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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Monte Carlo simulation
Volatilität
Theorie
3,550
Theory
3,550
Estimation theory
519
Time series analysis
449
Zeitreihenanalyse
449
Estimation
366
Schätzung
366
Forecasting model
215
Prognoseverfahren
215
Volatility
205
Geldpolitik
161
Monetary policy
161
Nichtparametrisches Verfahren
158
Nonparametric statistics
158
United States
157
USA
156
Stochastic process
145
Stochastischer Prozess
145
Regression analysis
142
Regressionsanalyse
142
Statistical test
136
Statistischer Test
136
Cointegration
121
Kointegration
121
Panel
121
Panel study
121
Bayes-Statistik
117
Bayesian inference
117
Economic growth
116
Portfolio selection
115
Portfolio-Management
115
General equilibrium
113
Allgemeines Gleichgewicht
112
Wirtschaftswachstum
111
Endogenes Wachstumsmodell
108
Endogenous growth model
108
Statistical distribution
105
Statistische Verteilung
105
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Online availability
All
Undetermined
113
Free
1
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Article
773
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
9
Sammelwerk
9
Conference proceedings
3
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
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Language
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English
776
Author
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Chib, Siddhartha
11
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Koop, Gary
7
Li, Qi
7
Aït-Sahalia, Yacine
6
Giles, David E. A.
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Lung-fei
6
Ohtani, Kazuhiro
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
Li, Yong
5
McAleer, Michael
5
Singh, Radhey S.
5
Baltagi, Badi H.
4
Bera, Anil K.
4
Fry, Tim R. L.
4
Hallin, Marc
4
Nachane, Dilip M.
4
Renault, Eric
4
Rilstone, Paul
4
Schmidt, Peter
4
Stengos, Thanasēs
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Trenkler, Götz
4
Vinod, Hrishikesh D.
4
Windmeijer, Frank
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Asai, Manabu
3
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Published in...
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Economic modelling
Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
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
177
The review of economics and statistics
135
Journal of banking & finance
126
Journal of economic dynamics & control
123
Applied economics
120
Oxford bulletin of economics and statistics
115
Journal of forecasting
110
International journal of forecasting
104
Journal of empirical finance
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Statistical papers
89
Journal of international money and finance
88
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
Finance research letters
85
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
The European journal of finance
66
The journal of finance : the journal of the American Finance Association
66
International review of financial analysis
65
Annales d'économie et de statistique
64
Computational economics
64
Applied economics letters
61
Journal of monetary economics
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
59
Finance and stochastics
59
International review of economics & finance : IREF
58
The journal of futures markets
58
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ECONIS (ZBW)
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91
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
Saved in:
92
Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar
- In:
Economic modelling
53
(
2016
),
pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
Saved in:
93
Heterogeneous expectation, beliefs evolution and house price volatility
Zhang, Hao
;
Huang, Yuyuan
;
Yao, Haixiang
- In:
Economic modelling
53
(
2016
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011641077
Saved in:
94
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
95
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
96
Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Zhang, Huimin
;
Hamori, Shigeyuki
- In:
Economic modelling
55
(
2016
),
pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
Saved in:
97
Interpreting the movement of oil prices : driven by fundamentals or bubbles?
Zhang, Yue-jun
;
Yao, Ting
- In:
Economic modelling
55
(
2016
),
pp. 226-240
Persistent link: https://www.econbiz.de/10011642513
Saved in:
98
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
99
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
100
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
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