econbiz.de/10003892556
Saved in:
16
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
17
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
18
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
19
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
Saved in:
20
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
21
Regime switches in interest rates
Ang, Andrew
;
Bekaert, Geert
-
1998
Persistent link: https://www.econbiz.de/10000660440
Saved in:
22
Taming the skew : higher-order moments in modeling asset price processes in finance
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1997
Persistent link: https://www.econbiz.de/10000626665
Saved in:
23
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
24
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000638171
Saved in:
25
The long-run US, UK real exchange rate
Engel, Charles
;
Kim, Chang-jin
-
1996
Persistent link: https://www.econbiz.de/10000604986
Saved in:
26
Heterogeneity in panel data : are there stable production functions?
Mairesse, Jacques
;
Griliches, Zvi
-
1988
Persistent link: https://www.econbiz.de/10000757874
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->