//--> //--> //--> //-->
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"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Risikomaß"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Autokorrelation
Risikomaß
Estimation theory
316
Schätztheorie
316
Estimation
84
Schätzung
83
Regression analysis
54
Regressionsanalyse
54
Time series analysis
54
Zeitreihenanalyse
54
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Panel
48
Panel study
48
Statistical test
28
Statistischer Test
28
Volatility
27
Volatilität
27
Panel data
23
Forecasting model
21
Method of moments
21
Momentenmethode
21
Prognoseverfahren
21
Autocorrelation
20
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Statistical distribution
20
Statistische Verteilung
20
Modellierung
19
Scientific modelling
19
Correlation
18
Korrelation
18
Kleinste-Quadrate-Methode
17
Least squares method
17
Fixed effects
16
ARCH model
15
ARCH-Modell
15
Bias
15
Systematischer Fehler
15
VAR model
15
VAR-Modell
15
more ...
less ...
Online availability
All
Free
Undetermined
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Jin, Fei
3
Lee, Lung-fei
3
Ay, Jean-Sauveur
1
Ayouba, Kassoum
1
Caccioli, Fabio
1
Chang, Seong Yeon
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chih, Yao-Yu
1
Chu, Jeffrey
1
Delgado, Michael S.
1
Deng, Ying
1
Feng, Shuhui
1
Florax, Raymond J. G. M.
1
Gerlach, Richard H.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jeong, Hanbat
1
Kaibuchi, Hibiki
1
Kang, Jiwon
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Saejoon
1
Kondor, Imre
1
Kong, Wei
1
Lahiri, Kajal
1
Le Gallo, Julie
1
Lesage, James P.
1
Lin, Yanli
1
Mozharovskyi, Pavlo
1
Nadarajah, Saralees
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Peters, Gareth
1
Platanakis, Emmanouil
1
Sisson, Scott A.
1
Song, Junmo
1
more ...
less ...
Published in...
All
Economics letters
Quantitative finance
Journal of econometrics
60
Econometric reviews
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Insurance / Mathematics & economics
16
Journal of risk
15
Econometrics : open access journal
10
Econometric theory
9
Finance research letters
9
Journal of financial econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The journal of risk model validation
8
International journal of forecasting
7
Journal of risk and financial management : JRFM
7
European journal of operational research : EJOR
6
Regional science & urban economics
6
Risks : open access journal
6
The econometrics journal
6
Computational economics
5
Journal of banking & finance
5
Journal of empirical finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
Economic modelling
4
International journal of economics and financial issues : IJEFI
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of mathematical finance
4
Journal of time series econometrics
4
Spatial economic analysis : the journal of the Regional Studies Association
4
The European journal of finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of theoretical and applied finance
3
Journal of forecasting
3
Scandinavian actuarial journal
3
The journal of operational risk
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Applied economics
2
Cambridge working papers in economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
Estimation of spatial autoregressive models for origin-destination flows : a partial likelihood approach
Jeong, Hanbat
;
Lin, Yanli
;
Lee, Lung-fei
- In:
Economics letters
229
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014456221
Saved in:
4
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
5
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
6
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
7
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
8
Efficient GMM estimation of a spatial autoregressive model with an endogenous spatial weights matrix
Kong, Wei
;
Yang, Kai
- In:
Economics letters
208
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013207282
Saved in:
9
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
10
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->