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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Momentenmethode"
~subject:"Prognoseverfahren"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatilität
Momentenmethode
Prognoseverfahren
USA
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
Statistical theory
10
Statistische Methodenlehre
10
Statistische Verteilung
10
ARCH model
9
ARCH-Modell
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Sampling
9
Stichprobenerhebung
9
Core
8
Estimation
8
Schätzung
8
Chaos theory
7
Chaostheorie
7
France
7
Frankreich
7
Markov chain
7
Markov-Kette
7
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Bayes-Statistik
5
Bayesian inference
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
Risk measure
5
Simulation
5
Statistical test
5
Statistischer Test
5
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Book / Working Paper
8
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Working Paper
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8
Graue Literatur
7
Non-commercial literature
7
Amtsdruckschrift
2
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2
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English
8
Author
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Gouriéroux, Christian
3
Jasiak, Joann
3
Bertholon, Henri
1
Buscha, Franz
1
Collard, Fabrice
1
Francq, Christian
1
Ghysels, Eric
1
Horváth, Lajos
1
Maurel, Arnaud
1
Monfort, Alain
1
Page, Lionel
1
Pegoraro, Fulvio
1
Rosenbaum, Mathieu
1
Speckesser, Stefan
1
Sufana, Razvan
1
Zakoïan, Jean-Michel
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
55
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Working paper / National Bureau of Economic Research, Inc.
42
CREATES research paper
36
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Cowles Foundation discussion paper
31
CESifo working papers
27
Working paper
21
Discussion paper
19
Discussion paper series / IZA
18
Discussion papers / CEPR
18
Working papers / Rutgers University, Department of Economics
17
Discussion paper / Centre for Economic Policy Research
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Technical working paper / National Bureau of Economic Research
16
Working papers
14
Discussion paper / Center for Economic Research, Tilburg University
13
SFB 649 discussion paper
13
Discussion paper / Department of Economics, University of California San Diego
10
Finance and economics discussion series
10
NBER working paper series
10
KBI
9
Staff reports / Federal Reserve Bank of New York
9
Working paper series / European Central Bank
9
Working papers series in theoretical and applied economics
9
Discussion papers in economics
8
Research paper series / Swiss Finance Institute
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Report / Econometric Institute, Erasmus University Rotterdam
7
CORE discussion papers : DP
6
Cambridge working papers in economics
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
Documento de trabajo
6
ERID working paper
6
Economics discussion paper series : EDP
6
Economics discussion papers
6
GRIPS discussion papers
6
International finance discussion papers
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ECONIS (ZBW)
8
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1
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
2
The effect of high school employment on educational attainment : a conditional difference-in-differences approach
Buscha, Franz
;
Maurel, Arnaud
;
Page, Lionel
; …
-
2007
Persistent link: https://www.econbiz.de/10003656249
Saved in:
3
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
4
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
5
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
6
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
7
Evidence and theory on asymmetries in US aggregate job flows
Collard, Fabrice
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000997347
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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