//--> //--> //--> //-->
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
accessRights:"free"
subject:"USA"
~isPartOf:"CORE discussion papers : DP"
~subject:"ARCH-Modell"
~subject:"Bayesian inference"
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_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
USA
ARCH-Modell
Bayesian inference
Estimation theory
40
Schätztheorie
40
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
ARCH model
9
Correlation
7
Korrelation
7
Linear algebra
5
Lineare Algebra
5
Time series analysis
5
Zeitreihenanalyse
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Regression analysis
4
Regressionsanalyse
4
Volatility
4
Volatilität
4
Analysis of variance
3
Causality analysis
3
Kausalanalyse
3
Multivariate Analyse
3
Multivariate analysis
3
Theorie
3
Theory
3
Varianzanalyse
3
Dynamic conditional correlations
2
Estimation
2
Hadamard exponential matrix
2
IV-Schätzung
2
Instrumental variables
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Mathematical programming
2
Mathematische Optimierung
2
Modellierung
2
Schätzung
2
Scientific modelling
2
Statistical error
2
Statistischer Fehler
2
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Preminger, Arie
5
Hafner, Christian M.
4
Bauwens, Luc
3
Storti, Giuseppe
3
Bauwensa, Luc
1
Braione, Manuela
1
Cosma, Antonio
1
Galli, Fausto
1
Korobilis, Dimitris
1
Laurent, Sébastien
1
Otranto, Edoardo
1
Violante, Francesco
1
Xu, Yongdeng
1
Yang, Yukai
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
Discussion paper / Tinbergen Institute
24
CREATES research paper
23
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Discussion paper series / IZA
20
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Econometrics : open access journal
14
NBER working paper series
14
NBER Working Paper
12
Working paper / National Bureau of Economic Research, Inc.
12
CESifo working papers
11
International journal of economics and financial issues : IJEFI
11
Journal of risk and financial management : JRFM
11
Working papers
11
Sveriges Riksbank working paper series
10
Working paper
10
SFB 649 discussion paper
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Cambridge working papers in economics
8
Discussion paper
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Finance and economics discussion series
8
Quantitative economics : QE ; journal of the Econometric Society
8
Statistics in transition : an international journal of the Polish Statistical Association
8
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
Federal Reserve Bank of Cleveland working paper series
7
Staff reports / Federal Reserve Bank of New York
7
Working paper series
7
Economics discussion papers
6
International Journal of Energy Economics and Policy : IJEEP
6
Risks : open access journal
6
Strathclyde discussion papers in economics
6
Working papers / Federal Reserve Bank of Philadelphia, Research Department
6
CESifo Working Paper Series
5
Discussion papers / Department of Economics, University of Copenhagen
5
Discussion papers of interdisciplinary research project 373
5
Documento de trabajo
5
FEDS Working Paper
5
FRB of Philadelphia Working Paper
5
IIM Bangalore Research Paper
5
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
Saved in:
4
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
5
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
6
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
7
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010385162
Saved in:
8
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009504874
Saved in:
9
A nonparametric ACD model
Cosma, Antonio
(
contributor
);
Galli, Fausto
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375845
Saved in:
10
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
Preminger, Arie
(
contributor
);
Storti, Giuseppe
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375861
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->