//--> //--> //-->
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
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Statistical test"
~subject:"Stochastic process"
~subject:"Theorie"
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:"Modellbildung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Statistical test
Stochastic process
Theorie
Modellierung
8
Scientific modelling
8
Theory
4
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Prognoseverfahren
2
Time series analysis
2
Zeitreihenanalyse
2
model confidence set
2
stochastic volatility
2
1964-1995
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Arbitrage
1
Correlation
1
Credit risk
1
Discounting
1
Diskontierung
1
Economic model
1
Financial crisis
1
Finanzkrise
1
Fractional equal-root IMA model
1
Hawkes processes
1
Interest rate derivative
1
Korrelation
1
Kreditrisiko
1
Macroeconometrics
1
Makroökonometrie
1
Minkowski-Weyl decomposition
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Caldeira, João F.
1
Calvori, Francesco
1
Creal, Drew
1
Franses, Philip Hans
1
Gresnigt, Francine
1
Kole, Erik
1
Koopman, Siem Jan
1
Lucas, André
1
Madan, Dilip B.
1
Monfort, Alain
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Pegoraro, Fulvio
1
Proietti, Tommaso
1
Santos, André A. P.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
59
Econometric reviews
36
NBER working paper series
25
Working paper / National Bureau of Economic Research, Inc.
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
SpringerLink / Bücher
21
Cowles Foundation discussion paper
20
Econometric Institute research papers
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Handbooks in economics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
NBER Working Paper
20
Discussion paper / Tinbergen Institute
19
Working paper
19
Discussion paper / Centre for Economic Policy Research
18
Econometrics : open access journal
18
Insurance / Mathematics & economics
18
International journal of forecasting
18
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Econometric theory
14
Economics letters
14
Journal of forecasting
14
CREATES research paper
13
Discussion paper / Center for Economic Research, Tilburg University
13
Journal of economic dynamics & control
13
Journal of economic theory
13
Tinbergen Institute research series
13
Cowles Foundation Discussion Paper
12
Economic modelling
12
European journal of operational research : EJOR
12
Journal of the American Statistical Association : JASA
12
Oxford bulletin of economics and statistics
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Applied economics
11
CAMA working paper series
11
Working papers / Penn Institute for Economic Research
11
CESifo working papers
10
Discussion paper
10
IHS economics series : working paper
10
The journal of risk model validation
10
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Specification testing in Hawkes models
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
Saved in:
4
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
5
Recovering statistical theory in the context of model calibrations
Madan, Dilip B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 260-292
Persistent link: https://www.econbiz.de/10011339334
Saved in:
6
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->