//--> //--> //-->
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
isPartOf:"Discussion papers"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~person:"Lucas, André"
~subject:"Prognose"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Prognose
Estimation
2
Schätzung
2
Time series analysis
2
ARCH model
1
ARCH-Modell
1
Autoregressive conditional duration
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Delta-method
1
Dynamic distribution
1
Estimation theory
1
Forecasting model
1
Generalized autoregressive conditional heteroskedasticity
1
Heavy tails
1
Kapitaleinkommen
1
Prognoseverfahren
1
Realized kernel
1
Schätztheorie
1
Score driven models
1
Score-driven dynamics
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Time-varying mean
1
Time-varying shape-parameters
1
Vol-of-vol
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Lucas, André
Koopman, Siem Jan
4
Athanasopoulos, George
3
Silvapulle, Paramsothy
3
Blasques, Francisco
2
Hyndman, Rob J.
2
Mumtaz, Haroon
2
Vahid, Farshid
2
Ahmed, Shamim
1
Algaba, Andres
1
Allaj, Erindi
1
Altuğ, Sumru
1
Andreini, Paolo
1
Arroyo, Javier
1
Banik, Shipra
1
Barnett, Alina
1
Barsoum, Fady
1
Baumeister, Christiane
1
Bauwens, Luc
1
Bańbura, Marta
1
Bekierman, Jeremias
1
Blaskowitz, Oliver Jim
1
Bobeica, Elena
1
Bokun, Kathryn O.
1
Bork, Lasse
1
Borms, Samuel
1
Boudt, Kris
1
Breitung, Jörg
1
Bräuning, Falk
1
Camacho, Maximo
1
Canale, Antonio
1
Carstensen, Kai
1
Carvalho, Miguelde
1
Catania, Leopoldo
1
Chan, Joshua
1
Charemza, Wojciech
1
Chauvet, Marcelle
1
Chernis, Tony
1
Cheung, Calista
1
Chiu, Ching Wai Jeremy
1
more ...
less ...
Published in...
All
Discussion papers
International journal of forecasting
Discussion paper / Tinbergen Institute
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBP working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
2
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->