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~subject:"Germany"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatility
Germany
Schätzung
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatilität
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
USA
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
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27
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27
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Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Language
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English
27
Author
All
Teräsvirta, Timo
4
Kristensen, Dennis
3
Nielsen, Morten Ørregaard
3
Silvennoinen, Annastiina
3
Casas, Isabel
2
Cavaliere, Giuseppe
2
Taylor, Robert
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Bu, Ruijun
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Creel, Michael D.
1
Demetrescu, Matei
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Gijbels, Irène
1
Grassi, Stefano
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hillebrand, Eric
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Lunde, Asger
1
MacKinnon, James G.
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
Orbe-Mandaluniz, Susan
1
Posch, Olaf
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
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Published in...
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CREATES research paper
Journal of econometrics
285
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
125
Econometric reviews
73
Discussion paper series / IZA
64
Economic modelling
61
Applied economics letters
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Discussion paper / Tinbergen Institute
54
NBER Working Paper
54
CEMMAP working papers / Centre for Microdata Methods and Practice
50
NBER working paper series
50
Applied economics
46
Journal of applied econometrics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Working paper
38
Working paper / National Bureau of Economic Research, Inc.
38
Journal of banking & finance
37
The econometrics journal
37
Discussion paper
36
Econometric theory
36
International journal of forecasting
36
IZA Discussion Paper
35
Journal of empirical finance
35
CESifo working papers
32
Quantitative economics : QE ; journal of the Econometric Society
31
Econometrics : open access journal
30
Discussion papers / CEPR
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of the American Statistical Association : JASA
27
Journal of forecasting
25
The review of economics and statistics
25
Finance research letters
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
SFB 649 discussion paper
24
Computational economics
23
International journal of economics and financial issues : IJEFI
23
Journal of financial econometrics
23
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ECONIS (ZBW)
27
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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
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
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:
5
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:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
8
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
9
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
-
2017
Persistent link: https://www.econbiz.de/10011750315
Saved in:
10
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:
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