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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"International journal of production economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"VAR model"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
VAR model
Volatilität
Zeitreihenanalyse
Estimation theory
111
Schätztheorie
111
Time series analysis
52
Estimation
34
Schätzung
33
ARCH model
17
ARCH-Modell
17
Regression analysis
17
Regressionsanalyse
17
Volatility
17
Forecasting model
14
Prognoseverfahren
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Markov chain
10
Markov-Kette
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Stochastic process
9
Stochastischer Prozess
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical distribution
8
Statistische Verteilung
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Structural break
7
Strukturbruch
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
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63
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Aufsatz in Zeitschrift
Article in journal
63
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English
63
Author
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Enders, Walter
2
Li, Jing
2
Sbrana, Giacomo
2
Silvestrini, Andrea
2
Teräsvirta, Timo
2
Abbara, Omar
1
Ahrens, Diane
1
Anatolyev, Stanislav
1
Arunraj, Nari Sivanandam
1
Babai, M. Zied
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Boylan, John E.
1
Bu, Ruijun
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
De Angelis, Luca
1
Disney, Stephen M.
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Eisenstat, Eric
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Falk, Barry
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Flachaire, Emmanuel
1
Gaalman, Gerard J. C.
1
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International journal of production economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Econometric reviews
71
Economics letters
65
International journal of forecasting
46
Econometric theory
45
Journal of time series econometrics
39
Computational economics
30
The econometrics journal
26
Economic modelling
25
Finance research letters
23
Applied economics letters
19
Journal of financial econometrics
17
Journal of empirical finance
16
Journal of quantitative economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
15
Applied economics
14
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
12
European journal of operational research : EJOR
12
Insurance / Mathematics & economics
9
Journal of banking & finance
9
Theoretical economics letters
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of economic dynamics & control
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
7
Journal of risk
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research in international business and finance
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance and stochastics
5
International journal of computational economics and econometrics : IJCEE
5
International journal of financial engineering
5
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ECONIS (ZBW)
63
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Estimating the cumulative distribution function of lead-time demand using bootstrapping with and without replacement
Boylan, John E.
;
Babai, M. Zied
- In:
International journal of production economics
252
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013434179
Saved in:
5
When bullwhip increases in the lead time : an eigenvalue analysis of ARMA demand
Gaalman, Gerard J. C.
;
Disney, Stephen M.
;
Wang, Xun
- In:
International journal of production economics
250
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013535783
Saved in:
6
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
7
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
8
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
9
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
10
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
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