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~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~isPartOf:"CORE discussion paper : DP"
~subject:"Share price"
~subject:"Wahrscheinlichkeitsrechnung"
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Search: subject_exact:"Estimation theory"
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Wahrscheinlichkeitsrechnung
Estimation theory
152
Schätztheorie
152
Theorie
101
Theory
101
Time series analysis
28
Zeitreihenanalyse
28
Statistical theory
14
Statistische Methodenlehre
14
Technical efficiency
9
Technische Effizienz
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Probability theory
8
Estimation
7
Production function
7
Produktionsfunktion
7
Schätzung
7
Regression analysis
5
Regressionsanalyse
5
Börsenkurs
4
ARCH model
3
ARCH-Modell
3
Bayes-Statistik
3
Bayesian inference
3
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3
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3
Mathematical programming
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Statistical distribution
3
Statistical test
3
Statistische Verteilung
3
Statistischer Test
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USA
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United States
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Autocorrelation
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2
Belgien
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12
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12
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10
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10
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English
12
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Paolella, Marc S.
4
Bauwens, Luc
2
Giot, Pierre
2
Mittnik, Stefan
2
Park, Byeong U.
2
Rachev, Svetlozar T.
2
Račev, Svetlozar T.
2
Simar, Léopold
2
Babsiri, Mohamed el
1
Butler, Ronald W.
1
Cybakov, Aleksandr B.
1
Doukhan, Paul
1
Jensen, Uwe
1
Neumann, Thorsten
1
Sickles, Robin C.
1
Simar, Léoopold
1
Tsybakov, Alexandre
1
Zakoïan, Jean-Michel
1
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CORE discussion paper : DP
Journal of econometrics
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Discussion paper / Tinbergen Institute
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Economics letters
24
Statistics in transition : an international journal of the Polish Statistical Association
16
Discussion paper / Center for Economic Research, Tilburg University
13
Econometric reviews
13
NBER Working Paper
13
International journal of forecasting
12
Econometric theory
11
European journal of operational research : EJOR
11
Journal of empirical finance
11
Order statistics: applications
11
Working paper
11
Economic modelling
10
Insurance / Mathematics & economics
10
Quantitative finance
10
Report / Econometric Institute, Erasmus University Rotterdam
10
Cambridge working papers in economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of banking & finance
9
Journal of forecasting
9
Journal of risk and financial management : JRFM
9
Statistical papers
9
The review of economic studies
9
International journal of economics and financial issues : IJEFI
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
NBER working paper series
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion paper
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Econometrics : open access journal
7
Finance research letters
7
Journal of financial and quantitative analysis : JFQA
7
Technical working paper / National Bureau of Economic Research
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
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ECONIS (ZBW)
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1
Generalized impulse responses of vector autoregressions with time-varying coefficients
Neumann, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10001598268
Saved in:
2
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
3
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
4
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
5
Using flexible GARCH models with asymmetric distributions
Paolella, Marc S.
-
1997
Persistent link: https://www.econbiz.de/10000984446
Saved in:
6
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
7
Approximate distributions for the various serial correlograms
Butler, Ronald W.
-
1996
Persistent link: https://www.econbiz.de/10001410578
Saved in:
8
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
9
Stochastic panel frontiers : a semiparametric approach
Park, Byeong U.
-
1996
Persistent link: https://www.econbiz.de/10000949490
Saved in:
10
Derivation and calculation of Rao distances : a review
Jensen, Uwe
-
1993
Persistent link: https://www.econbiz.de/10000989980
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