//--> //--> //--> //-->
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:"Croux, Christophe"
subject:"Volatility"
~person:"Daníelsson, Jón"
~person:"Kumar, Dilip"
~person:"Rodriguez, Gabriel"
~subject:"Regression analysis"
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
Regression analysis
Estimation theory
111
Schätztheorie
111
Volatilität
39
Robust statistics
37
Robustes Verfahren
37
Time series analysis
34
Zeitreihenanalyse
34
Estimation
28
Schätzung
28
Regressionsanalyse
24
Capital income
19
Kapitaleinkommen
19
Theorie
18
Theory
18
ARCH model
17
ARCH-Modell
17
Forecasting model
17
Prognoseverfahren
17
VAR model
13
VAR-Modell
13
Correlation
10
Korrelation
10
Börsenkurs
9
Outliers
9
Share price
9
Bayes-Statistik
7
Bayesian inference
7
Exchange rate
7
Risikomanagement
7
Risk management
7
Stochastic process
7
Stochastischer Prozess
7
Wechselkurs
7
Ausreißer
6
Bias
6
Forecast evaluation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
more ...
less ...
Online availability
All
Free
28
Undetermined
14
Type of publication
All
Book / Working Paper
36
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Graue Literatur
26
Non-commercial literature
26
Arbeitspapier
23
Working Paper
23
Language
All
English
62
Author
All
Croux, Christophe
Daníelsson, Jón
Kumar, Dilip
Rodriguez, Gabriel
Phillips, Peter C. B.
91
Härdle, Wolfgang
58
Gao, Jiti
41
Dette, Holger
40
Linton, Oliver
39
Cai, Zongwu
29
Chernozhukov, Victor
28
Otsu, Taisuke
23
Su, Liangjun
23
Xu, Ke-Li
23
Yang, Lijian
23
Li, Degui
21
Pesaran, M. Hashem
21
Wang, Hansheng
21
Koopman, Siem Jan
20
Wang, Qiying
20
Weidner, Martin
20
Xiao, Zhijie
20
Florens, Jean-Pierre
19
Teräsvirta, Timo
19
Todorov, Viktor
19
Arai, Yoichi
18
Swanson, Norman R.
18
Winkelmann, Rainer
18
Fan, Jianqing
17
Hansen, Christian Bailey
17
Kapetanios, George
17
Li, Jia
17
Li, Qi
17
Cattaneo, Matias D.
16
Chen, Songnian
16
Escanciano, Juan Carlos
16
Newey, Whitney K.
16
Ghysels, Eric
15
Li, Yingying
15
Mammen, Enno
15
Toutenburg, Helge
15
Tsai, Chih-Ling
15
more ...
less ...
Published in...
All
KBI
13
Documento de trabajo
5
Economic modelling
5
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
Discussion paper / Tinbergen Institute
3
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
2
Annales d'économie et de statistique
1
Decision
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
European journal of operational research : EJOR
1
International journal of forecasting
1
International journal of monetary economics and finance
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of quantitative economics
1
Macroeconomics and finance in emerging market economies
1
Review of Pacific Basin financial markets and policies
1
Revista de análisis económico
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
TRACE discussion papers / Tinbergen Institute
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
3
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
4
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
5
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
6
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
7
Sparse regression for large data sets with outliers
Bottmer, Lea
;
Croux, Christophe
;
Wilms, Ines
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 782-794
Persistent link: https://www.econbiz.de/10013259938
Saved in:
8
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
9
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
10
Commodity dynamics : a sparse multi-class approach
Barbaglia, L.
;
Wilms, I.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658741
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->