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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International economic review"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Galbraith, John W."
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Linton, Oliver"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Core"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
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Schätztheorie
Core
Estimation theory
Statistical distribution
Statistische Verteilung
USA
Volatilität
Theorie
149
Theory
149
Time series analysis
52
Zeitreihenanalyse
52
Forecasting model
38
Prognoseverfahren
38
Saisonale Schwankungen
22
Seasonal variations
22
United States
15
Stochastic process
13
Stochastischer Prozess
13
Volatility
13
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Econometrics
9
Ökonometrie
9
Estimation
8
Schätzung
8
Cointegration
7
Kointegration
7
Regression analysis
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Regressionsanalyse
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Statistical theory
7
Statistische Methodenlehre
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ARCH model
6
ARCH-Modell
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Business cycle
6
Capital income
6
Kapitaleinkommen
6
Konjunktur
6
Method of moments
5
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5
Statistical test
5
Statistischer Test
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55
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18
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15
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15
Non-commercial literature
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3
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3
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2
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English
73
Author
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Diebold, Francis X.
Franses, Philip Hans
Galbraith, John W.
Gonzalo, Jesús
Granger, C. W. J.
Linton, Oliver
McAleer, Michael
Schmidt, Peter
Dijk, Dick van
11
Swanson, Norman R.
9
Aït-Sahalia, Yacine
8
Dijk, Herman K. van
8
Li, Qi
8
Andersen, Torben
7
Bollerslev, Tim
7
Chib, Siddhartha
7
Gouriéroux, Christian
7
Koop, Gary
7
Phillips, Peter C. B.
7
Ghysels, Eric
6
Kohn, Robert
6
Lee, Lung-fei
6
Lucas, André
6
Steel, Mark F. J.
6
Atkinson, Scott Estes
5
Dufour, Jean-Marie
5
Godfrey, L. G.
5
González-Rivera, Gloria
5
Haan, Laurens de
5
Kleibergen, Frank
5
Magnus, Jan R.
5
Maheu, John M.
5
Park, Joon Y.
5
Sentana, Enrique
5
Stern, Steven N.
5
Tauchen, George Eugene
5
West, Kenneth D.
5
Baltagi, Badi H.
4
Chan, Joshua
4
Chen, Songnian
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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International economic review
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
15
Econometric theory
15
Econometric reviews
14
Working paper / National Bureau of Economic Research, Inc.
14
Economics letters
11
Working paper
11
Working papers / Financial Institutions Center
11
Journal of applied econometrics
10
CFS working paper series
9
Econometric Institute research papers
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Working papers / Rodney L. White Center for Financial Research
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
NBER working paper series
7
Oxford bulletin of economics and statistics
7
The review of economics and statistics
7
Discussion paper / Department of Economics, University of California San Diego
6
NBER Working Paper
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Technical working paper / National Bureau of Economic Research
5
Working papers in quantitative economics and econometrics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper series / LSE Financial Markets Group
4
Financial Institutions Center
4
Journal of productivity analysis
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Working papers / Penn Institute for Economic Research
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Discussion paper / Institute of Social and Economic Research
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Applied economics
2
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
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ECONIS (ZBW)
Showing
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73
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1
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
2
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
5
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
6
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
8
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
9
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
10
Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús
;
Olmo, Jose
- In:
International economic review
55
(
2014
)
3
,
pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
Saved in:
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