//--> //--> //-->
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:"Feng, Yuanhua"
subject:"Volatility"
~subject:"Germany"
~subject:"Schätzung"
~subject:"Share price"
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
Volatility
Germany
Schätzung
Share price
Estimation theory
26
Schätztheorie
26
Theorie
17
Theory
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Time series analysis
11
Zeitreihenanalyse
11
Regression analysis
9
Regressionsanalyse
9
Estimation
7
ARCH model
6
ARCH-Modell
6
Deutschland
6
Volatilität
5
Börsenkurs
4
USA
4
United States
4
bandwidth selection
4
ARMA model
3
ARMA-Modell
3
Aktienindex
3
Stock index
3
long memory
3
Exchange rate
2
Saisonale Schwankungen
2
Seasonal variations
2
Simulation
2
Wechselkurs
2
antipersistence
2
iterative plug-in
2
nonparametric regression
2
simulation
2
Autoregressive conditional duration
1
Bandwidth choice
1
Bandwidth selection
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
6
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Article in journal
3
Aufsatz im Buch
3
Aufsatz in Zeitschrift
3
Book section
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
more ...
less ...
Language
All
English
9
Author
All
Feng, Yuanhua
Pesaran, M. Hashem
42
Gao, Jiti
41
Linton, Oliver
39
Kapetanios, George
31
Diebold, Francis X.
29
Koopman, Siem Jan
27
Härdle, Wolfgang
26
Lechner, Michael
25
Winkelmann, Rainer
25
Cai, Zongwu
24
Koop, Gary
23
Lütkepohl, Helmut
22
Marcellino, Massimiliano
22
Swanson, Norman R.
21
Teräsvirta, Timo
21
Tauchen, George Eugene
19
Todorov, Viktor
19
Hafner, Christian M.
18
Hsu, Yu-Chin
18
Li, Jia
18
Kumbhakar, Subal
17
Phillips, Peter C. B.
17
Chudik, Alexander
16
Fernández-Villaverde, Jesús
16
Ghysels, Eric
16
Kumar, Dilip
16
Li, Yingying
16
Maheswaran, S.
16
Sentana, Enrique
16
Baltagi, Badi H.
15
Gouriéroux, Christian
15
Heckman, James J.
15
Hoderlein, Stefan
15
Hsiao, Cheng
15
Su, Liangjun
15
Wolters, Jürgen
15
Kim, Donggyu
14
Lucas, André
14
Pei, Zhuan
14
Schorfheide, Frank
14
more ...
less ...
Published in...
All
CIE working paper series
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Econometric theory
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
1
Institutional arrangements for global economic integration
1
Journal of risk
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast computation and bandwidth selection algorithms for smoothing functional time series
Schäfer, Bastian
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628585
Saved in:
2
An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
;
Beran, Jan
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628648
Saved in:
3
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
4
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
5
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
6
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
7
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
8
Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 1-16)
.
1998
Persistent link: https://www.econbiz.de/10001305364
Saved in:
9
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->