//--> //--> //--> //-->
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
subject:"Capital income"
subject:"Time series analysis"
~isPartOf:"Journal of risk"
~isPartOf:"Journal of time series econometrics"
~type:"article"
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
Capital income
Time series analysis
Estimation theory
90
Schätztheorie
90
Zeitreihenanalyse
45
ARCH model
22
ARCH-Modell
22
Risikomaß
22
Risk measure
22
Estimation
18
Schätzung
18
Portfolio selection
13
Portfolio-Management
13
Statistical test
11
Statistischer Test
11
Forecasting model
10
Prognoseverfahren
10
Einheitswurzeltest
9
Unit root test
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Statistical distribution
8
Statistische Verteilung
8
Structural break
8
Strukturbruch
8
Volatility
8
Volatilität
8
Cointegration
7
Kapitaleinkommen
7
Kointegration
7
Risiko
7
Risk
7
ARMA model
6
ARMA-Modell
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Regression analysis
6
Regressionsanalyse
6
Autocorrelation
5
Autokorrelation
5
more ...
less ...
Online availability
All
Undetermined
46
Free
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Language
All
English
49
Author
All
Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Ardia, David
1
Auer, Benjamin R.
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Boubaker, Heni
1
Butler, Andrew
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Cipra, Tomáš
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Feng, Yuanhua
1
Game, Aaron
1
Gatarek, Lukasz
1
Goldman, Elena
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hendry, David F.
1
Hendrych, Radek
1
Hoogerheide, Lennart
1
Hunt, Richard
1
Javed, Farrukh
1
more ...
less ...
Published in...
All
Journal of risk
Journal of time series econometrics
Journal of econometrics
334
Econometric theory
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
142
Econometric reviews
89
International journal of forecasting
66
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
53
Econometrics : open access journal
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
The econometrics journal
38
Economic modelling
37
Applied economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of empirical finance
35
Journal of the American Statistical Association : JASA
35
Computational economics
34
Journal of applied econometrics
32
Finance research letters
25
Oxford bulletin of economics and statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
22
Journal of banking & finance
18
The review of economics and statistics
18
Journal of economic dynamics & control
17
Journal of financial econometrics
17
Journal of macroeconomics
15
The review of economic studies
15
International journal of economics and financial issues : IJEFI
13
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Quantitative economics : QE ; journal of the Econometric Society
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Insurance / Mathematics & economics
11
Journal of quantitative economics
11
Journal of mathematical finance
10
Theoretical economics letters
10
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
4
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
5
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:
6
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
9
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
10
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->