//--> //--> //-->
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:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Creal, Drew"
~subject:"Theory"
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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Theory
Estimation
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Volatilität
2
Bayes-Statistik
1
Bayesian estimation
1
Bayesian inference
1
Credit default swaps
1
Credit derivative
1
Credit risk
1
Dynamic copulas
1
Estimation theory
1
Kreditderivat
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Multivariate Verteilung
1
Multivariate distribution
1
Particle filters
1
Schätztheorie
1
State space model
1
State space models
1
Theorie
1
Time series analysis
1
Zeitreihenanalyse
1
Zinsstruktur
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Creal, Drew
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
8
Kaiser, Ulrich
6
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Andersen, Torben
4
Ghysels, Eric
4
Halberstadt, Arne
4
Haque, Qazi
4
Laisney, François
4
Winkelmann, Lars
4
Zakoïan, Jean-Michel
4
Blundell, Richard W.
3
Büttner, Thiess
3
Eickmeier, Sandra
3
Fan, Jianqing
3
Francq, Christian
3
Frühwirth-Schnatter, Sylvia
3
Magnusson, Leandro M.
3
Manning, Alan
3
McAleer, Michael
3
Metiu, Norbert
3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Prieto, Esteban
3
Schmitt, Christian
3
Steel, Mark F. J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Yashiv, Eran
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Balaban, Ercan
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
more ...
less ...
Published in...
All
Discussion paper
Journal of econometrics
Discussion paper / Tinbergen Institute
2
Working paper / National Bureau of Economic Research, Inc.
2
Chicago Booth Research Paper
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER Working Paper
1
Quantitative economics : QE ; journal of the Econometric Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
2
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->