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subject:"Welt"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Welt
Kapitaleinkommen
Estimation theory
102
Schätztheorie
102
Time series analysis
49
Zeitreihenanalyse
49
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
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Article in journal
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English
9
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Anatolyev, Stanislav
1
Chan, Jennifer So Kuen
1
Chen, Yi-ting
1
De Angelis, Luca
1
Gong, Jinguo
1
Hou, Weijie
1
Kalyvitēs, Sarantēs
1
Kok Haur Ng
1
Lee, Kyungsub
1
Lin, Chang-ching
1
Martins-Filho, Carlos
1
McMillan, David G.
1
Panopulu, Aikaterinē
1
Peiris, Shelton
1
Shi, Daimin
1
Song, Yuping
1
Staněk, Filip
1
Thanakorn Nitithumbundit
1
Viroli, Cinzia
1
Wu, Weiou
1
Yao, Feng
1
Zhou, Shengyi
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economics letters
20
Journal of empirical finance
20
Finance research letters
14
Applied economics
11
Journal of applied econometrics
11
Journal of forecasting
10
Working paper / National Bureau of Economic Research, Inc.
10
Applied economics letters
9
Economic modelling
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The review of economics and statistics
9
Discussion paper / Tinbergen Institute
8
IMF working papers
8
Journal of banking & finance
8
Journal of financial economics
8
The review of financial studies
8
Working paper
8
CESifo working papers
7
Computational economics
7
Econometric reviews
7
Econometrics : open access journal
7
IMF working paper
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Journal of international money and finance
6
Economics working paper
5
Financial markets and portfolio management
5
International journal of economics and finance
5
International journal of economics and financial issues : IJEFI
5
International review of financial analysis
5
Journal of economic dynamics & control
5
Journal of mathematical finance
5
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ECONIS (ZBW)
9
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1
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
2
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
3
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
4
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca
;
Viroli, Cinzia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Saved in:
5
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
6
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
7
Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
8
On the robustness of symmetry tests for stock returns
Chen, Yi-ting
;
Lin, Chang-ching
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009513634
Saved in:
9
Estimation of value-at-risk and expected shortfall based on nonlinear extreme value theory
Martins-Filho, Carlos
(
contributor
);
Yao, Feng
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003558963
Saved in:
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