Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation theory"
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
Asymmetry and long memory in v...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
USA
315,594
United States
276,912
Schätzung
128,831
Estimation
122,680
Theorie
92,152
Theory
90,592
Börsenkurs
55,282
Share price
53,803
Volatility
44,025
Prognoseverfahren
43,855
Volatilität
43,761
Forecasting model
42,858
Deutschland
30,161
Welt
28,328
World
27,400
Germany
26,163
Kapitaleinkommen
24,893
Capital income
24,823
Aktienmarkt
18,786
Stock market
18,488
Großbritannien
18,003
EU-Staaten
17,289
EU countries
16,436
United Kingdom
16,300
Wirkungsanalyse
15,159
Zeitreihenanalyse
15,105
Geldpolitik
14,844
Impact assessment
14,775
Time series analysis
14,730
Wirtschaftswachstum
14,323
Monetary policy
14,217
Economic growth
13,706
Japan
13,219
Konjunktur
12,541
Schätztheorie
12,195
Business cycle
12,033
Wechselkurs
11,910
Exchange rate
11,541
Risiko
11,471
more ...
less ...
Online availability
All
Free
4,598
Undetermined
2,904
CC license
232
Type of publication
All
Article
6,403
Book / Working Paper
5,632
Type of publication (narrower categories)
All
Article in journal
5,933
Aufsatz in Zeitschrift
5,933
Graue Literatur
2,708
Non-commercial literature
2,708
Working Paper
2,666
Arbeitspapier
2,665
Aufsatz im Buch
320
Book section
320
Hochschulschrift
278
Thesis
223
Collection of articles written by one author
57
Sammlung
57
Conference paper
50
Konferenzbeitrag
50
Collection of articles of several authors
44
Sammelwerk
44
Bibliografie enthalten
37
Bibliography included
37
Konferenzschrift
30
Aufsatzsammlung
23
Amtsdruckschrift
21
Government document
21
Forschungsbericht
20
Lehrbuch
17
Systematic review
16
Übersichtsarbeit
16
Textbook
15
Conference proceedings
11
Mikroform
9
Case study
4
Fallstudie
4
Festschrift
4
Abstract
2
Bibliografie
2
Nachschlagewerk
2
Reference book
2
Reprint
2
Rezension
2
Aufgabensammlung
1
Biografie
1
more ...
less ...
Language
All
English
11,811
German
174
French
37
Italian
10
Spanish
9
Polish
6
Hungarian
1
Dutch
1
more ...
less ...
Author
All
Gao, Jiti
64
Pesaran, M. Hashem
64
Linton, Oliver
59
Phillips, Peter C. B.
54
Kapetanios, George
53
Swanson, Norman R.
51
Koopman, Siem Jan
48
Marcellino, Massimiliano
47
Diebold, Francis X.
41
Cai, Zongwu
39
Hu, Yingyao
39
Härdle, Wolfgang
36
Lütkepohl, Helmut
34
Koop, Gary
33
Corradi, Valentina
30
Lewbel, Arthur
29
Kumbhakar, Subal
28
Lucas, André
28
Heckman, James J.
27
Ullah, Aman
26
Li, Jia
25
McAleer, Michael
25
Baltagi, Badi H.
24
Croux, Christophe
24
Hsiao, Cheng
24
Demetrescu, Matei
23
Newey, Whitney K.
23
Tauchen, George Eugene
23
Teräsvirta, Timo
23
Andersen, Torben
22
Su, Liangjun
22
Winkelmann, Rainer
22
Caporale, Guglielmo Maria
21
Chudik, Alexander
21
Sentana, Enrique
21
Todorov, Viktor
21
Tsionas, Efthymios G.
21
West, Kenneth D.
21
Engle, Robert F.
20
Hausman, Jerry A.
20
more ...
less ...
