//--> //--> //-->
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
type_genre:"Graue Literatur"
isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~isPartOf:"CORE discussion papers : DP"
~subject:"ARCH-Modell"
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
ARCH-Modell
Estimation theory
69
Schätztheorie
69
Theorie
27
Theory
27
Time series analysis
18
Zeitreihenanalyse
18
ARCH model
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Correlation
7
Korrelation
7
Regression analysis
6
Regressionsanalyse
6
Linear algebra
5
Lineare Algebra
5
Probability theory
5
Technical efficiency
5
Technische Effizienz
5
Volatility
5
Volatilität
5
Wahrscheinlichkeitsrechnung
5
Estimation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Multivariate Analyse
4
Multivariate analysis
4
Schätzung
4
Simulation
4
Analysis of variance
3
Causality analysis
3
Kausalanalyse
3
Modellierung
3
Scientific modelling
3
Statistical error
3
Statistical theory
3
Statistische Methodenlehre
3
Statistischer Fehler
3
VAR model
3
VAR-Modell
3
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Preminger, Arie
5
Hafner, Christian M.
4
Storti, Giuseppe
3
Bauwens, Luc
2
Bauwensa, Luc
1
Braione, Manuela
1
Laurent, Sébastien
1
Otranto, Edoardo
1
Violante, Francesco
1
Xu, Yongdeng
1
more ...
less ...
Published in...
All
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CORE discussion papers : DP
Discussion paper / Tinbergen Institute
17
CREATES research paper
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working paper series
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers / Department of Economics, University of Copenhagen
4
Working papers
4
CORE discussion paper : DP
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Econometrics papers
3
Economics discussion papers
3
Finance and economics discussion series
3
IWQW discussion paper series
3
Queen's Economics Department working paper
3
SFB 649 discussion paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper series / University of Zurich, Department of Economics
3
Working papers on finance
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cambridge working papers in economics
2
Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion papers of interdisciplinary research project 373
2
Documento de trabajo / Fundación de las Cajas de Ahorros
2
Econometric Institute research papers
2
IES working paper
2
NCER working paper series
2
Temi di discussione del Servizio Studi / Banca d'Italia
2
Umeå economic studies
2
Waterloo economic series : working paper
2
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
1
BOFIT discussion papers
1
BSP working paper series
1
Beiträge des Instituts für Empirische Wirtschaftsforschung
1
Boston College working papers in economics
1
CEA_372Cass working paper series
1
CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CESifo working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
Saved in:
4
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
5
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
6
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
7
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
Preminger, Arie
(
contributor
);
Storti, Giuseppe
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375861
Saved in:
8
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
9
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->