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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Analysis of variance"
~subject:"Sampling"
~subject:"Stochastic process"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Analysis of variance
Sampling
Stochastic process
Volatilität
Estimation theory
122
Schätztheorie
122
Theorie
86
Theory
86
Time series analysis
17
Zeitreihenanalyse
17
ARCH model
9
ARCH-Modell
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Correlation
7
Korrelation
7
Estimation
6
Schätzung
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Linear algebra
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Lineare Algebra
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Statistical theory
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Statistische Methodenlehre
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Chaos theory
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Chaostheorie
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Frankreich
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Regression analysis
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Regressionsanalyse
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Stochastischer Prozess
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Börsenkurs
3
Causality analysis
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Kausalanalyse
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Multivariate Analyse
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Multivariate analysis
3
Probability theory
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6
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Bauwens, Luc
4
Hafner, Christian M.
2
Otranto, Edoardo
2
Preminger, Arie
2
Abowd, John M.
1
Bauwensa, Luc
1
Bertail, Patrice
1
Braione, Manuela
1
Casella, George
1
Galli, Fausto
1
Ghysels, Eric
1
Gouriéroux, Christian
1
Guerre, Emmanuel
1
Jasiak, Joann
1
Maes, J.
1
Pastorello, Sergio
1
Politis, Dimitris N.
1
Renault, Eric
1
Rhomari, N.
1
Robert, Christian P.
1
Storti, Giuseppe
1
Touzi, Nizar
1
Xu, Yongdeng
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CORE discussion papers : DP
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Tinbergen Institute
52
CREATES research paper
31
SFB 649 discussion paper
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Discussion papers of interdisciplinary research project 373
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Working paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Cowles Foundation discussion paper
13
Discussion paper / Central Bureau voor de Statistiek
13
Working paper / National Bureau of Economic Research, Inc.
13
Discussion paper series / IZA
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Working papers
11
Working papers / TSE : WP
10
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CESifo working papers
7
Cambridge working papers in economics
7
Finance and economics discussion series
7
Technical working paper / National Bureau of Economic Research
7
Discussion paper
6
Documento de trabajo
6
KBI
6
Série des documents de travail
6
Working paper series
6
Discussion papers / CEPR
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
EUI working paper / ECO
5
GRIPS discussion papers
5
IES working paper
5
Research paper series / Swiss Finance Institute
5
Working papers / Rutgers University, Department of Economics
5
CEMFI working paper
4
Cambridge-INET working papers
4
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
ERID working paper
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ECONIS (ZBW)
13
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1
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
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:
3
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
4
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
5
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
6
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003526529
Saved in:
7
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
8
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
10
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
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