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Estimation theory
Schätzung
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Estimation
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Gao, Jiti
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34
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26
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25
Lucas, André
25
Winkelmann, Rainer
21
Diebold, Francis X.
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Tauchen, George Eugene
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Kilian, Lutz
19
Tsionas, Efthymios G.
19
Chudik, Alexander
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Lee, Lung-fei
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Su, Liangjun
18
Swanson, Norman R.
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Bailey, Natalia
17
Caporale, Guglielmo Maria
17
Giraitis, Liudas
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Kim, Donggyu
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Kumar, Dilip
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Lewbel, Arthur
17
McAleer, Michael
17
Sentana, Enrique
17
Ullah, Aman
17
Engle, Robert F.
16
Gupta, Rangan
16
Lechner, Michael
16
Todorov, Viktor
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Boudt, Kris
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Maheswaran, S.
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OECD
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Centre for Analytical Finance <Århus>
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Centre for Microdata Methods and Practice <London>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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Journal of econometrics
372
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Economics letters
151
Econometric reviews
102
Applied economics letters
85
Discussion paper / Tinbergen Institute
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
Discussion paper series / IZA
66
NBER Working Paper
63
Economic modelling
62
Applied economics
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
NBER working paper series
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Journal of applied econometrics
55
Working paper
55
CEMMAP working papers / Centre for Microdata Methods and Practice
54
Journal of empirical finance
54
Working paper / Department of Econometrics and Business Statistics, Monash University
52
Econometric theory
51
Journal of the American Statistical Association : JASA
49
CESifo working papers
48
IZA Discussion Paper
44
Journal of banking & finance
44
Computational economics
41
The econometrics journal
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Discussion paper
39
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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International journal of forecasting
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Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
35
Discussion papers / CEPR
34
Journal of risk and financial management : JRFM
34
Journal of financial econometrics
33
Journal of forecasting
32
Quantitative economics : QE ; journal of the Econometric Society
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
The review of economics and statistics
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1
Estimating Credit Contagion in a Standard Factor Model
Roesch, Daniel
-
2013
(2001), among others. However, statistical
estimation
techniques and empirical evidence on contagion are still scarce …
Persistent link: https://www.econbiz.de/10013073485
Saved in:
2
Barrier-dependent structural models of default risk
Breitkopf, Nikolas
-
2013
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009790786
Saved in:
3
The pricing of credit derivatives and
estimation
of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
4
Macroeconomic link to Indian capital market : a post-liberalization evidence
Ray, Hirak
;
Sarkar, Joy
- In:
Modern economy
5
(
2014
)
4
,
pp. 272-288
Persistent link: https://www.econbiz.de/10010412793
Saved in:
5
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
6
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1999
Persistent link: https://www.econbiz.de/10001455818
Saved in:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
8
Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen
Aktienmarkt
Kaiser, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000971500
Saved in:
9
Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10000982152
Saved in:
10
Factor-GARCH models for German stocks : a model comparison
Kaiser, Thomas
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 331-336)
.
1997
Persistent link: https://www.econbiz.de/10001320988
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