//--> //--> //--> //-->
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:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~subject:"Monte Carlo simulation"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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
Volatilität
Monte Carlo simulation
USA
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
more ...
less ...
Online availability
All
Free
27
Type of publication
All
Book / Working Paper
27
Type of publication (narrower categories)
All
Working Paper
Aufsatz in Zeitschrift
Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Language
All
English
27
Author
All
Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Floor Brix, Anne
2
Kock, Anders Bredahl
2
Kristensen, Dennis
2
Kruse, Robinson
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creel, Michael D.
1
Demetrescu, Matei
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Gijbels, Irène
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
MacKinnon, James G.
1
Mirone, Giorgio
1
Nolte, Ingmar
1
Rahbek, Anders
1
Riquelme, Juan Andres
1
Rossi, Eduardo
1
Sandberg, Rickard
1
Santucci de Magistris, Paolo
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Economics letters
63
Working paper / National Bureau of Economic Research, Inc.
51
Discussion paper / Tinbergen Institute
45
Econometric reviews
45
The review of economics and statistics
45
Applied economics
29
Economic modelling
28
International journal of forecasting
28
Econometric theory
27
Journal of applied econometrics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Computational economics
24
The econometrics journal
24
Journal of empirical finance
23
American journal of agricultural economics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Applied economics letters
20
CEMMAP working papers / Centre for Microdata Methods and Practice
20
Journal of forecasting
20
Discussion paper series / IZA
19
Finance research letters
18
Journal of banking & finance
18
The journal of futures markets
18
International journal of theoretical and applied finance
17
Quantitative finance
17
Econometrics : open access journal
16
European journal of operational research : EJOR
16
Journal of financial and quantitative analysis : JFQA
16
Technical working paper / National Bureau of Economic Research
16
The journal of finance : the journal of the American Finance Association
16
The review of financial studies
16
Working paper
16
Journal of financial econometrics
15
Journal of the American Statistical Association : JASA
14
Discussion paper / Centre for Economic Policy Research
13
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
6
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
8
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
9
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
10
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->