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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Bayes-Statistik
Estimation theory
175
Schätztheorie
175
Zeitreihenanalyse
69
Estimation
48
Schätzung
48
Volatility
33
Volatilität
33
ARCH model
28
ARCH-Modell
28
Regression analysis
21
Regressionsanalyse
21
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Capital income
18
Kapitaleinkommen
18
Statistical test
16
Statistischer Test
16
Stochastic process
16
Stochastischer Prozess
16
Cointegration
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Forecasting model
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Kointegration
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Prognoseverfahren
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Börsenkurs
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Risikomaß
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Risk measure
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Theorie
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Theory
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Monte Carlo simulation
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Market microstructure
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Markov chain
10
Markov-Kette
10
Marktmikrostruktur
10
Maximum likelihood estimation
9
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73
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Aufsatz in Zeitschrift
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74
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74
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Corsi, Fulvio
2
Engle, Robert F.
2
Gallant, A. Ronald
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Li, Jing
2
Teräsvirta, Timo
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Abbara, Omar
1
Amengual, Dante
1
Audrino, Francesco
1
Baillie, Richard
1
Balter, Janine
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Joshua
1
Chen, Yi-ting
1
Christensen, Kim
1
Chuffart, Thomas
1
Colletaz, Gilbert
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
De Angelis, Luca
1
Di, Jianing
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Eisenstat, Eric
1
Enders, Walter
1
Ericsson, Neil R.
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Escribano, Álvaro
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Flachaire, Emmanuel
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
Geweke, John
1
Gil-Alaña, Luis A.
1
Gong, Jinguo
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
372
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Econometric theory
171
Economics letters
158
Econometric reviews
105
International journal of forecasting
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Journal of forecasting
57
Applied economics letters
56
Econometrics : open access journal
56
Journal of the American Statistical Association : JASA
51
The econometrics journal
47
Economic modelling
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of applied econometrics
40
Applied economics
39
Computational economics
39
Journal of time series econometrics
39
Journal of empirical finance
27
Statistics in transition : an international journal of the Polish Statistical Association
26
Insurance / Mathematics & economics
25
Journal of economic dynamics & control
25
Oxford bulletin of economics and statistics
25
European journal of operational research : EJOR
23
Quantitative economics : QE ; journal of the Econometric Society
23
Journal of risk and financial management : JRFM
20
The review of economic studies
19
Journal of macroeconomics
18
Statistical papers
17
Finance research letters
16
The review of economics and statistics
16
Journal of financial econometrics
15
Journal of quantitative economics
15
Quantitative finance
15
Central European journal of economic modelling and econometrics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of banking & finance
12
Energy economics
11
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74
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
3
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
6
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
9
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
Saved in:
10
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
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