//--> //--> //-->
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
person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Lucas, André"
~subject:"Nonparametric statistics"
~subject:"Scientific modelling"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Nonparametric statistics
Scientific modelling
ARCH model
2
ARCH-Modell
2
Estimation theory
2
Forecasting model
2
Prognoseverfahren
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
Autoregressive conditional duration
1
Bayes-Statistik
1
Bayesian inference
1
Delta-method
1
Dynamic higher-order moments
1
Dynamic volatilities
1
Estimation
1
Exponentially Weighted Moving Average (EWMA)
1
Generalized autoregressive conditional heteroskedasticity
1
Integrated generalized autoregressive score models
1
Risikomaß
1
Risk measure
1
Schätzung
1
Score driven models
1
Stochastic process
1
Stochastischer Prozess
1
Time-varying mean
1
Value-at-Risk (VaR)
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bollerslev, Tim
Lucas, André
Baillie, Richard
2
Chaleampong Kongcharoen
2
Clements, Adam
2
Gallo, Giampiero M.
2
Kapetanios, George
2
Antoniadis, Anestis
1
Arteche, Josu
1
Bagnato, Luca
1
Barreto-Souza, Wagner
1
Bastos, Fernando de Souza
1
Bauwens, Luc
1
Becker, Ralf
1
Brossat, Xavier
1
Brownlees, Christian
1
Buccheri, Giuseppe
1
Camehl, Annika
1
Castle, Jennifer
1
Chang, Le
1
Cipollini, Fabrizio
1
Corsi, Fulvio
1
Cugliari, Jairo
1
Demetrescu, Matei
1
Dombry, Clément
1
Doolan, M. B.
1
Doornik, Jurgen A.
1
Drovandi, Christopher
1
Feng, Lingbing
1
Gefang, Deborah
1
Giasemidis, Georgios
1
Gioldasis, Georgios
1
Golosnoy, Vasyl
1
Golubyatnikov, Evgeny
1
Gusakov, Igor
1
Haben, Stephen
1
Hendry, David F.
1
Hurn, Stan
1
Kanevskiy, Daniel
1
Koop, Gary
1
Kömm, Holger
1
Küsters, Ulrich
1
more ...
less ...
Published in...
All
International journal of forecasting
Discussion paper / Tinbergen Institute
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
International finance discussion papers
1
Journal of financial econometrics
1
Journal of forecasting
1
Reihe Quantitative Ökonomie : Ökon
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Sveriges Riksbank working paper series
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->