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subject:"Zeitreihenanalyse"
accessRights:"restricted"
~subject:"Capital income"
~isPartOf:"Applied economics"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Capital income
Estimation theory
49
Schätztheorie
49
Estimation
15
Schätzung
15
Time series analysis
11
ARCH model
7
ARCH-Modell
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
6
Statistische Verteilung
6
Panel
5
Panel study
5
Regression analysis
5
Regressionsanalyse
5
Cointegration
4
Einheitswurzeltest
4
Kointegration
4
Unit root test
4
Correlation
3
Korrelation
3
Multivariate Verteilung
3
Multivariate distribution
3
Sampling
3
Stichprobenerhebung
3
Technical efficiency
3
Technische Effizienz
3
Tobit model
3
Tobit-Modell
3
Volatility
3
Volatilität
3
Ausreißer
2
Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
Bias
2
Bickel-Doksum
2
Bootstrap approach
2
Bootstrap-Verfahren
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English
11
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Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Ahmad, Yamin
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Chen, W. D.
1
Emirmahmutoglu, Furkan
1
Hwang, Sun Young
1
Jung, Hojin
1
Ladopoulos, Konstantinos
1
Lo, Ming Chien
1
Lopes, Artur C. B. da Silva
1
Malloch, H.
1
Moosa, Imad A.
1
Omay, Tolga
1
Panagiōtidēs, Theodōros
1
Philip, R.
1
Qin, Li
1
Satchell, Stephen
1
Shahzad, Syed Jawad Hussain
1
Staveley-O'Carroll, Olena M.
1
Zsurkis, Gabriel Florin
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Applied economics
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Econometric reviews
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Economics letters
47
International journal of forecasting
41
Econometric theory
37
Journal of time series econometrics
37
Computational economics
27
Finance research letters
22
Economic modelling
19
Applied economics letters
18
The econometrics journal
17
Journal of empirical finance
16
Journal of financial econometrics
15
Journal of forecasting
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of quantitative economics
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of risk
9
Quantitative finance
9
Energy economics
8
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / CEPR
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Insurance / Mathematics & economics
6
Journal of banking & finance
6
Research in international business and finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
European journal of operational research : EJOR
5
International journal of economics and finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Theoretical economics letters
5
Financial markets and portfolio management
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ECONIS (ZBW)
11
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1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
3
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
4
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
5
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
6
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
7
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
8
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
9
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
10
Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D.
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
Saved in:
11
Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
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