//--> //--> //--> //-->
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
person:"Audrino, Francesco"
type_genre:"Arbeitspapier"
~person:"Andrews, Donald W. K."
~subject:"ARCH model"
~subject:"Theory"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theory
Estimation theory
42
Schätztheorie
42
Theorie
12
Induktive Statistik
10
Method of moments
10
Momentenmethode
10
Statistical inference
10
ARCH-Modell
7
USA
7
United States
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Forecasting model
6
Prognoseverfahren
6
Modellierung
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Scientific modelling
5
Statistical test
5
Statistischer Test
5
Bias
4
Estimation
4
Schätzung
4
Systematischer Fehler
4
Time series analysis
4
Zeitreihenanalyse
4
Aktienmarkt
3
Asymptotics
3
Bond market
3
Confidence set
3
Correlation
3
Dynamic programming
3
Dynamische Optimierung
3
Korrelation
3
Market microstructure
3
Marktmikrostruktur
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
34
Aufsatz in Zeitschrift
34
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Aufsatzsammlung
1
Festschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
English
19
Author
All
Audrino, Francesco
Andrews, Donald W. K.
Härdle, Wolfgang
56
Pesaran, M. Hashem
32
Franses, Philip Hans
30
Maravall Herrero, Agustín
24
Swanson, Norman R.
24
Gouriéroux, Christian
22
Imbens, Guido
22
Phillips, Peter C. B.
22
Kohn, Robert
19
Heckman, James J.
18
McAleer, Michael
18
Stahlecker, Peter
18
Teräsvirta, Timo
18
Zakoïan, Jean-Michel
18
Robert, Christian P.
17
Francq, Christian
16
Kleibergen, Frank
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Giles, Judith A.
13
Lucas, André
13
Newey, Whitney K.
13
Arnold, Bernhard
12
Brännäs, Kurt
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Hafner, Christian M.
11
Linton, Oliver
11
Mammen, Enno
11
Monfort, Alain
11
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
11
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Working papers on finance
3
Discussion paper / Department of Economics, University of California San Diego
1
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
(
contributor
);
Jia, Panle
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003773569
Saved in:
2
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
3
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
4
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
6
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
7
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
8
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723205
Saved in:
9
A general multivariate threshold GARCH model with dynamic conditional correlations
Trojani, Fabio
;
Audrino, Francesco
-
2005
Persistent link: https://www.econbiz.de/10002771808
Saved in:
10
Cross-section regression with common shocks
Andrews, Donald W. K.
-
2003
Persistent link: https://www.econbiz.de/10001774955
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->