//--> //--> //--> //-->
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
source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Monte Carlo simulation
Volatilität
Theorie
3,076
Theory
3,076
Estimation
481
Schätzung
481
Time series analysis
425
Zeitreihenanalyse
425
Estimation theory
414
USA
247
United States
247
Forecasting model
201
Prognoseverfahren
201
Volatility
181
Nichtparametrisches Verfahren
154
Nonparametric statistics
154
Statistical test
139
Statistischer Test
139
Regression analysis
137
Regressionsanalyse
137
Cointegration
121
Kointegration
121
Stochastic process
119
Stochastischer Prozess
119
Panel
114
Panel study
114
Capital income
108
Kapitaleinkommen
108
Statistical distribution
103
Statistische Verteilung
103
Bayes-Statistik
97
Bayesian inference
97
ARCH model
93
ARCH-Modell
93
Einheitswurzeltest
93
Unit root test
93
Monte-Carlo-Simulation
91
Method of moments
89
Momentenmethode
89
more ...
less ...
Online availability
All
Undetermined
104
Free
2
Type of publication
All
Article
650
Book / Working Paper
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
653
Collection of articles of several authors
8
Sammelwerk
8
Conference proceedings
3
Konferenzschrift
3
Language
All
English
653
Author
All
Chib, Siddhartha
11
Koop, Gary
7
Aït-Sahalia, Yacine
6
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
McAleer, Michael
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
Baltagi, Badi H.
4
Hallin, Marc
4
Renault, Eric
4
Schmidt, Peter
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Songnian
3
Christensen, Bent Jesper
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Griffin, Jim E.
3
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
Economics letters
489
Econometric theory
305
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
281
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
253
Econometric reviews
197
Journal of applied econometrics
178
Journal of quantitative economics : official journal of the Indian Econometric Society
144
The review of economics and statistics
135
Journal of banking & finance
126
Journal of economic dynamics & control
123
Oxford bulletin of economics and statistics
115
Journal of forecasting
111
International journal of forecasting
107
Economic modelling
100
Journal of empirical finance
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Finance research letters
93
Journal of international money and finance
89
Statistical papers
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
International journal of theoretical and applied finance
85
Journal of financial economics
80
The review of financial studies
76
International economic review
75
American journal of agricultural economics
68
The review of economic studies
68
Computational economics
67
The European journal of finance
67
International review of financial analysis
66
The journal of finance : the journal of the American Finance Association
66
Annales d'économie et de statistique
64
Applied economics letters
63
Energy economics
61
Journal of monetary economics
61
International review of economics & finance : IREF
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Finance and stochastics
59
The journal of futures markets
59
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
653
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
4
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
5
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
6
Threshold vector error correction model and transaction cost variation
Machado Junior, Pedro C.
;
Chung, Chanjin
;
Ng'ombe, John N.
- In:
Applied economics
56
(
2024
)
42
,
pp. 5058-5071
Persistent link: https://www.econbiz.de/10014560520
Saved in:
7
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
8
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
9
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->