//--> //--> //-->
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
isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"CORE discussion paper : DP"
~subject:"ARCH model"
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
ARCH model
Estimation theory
171
Schätztheorie
171
Theorie
102
Theory
102
Time series analysis
28
Zeitreihenanalyse
28
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Statistical theory
13
Statistische Methodenlehre
13
ARCH-Modell
7
Estimation
7
Schätzung
7
Production function
6
Produktionsfunktion
6
Regression analysis
6
Regressionsanalyse
6
Technical efficiency
6
Technische Effizienz
6
Statistical distribution
5
Statistische Verteilung
5
Statistik
4
USA
4
United States
4
Bayes-Statistik
3
Bayesian inference
3
Börsenkurs
3
Mathematical programming
3
Mathematische Optimierung
3
Probability theory
3
Robust statistics
3
Robustes Verfahren
3
Share price
3
Simulation
3
Statistical test
3
Statistischer Test
3
Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
7
Author
All
Giraitis, Liudas
2
Hafner, Christian M.
2
Robinson, Peter M.
2
Rombouts, Jeroen V. K.
2
Bauwens, Luc
1
Laurent, Sébastien
1
Shephard, Neil G.
1
Surgailis, Donatas
1
Zaffaroni, Paolo
1
more ...
less ...
Institution
All
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Published in...
All
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CORE discussion paper : DP
Journal of econometrics
50
Econometric theory
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economics letters
20
Discussion paper / Tinbergen Institute
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
15
The econometrics journal
14
Finance research letters
13
International journal of forecasting
13
Journal of empirical finance
13
CREATES research paper
12
Journal of risk
12
International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Applied economics
10
Journal of time series econometrics
10
CORE discussion papers : DP
9
Economic modelling
9
Journal of banking & finance
9
Journal of risk and financial management : JRFM
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
The North American journal of economics and finance : a journal of financial economics studies
9
International Journal of Energy Economics and Policy : IJEEP
8
Journal of financial econometrics
8
Applied economics letters
7
Computational economics
7
Econometrics : open access journal
7
Journal of mathematical finance
7
The journal of risk model validation
7
Working paper series
6
Working papers
6
Annals of financial economics
5
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The European journal of finance
5
CBN journal of applied statistics
4
Discussion paper / Centre for Economic Forecasting
4
Discussion paper / Department of Economics, University of California San Diego
4
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
2
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
3
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
4
Stationarity and memory of ARCH models
Zaffaroni, Paolo
-
2000
Persistent link: https://www.econbiz.de/10001551010
Saved in:
5
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
6
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
7
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->