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~subject:"Estimation theory"
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Estimation theory
Theorie
125
Theory
125
Volatilität
75
Time series analysis
74
Volatility
74
Zeitreihenanalyse
74
USA
65
United States
65
Estimation
62
Schätzung
62
ARCH-Modell
60
ARCH model
59
Schätztheorie
53
Börsenkurs
51
Share price
51
Portfolio selection
37
Portfolio-Management
37
Kapitaleinkommen
35
Capital income
34
Risikomanagement
34
Korrelation
33
Risk management
33
Correlation
32
Forecasting model
29
Prognoseverfahren
29
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29
Risk
29
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26
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25
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25
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25
CAPM
24
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24
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24
Stresstest
23
Welt
23
World
23
Klimawandel
22
Option pricing theory
22
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Free
13
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Book / Working Paper
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20
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Article in journal
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16
Graue Literatur
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Non-commercial literature
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3
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3
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2
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2
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2
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1
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English
53
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Engle, Robert F.
53
Ledoit, Olivier
7
Wolf, Michael
7
Sheppard, Kevin
6
Bollerslev, Tim
5
De Nard, Gianluca
4
Nelson, Daniel B.
3
Russell, Jeffrey R.
3
Shephard, Neil G.
3
Smith, Aaron D.
3
Conrad, Christian
2
Granger, C. W. J.
2
Kroner, Kenneth F.
2
Robins, Russell P.
2
Rothschild, Michael
2
Vahid, Farshid
2
Bali, Turan G.
1
Bewley, Ronald A.
1
Brown, Scott James
1
Cavaliere, Giuseppe
1
Coulson, N. Edward
1
Ding, Zhuanxin
1
Engle, Roger F.
1
González-Rivera, Gloria
1
Itō, Takatoshi
1
Lee, Gary G. J.
1
Lilien, David M.
1
Lin, Wen-ling Tsai
1
Mikosch, Thomas
1
Murray, Scott
1
Ng, Victor
1
Ng, Victor K.
1
Pakel, Cavit
1
Rahbek, Anders
1
Rangel, Jose Gonzalo
1
Vilandt, Frederik
1
Wooldridge, Jeffrey M.
1
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University of Chicago / Graduate School of Business / Department of Economics
1
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Discussion paper / Department of Economics, University of California San Diego
9
Working paper series / University of Zurich, Department of Economics
5
Working paper / National Bureau of Economic Research, Inc.
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
NBER Working Paper
3
Advanced texts in econometrics
2
Chung-hua series of lectures by invited eminent economists
1
Department of Economics discussion paper series / University of Oxford
1
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion papers
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of political economy
1
Model reliability
1
NYU Stern School of Business
1
Technical working paper / National Bureau of Economic Research
1
The review of economics and statistics
1
The review of financial studies
1
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1
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ECONIS (ZBW)
53
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1
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
2
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 553-574
Persistent link: https://www.econbiz.de/10001437341
Saved in:
3
Common trends and common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841625
Saved in:
4
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
5
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
6
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000904213
Saved in:
7
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
Saved in:
8
Multivariate simultaneous generalized ARCH
Engle, Robert F.
;
Kroner, Kenneth F.
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000878056
Saved in:
9
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
10
Estimating time varying risk premia in the term structure : the ARCH-M model
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10001020996
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