//--> //--> //--> //-->
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:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Nelson, Daniel B."
~subject:"Kapitaleinkommen"
~subject:"Theorie"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Kapitaleinkommen
Theorie
Estimation theory
48
Schätztheorie
48
Time series analysis
31
Zeitreihenanalyse
31
Theory
14
Volatility
12
ARCH model
10
ARCH-Modell
10
Correlation
9
Korrelation
9
USA
7
United States
7
Market microstructure
6
Marktmikrostruktur
6
Metal market
6
Metallmarkt
6
Multivariate Analyse
6
Multivariate analysis
6
Forecasting model
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Prognoseverfahren
5
Statistical theory
5
Statistische Methodenlehre
5
Bond market
4
Börsenkurs
4
Capital income
4
Estimation
4
Rentenmarkt
4
Schätzung
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Analysis of variance
3
Commodity exchange
3
Varianzanalyse
3
Warenbörse
3
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Article
15
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
24
Author
All
Corsi, Fulvio
Nelson, Daniel B.
Härdle, Wolfgang
71
Pesaran, M. Hashem
59
Phillips, Peter C. B.
58
Gouriéroux, Christian
53
Andrews, Donald W. K.
44
Franses, Philip Hans
43
Newey, Whitney K.
42
Swanson, Norman R.
42
McAleer, Michael
41
Diebold, Francis X.
35
Giles, David E. A.
35
Imbens, Guido
35
Linton, Oliver
35
Teräsvirta, Timo
32
Heckman, James J.
30
Robinson, Peter M.
30
Zakoïan, Jean-Michel
30
Dufour, Jean-Marie
29
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
28
Kohn, Robert
27
Koopman, Siem Jan
27
Brännäs, Kurt
26
Ghysels, Eric
26
Granger, C. W. J.
26
Krämer, Walter
26
Li, Qi
26
Lucas, André
26
Ohtani, Kazuhiro
26
Bera, Anil K.
25
Engle, Robert F.
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Ullah, Aman
24
Francq, Christian
23
Hahn, Jinyong
23
Monfort, Alain
23
Robert, Christian P.
23
Spokojnyj, Vladimir G.
23
more ...
less ...
Institution
All
National Bureau of Economic Research
1
University of Chicago / Graduate School of Business / Department of Economics
1
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working paper series economics and econometrics
2
Global COE Hi-Stat discussion paper series
1
Handbook of econometrics ; Vol. 4
1
International journal of forecasting
1
NBER Working Paper
1
NBER technical working paper series
1
Quaderni del Dipartimento di economia politica e statistica
1
Research paper series / Swiss Finance Institute
1
Technical working paper / National Bureau of Economic Research
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
11
-
20
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
A note on the normalized errors in ARCH and stochastic volatility models
Nelson, Daniel B.
- In:
Econometric theory
12
(
1996
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10001201815
Saved in:
12
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
13
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001194795
Saved in:
14
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 561-573
Persistent link: https://www.econbiz.de/10001199898
Saved in:
15
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
16
Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 303-335
Persistent link: https://www.econbiz.de/10001178181
Saved in:
17
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899212
Saved in:
18
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
19
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
20
Asymptotic filtering theory for univariate arch models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10001169514
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->