//--> //--> //--> //-->
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
subject:"Schätztheorie"
~person:"Härdle, Wolfgang"
~person:"Zakoïan, Jean-Michel"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Zeitreihenanalyse
Theorie
67
Theory
67
Time series analysis
19
Estimation theory
16
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Risikomaß
11
Risk measure
11
Estimation
10
Schätzung
10
Volatility
10
Volatilität
10
ARCH model
8
ARCH-Modell
8
Statistical distribution
7
Statistische Verteilung
7
Forecasting model
6
Portfolio selection
6
Portfolio-Management
6
Prognoseverfahren
6
Regression analysis
6
Regressionsanalyse
6
Börsenkurs
5
Factor analysis
5
Faktorenanalyse
5
Share price
5
Multivariate Verteilung
4
Multivariate distribution
4
Nichtlineare Regression
4
Nonlinear regression
4
Risikomanagement
4
Risk management
4
Systemic risk
4
Systemrisiko
4
USA
4
United States
4
Business network
3
Capital income
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
29
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
105
Working Paper
105
Graue Literatur
103
Non-commercial literature
103
Aufsatz in Zeitschrift
30
Lehrbuch
11
Textbook
11
Amtsdruckschrift
8
Government document
8
Aufsatz im Buch
5
Book section
5
Bibliografie enthalten
2
Bibliography included
2
Systematic review
2
Übersichtsarbeit
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Einführung
1
Forschungsbericht
1
Sammelwerk
1
more ...
less ...
Language
All
English
28
French
3
Author
All
Härdle, Wolfgang
Zakoïan, Jean-Michel
Phillips, Peter C. B.
75
Franses, Philip Hans
57
Gil-Alaña, Luis A.
42
Perron, Pierre
38
McAleer, Michael
34
Andrews, Donald W. K.
32
Granger, C. W. J.
31
Pesaran, M. Hashem
31
Lütkepohl, Helmut
30
Leybourne, Stephen James
28
Li, Qi
28
Newey, Whitney K.
28
Taylor, Robert
28
Koop, Gary
27
Ghysels, Eric
26
Caporale, Guglielmo Maria
25
Gouriéroux, Christian
25
Koopman, Siem Jan
25
Robinson, Peter M.
25
Baltagi, Badi H.
24
Harvey, Andrew C.
24
Hendry, David F.
24
Giles, David E. A.
22
Hassler, Uwe
22
Hecq, Alain W. J.
22
Krämer, Walter
22
Saikkonen, Pentti
22
Swanson, Norman R.
22
Hong, Yongmiao
21
Lee, Lung-fei
21
Newbold, Paul
21
Ohtani, Kazuhiro
21
Schmidt, Peter
21
Teräsvirta, Timo
21
Haldrup, Niels
20
Linton, Oliver
20
Horowitz, Joel
19
Mills, Terence C.
19
Ullah, Aman
19
White, Halbert
19
more ...
less ...
Published in...
All
Econometric theory
5
Journal of econometrics
4
International statistical review : a journal of the International Statistical Institute and its associations
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Annales d'économie et de statistique
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Finance and stochastics
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
Quantitative finance
1
Review of derivatives research
1
Spatial economic analysis : the journal of the Regional Studies Association
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
2
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
3
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
4
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
5
An application of principal component analysis on multivariate time-stationary spatio-temporal data
Stahlschmidt, Stephan
;
Härdle, Wolfgang
;
Thome, Helmut
- In:
Spatial economic analysis : the journal of the Regional …
10
(
2015
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10011312235
Saved in:
6
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
7
Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10010337860
Saved in:
8
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
9
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Econometric theory
26
(
2010
)
4
,
pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Saved in:
10
De copulis non est disputandum : copulae: an overview
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Advances in statistical analysis : AStA ; a journal of …
94
(
2010
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003951049
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->