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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~isPartOf:"Handbook of financial time series"
~subject:"Maximum likelihood estimation"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Maximum likelihood estimation
Stochastic process
Estimation theory
14
Schätztheorie
14
Time series analysis
7
Volatility
6
Volatilität
6
Stochastischer Prozess
5
ARCH model
4
ARCH-Modell
4
Estimation
4
Schätzung
4
Deutschland
2
Germany
2
Maximum-Likelihood-Schätzung
2
Metal market
2
Metallmarkt
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
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ARMA model
1
ARMA-Modell
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Börsenkurs
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Optionspreistheorie
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1
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1
Statistical inference
1
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1
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Article
12
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Aufsatz im Buch
Non-commercial literature
Book section
12
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English
12
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Asai, Manabu
1
Brockwell, Peter J.
1
Chan, Ngai Hang
1
Chib, Siddhartha
1
Francq, Christian
1
Franke, Jürgen
1
Giraitis, Liudas
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Kreiß, Jens-Peter
1
Leipus, Remigijus
1
Linton, Oliver
1
Mammen, Enno
1
Omori, Yasuhiro
1
Phillips, Peter C. B.
1
Renault, Eric
1
Surgailis, Donatas
1
Sørensen, Michael
1
Yu, Jun
1
Zakoïan, Jean-Michel
1
Zivot, Eric
1
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Handbook of financial time series
Discussion paper / Tinbergen Institute
107
CREATES research paper
73
Working paper / Department of Econometrics and Business Statistics, Monash University
70
Cowles Foundation discussion paper
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
SFB 649 discussion paper
29
Working paper
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Discussion papers of interdisciplinary research project 373
27
Working paper series
27
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Discussion paper / Center for Economic Research, Tilburg University
24
Discussion paper
21
CESifo working papers
20
Série des documents de travail
20
Umeå economic studies
18
Working paper / National Bureau of Economic Research, Inc.
18
Discussion papers / Department of Economics, University of Copenhagen
17
Economics discussion papers
15
Queen's Economics Department working paper
14
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
EUI working paper / ECO
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
KBI
12
Working papers
12
Working papers / Rutgers University, Department of Economics
12
CEMFI working paper
11
Cambridge working papers in economics
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Discussion papers in economics
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Working papers series in theoretical and applied economics
11
CORE discussion papers : DP
10
Essays in honor of Joon Y. Park : econometric theory
10
Technical working paper / National Bureau of Economic Research
10
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ECONIS (ZBW)
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1
ARCH (∞) models and long memory properties
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Handbook of financial time series
,
(pp. 71-84)
.
2009
Persistent link: https://www.econbiz.de/10003833780
Saved in:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Handbook of financial time series
,
(pp. 85-111)
.
2009
Persistent link: https://www.econbiz.de/10003833783
Saved in:
3
Practical issues in the analysis of univariate GARCH models
Zivot, Eric
- In:
Handbook of financial time series
,
(pp. 113-155)
.
2009
Persistent link: https://www.econbiz.de/10003833789
Saved in:
4
Semiparametric and nonparametric ARCH modeling
Linton, Oliver
- In:
Handbook of financial time series
,
(pp. 157-167)
.
2009
Persistent link: https://www.econbiz.de/10003833925
Saved in:
5
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
6
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
7
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
8
Lévy-driven continuous-time ARMA processes
Brockwell, Peter J.
- In:
Handbook of financial time series
,
(pp. 457-480)
.
2009
Persistent link: https://www.econbiz.de/10003833977
Saved in:
9
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
10
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael
- In:
Handbook of financial time series
,
(pp. 531-553)
.
2009
Persistent link: https://www.econbiz.de/10003834179
Saved in:
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