//--> //--> //-->
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"
~subject:"United States"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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
United States
Estimation theory
85
Schätztheorie
85
Theorie
83
Theory
83
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Regression analysis
19
Regressionsanalyse
19
Time series analysis
17
Zeitreihenanalyse
17
Estimation
12
Schätzung
12
Stochastic process
12
Stochastischer Prozess
12
Deutschland
11
Germany
11
Statistical test
8
Statistischer Test
8
Statistical distribution
7
Statistische Verteilung
7
Markov chain
6
Markov-Kette
6
Volatility
6
USA
5
Lag model
4
Lag-Modell
4
Robust statistics
4
Robustes Verfahren
4
United Kingdom
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Börsenkurs
3
Capital income
3
Cointegration
3
Core
3
Exchange rate
3
Kapitaleinkommen
3
more ...
less ...
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
11
Author
All
Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Yang, Lijian
3
Breitung, Jörg
1
Candelon, Bertrand
1
Dankenbring, Henning
1
Grammig, Joachim
1
Herwartz, Helmut
1
Lillestøl, Jostein
1
Mercurio, Danilo
1
Moersch, Mathias
1
Nautz, Dieter
1
Nielsen, Jens Perch
1
Sperlich, Stefan
1
Teyssière, Gilles
1
Tjostheim, Dag
1
Tschernig, Rolf
1
more ...
less ...
Published in...
All
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Economics letters
45
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
41
Journal of applied econometrics
35
Discussion paper / Tinbergen Institute
31
Econometric reviews
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
CREATES research paper
25
International journal of forecasting
25
Journal of empirical finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Applied economics
21
Econometric theory
21
Journal of banking & finance
21
American journal of agricultural economics
20
Oxford bulletin of economics and statistics
20
The journal of futures markets
20
Economic modelling
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
NBER working paper series
19
Journal of forecasting
18
Journal of financial and quantitative analysis : JFQA
16
Quantitative finance
16
The econometrics journal
16
The journal of finance : the journal of the American Finance Association
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Discussion paper
15
Discussion paper / Centre for Economic Policy Research
15
The review of financial studies
15
Discussion paper series / IZA
14
Finance research letters
14
International journal of theoretical and applied finance
14
NBER Working Paper
14
Journal of financial econometrics
13
Technical working paper / National Bureau of Economic Research
13
Applied economics letters
12
Journal of macroeconomics
12
Working paper
12
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
3
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
4
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
5
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
6
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
7
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
8
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
9
The monetary model of the exchange rate : a structural interpretation
Moersch, Mathias
;
Nautz, Dieter
-
1998
Persistent link: https://www.econbiz.de/10000992222
Saved in:
10
Nonparametric estimation and testing of interaction in additative models
Sperlich, Stefan
;
Tjostheim, Dag
;
Yang, Lijian
-
1998
Persistent link: https://www.econbiz.de/10000992408
Saved in:
11
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->