Institution
All
National Bureau of Economic Research
110
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
OECD
26
Organisation for Economic Co-operation and Development
13
International Energy Agency
10
Ekonomiska forskningsinstitutet <Stockholm>
7
Birkbeck College / Department of Economics
6
Umeå universitet
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
European Commission / Directorate-General for Economic and Financial Affairs
4
European University Institute / Department of Law
4
Rodney L. White Center for Financial Research
4
"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
3
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
3
Erasmus Research Institute of Management
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European Commission / Joint Research Centre
3
European Commission / Statistical Office of the European Communities
3
Federal Reserve System / Board of Governors
3
National Bureau of Economic Research and the Social Science Research Council Committee on Economic Stability
3
Rutgers University / Department of Economics
3
Umeå Universitet / Institutionen för Nationalekonomi
3
University of Strathclyde / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
European University Institute / Department of Economics
2
Europäische Kommission / Gemeinsame Forschungsstelle
2
Forschungsinstitut zur Zukunft der Arbeit
2
HFDF <1, 1995, Zürich>
2
Institut für Höhere Studien
2
Institut für Industriebetriebsforschung <Hamburg>
2
Panepistēmio Kypru / Department of Economics
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Trinity College Dublin / Department of Economics
2
University of Chicago / Graduate School of Business
2
University of Exeter / Department of Economics
2
University of New England / Department of Econometrics
2
University of Otago / Commerce Division
2
University of Western Australia / Department of Economics
2
University of Wisconsin-Madison
2
more ...
less ...
Published in...
All
Journal of econometrics
546
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
292
Economics letters
203
International journal of forecasting
141
Econometric reviews
140
Journal of forecasting
112
Discussion paper / Tinbergen Institute
103
Applied economics letters
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
90
NBER working paper series
90
CEMMAP working papers / Centre for Microdata Methods and Practice
89
NBER Working Paper
87
Journal of applied econometrics
86
Discussion paper series / IZA
85
Applied economics
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
Journal of empirical finance
79
Econometric theory
76
Journal of the American Statistical Association : JASA
76
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Economic modelling
73
Working paper
73
Working paper / National Bureau of Economic Research, Inc.
68
The econometrics journal
64
CESifo working papers
60
The review of economics and statistics
58
Computational economics
57
Econometrics : open access journal
57
Discussion paper
56
Finance research letters
55
European journal of operational research : EJOR
54
IZA Discussion Paper
51
Journal of banking & finance
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Discussion papers / CEPR
48
Empirical economics : a quarterly journal of the Institute for Advanced Studies
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
CREATES research paper
46
Journal of risk and financial management : JRFM
44
Quantitative economics : QE ; journal of the Econometric Society
44
more ...
less ...
Source
All
ECONIS (ZBW)
12,033
BASE
1
EconStor
1
Showing
1
-
10
of
12,035
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting
volatility
using historical data
Figlewski, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000952027
Saved in:
2
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Saved in:
3
Time-Varying Realized GARCH Models for Tracking Measurement Error Bias in
Volatility
Forecasting
Gerlach, Richard H.
-
2020
This paper proposes novel approaches to the modeling of attenuation bias effects in
volatility
forecasting. Our …
Persistent link: https://www.econbiz.de/10012839665
Saved in:
4
Realized
volatility
forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
5
Time-varying parameters realized GARCH models for tracking attenuation bias in
volatility
dynamics
Gerlach, Richard
;
Naimoli, Antonio
;
Storti, Giuseppe
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1849-1878
Persistent link: https://www.econbiz.de/10012295647
Saved in:
6
Correlation shrinkage : implications for risk forecasting
Menchero, Jose
;
Li, Peng
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 92-108
Persistent link: https://www.econbiz.de/10012589102
Saved in:
7
The use of within-subject experiments for estimating measurement effects in mixed-mode surveys
Klausch, Thomas
;
Schouten, Barry
;
Hox, Joop J.
-
2014
Persistent link: https://www.econbiz.de/10010393985
Saved in:
8
Identification and
estimation
of endogenous selection models in the presence of misclassification errors
Shiu, Ji-Liang
- In:
Economic modelling
52
(
2016
),
pp. 507-518
Persistent link: https://www.econbiz.de/10011642886
Saved in:
9
Forecasting
volatility
of stock indices with ARCH model
Alam, Md. Zahangir
;
Siddikee, Md. Noman
;
Masukujjaman, Md.
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 126-143
Persistent link: https://www.econbiz.de/10010205105
Saved in:
10
Predicting exchange rate in India : a non-parametric causality-in-quantiles approach
Jaiswal, Seema
-
2022
Persistent link: https://www.econbiz.de/10013402148
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
