//--> //--> //-->
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:"Swanson, Norman R."
~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Kilian, Lutz"
~person:"Satchell, Stephen"
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
Estimation
3
Schätzung
3
Estimation theory
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
Autocorrelation
1
Autokorrelation
1
Conditional distribution
1
Forecasting model
1
Interest rate
1
Model selection
1
Modellierung
1
Multi-factor diffusion process
1
Multivariate Verteilung
1
Multivariate distribution
1
Nichtlineare Regression
1
Nonlinear regression
1
Out-of-sample forecasts
1
Portfolio optimisation
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Regime switching
1
Risikokapital
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Scientific modelling
1
Skewed-t copula
1
Specification test
1
Statistical test
1
Statistischer Test
1
Tail-risk
1
Theorie
1
Theory
1
Threshold autoregressive model
1
VAR model
1
VAR-Modell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Swanson, Norman R.
Kilian, Lutz
Satchell, Stephen
Baillie, Richard
3
Caporin, Massimiliano
3
Cenesizoglu, Tolga
3
Cho, Dooyeon
3
Karanasos, Menelaos
3
Nelson, Charles R.
3
Tzavalis, Elias
3
Wang, Yudong
3
Brockman, Paul
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Gospodinov, Nikolaj
2
Harvey, David I.
2
Hur, Jungshik
2
Jansen, Dennis W.
2
Kapetanios, George
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Leybourne, Stephen James
2
Li, Chen
2
Maio, Paulo
2
Malliaropulos, Dimitris
2
Martens, Martin
2
Migiakis, Petros
2
Min, Byoung-Kyu
2
Moor, Lieven de
2
Opschoor, Anne
2
Pan, Zhiyuan
2
Perez, M. Fabricio
2
Pesaran, M. Hashem
2
Qiao, Zhuo
2
Salvador, Enrique
2
Santucci de Magistris, Paolo
2
Schotman, Peter C.
2
Sercu, Piet
2
more ...
less ...
Published in...
All
Journal of empirical finance
Discussion paper / Centre for Economic Policy Research
12
Working papers / Rutgers University, Department of Economics
8
Working paper / Federal Reserve Bank of Dallas, Research Department
7
CFS working paper series
6
FRB of Dallas Working Paper
6
CESifo working papers
5
DAE working paper
5
Journal of applied econometrics
4
Working papers / University of Michigan, Department of Economics
4
CESifo Working Paper Series
3
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
3
International finance discussion papers
3
International journal of forecasting
3
Journal of money, credit and banking : JMCB
3
Staff working paper / Bank of Canada
3
The review of economics and statistics
3
Applied economics
2
Applied financial economics
2
Applied mathematical finance
2
CESifo Working Paper
2
Discussion papers / CEPR
2
Energy economics
2
Forecasting volatility in the financial markets
2
Journal of international money and finance
2
BIS Working Paper
1
BIS working papers
1
Bundesbank Series 1 Discussion Paper
1
Cambridge working papers in economics
1
DAE working paper / University of Cambridge, Department of Applied Economics
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper in financial economics : FE
1
Econometric reviews
1
Econometrics : open access journal
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
FRB Atlanta Working Paper Series
1
FRB International Finance Discussion Paper
1
FRB of Philadelphia Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
2
Nonlinearity and smoothing in venture capital performance data
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 782-795
Persistent link: https://www.econbiz.de/10009700590
Saved in:
3
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->