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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of mathematical finance"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
ARCH-Modell
Zeitreihenanalyse
Estimation theory
29
Schätztheorie
29
Estimation
11
Schätzung
11
Time series analysis
10
ARCH model
9
Statistical distribution
7
Statistische Verteilung
7
Volatility
6
Volatilität
6
GARCH
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Risk measure
5
Correlation
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Forecasting model
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Korrelation
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Kointegration
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Autocorrelation Function
2
Brasilien
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Brazil
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Bruttoinlandsprodukt
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Capital income
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Causality analysis
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Change-Point
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Density Estimation
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Derivat
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Developing countries
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2
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2
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English
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Irungu, Irene W.
2
Mwita, Peter N.
2
Waititu, Antony G.
2
Adewuyi, Adejumo Wahab
1
Alber, Nader
1
Azimi, Mohammad Naim
1
Burger, Schalk
1
Chen, Lu-Jui
1
Cheng, Hao
1
Epaphra, Manamba
1
Esen, Halil Erturk
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Gumbo, Victor
1
Hsu, Yuan-Teng
1
Kheir, Vivian Bushra
1
Lim, Kian-Guan
1
Liu, Hung-Chun
1
Micallef, Brian
1
Mundia, Simon
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Rahaman, Abdul Rashid Abdul
1
Shahidzada, Seyed Farhad
1
Silverman, Searle
1
Siziba, Simiso
1
Van Vuuren, Gary
1
Wang, Jying-Nan
1
Yao, Hongxing
1
Yap, Nelson K. L.
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International journal of economics and finance
Journal of mathematical finance
Journal of econometrics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Econometric reviews
69
Economics letters
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
International journal of forecasting
44
Econometric theory
42
Journal of time series econometrics
39
Computational economics
30
The econometrics journal
26
Economic modelling
20
Finance research letters
19
Applied economics letters
17
Journal of financial econometrics
17
Applied economics
15
Journal of forecasting
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of risk
12
Journal of empirical finance
11
Journal of quantitative economics
11
Essays in honor of Joon Y. Park : econometric theory
10
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
10
Energy economics
9
Discussion paper / Centre for Economic Policy Research
7
Journal of banking & finance
7
Journal of international financial markets, institutions & money
7
Quantitative finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Theoretical economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
International journal of production economics
5
Journal of applied econometrics
5
Journal of economic dynamics & control
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Regional science & urban economics
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ECONIS (ZBW)
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1
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
2
Public-private investment and macroeconomic determinants : evidence from MENA countries
Alber, Nader
;
Kheir, Vivian Bushra
- In:
International journal of economics and finance
11
(
2019
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10011962235
Saved in:
3
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
4
Consistency of the model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 266-282
Persistent link: https://www.econbiz.de/10011874721
Saved in:
5
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
6
Efficient market hypothesis and the RMB-Dollar rates : a nonlinear modeling of the exchange rate
Yao, Hongxing
;
Rahaman, Abdul Rashid Abdul
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 150-160
Persistent link: https://www.econbiz.de/10011816422
Saved in:
7
Deriving correlation matrices for missing financial time-series data
Burger, Schalk
;
Silverman, Searle
;
Van Vuuren, Gary
- In:
International journal of economics and finance
10
(
2018
)
10
,
pp. 105-120
Persistent link: https://www.econbiz.de/10011944933
Saved in:
8
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
9
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
10
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
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