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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Econometric theory"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistischer Test"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Monte-Carlo-Simulation
Statistischer Test
Volatility
Estimation theory
977
Schätztheorie
977
Theorie
316
Theory
316
Time series analysis
205
Zeitreihenanalyse
205
Regression analysis
168
Regressionsanalyse
168
Nichtparametrisches Verfahren
150
Nonparametric statistics
150
Statistical test
66
Estimation
53
Schätzung
53
Autocorrelation
42
Autokorrelation
42
Statistical distribution
39
Statistische Verteilung
39
ARCH model
38
ARCH-Modell
38
Robust statistics
38
Robustes Verfahren
38
Volatilität
35
Prognoseverfahren
27
Cointegration
26
Kointegration
26
Method of moments
26
Momentenmethode
26
Induktive Statistik
25
Statistical inference
25
Statistical theory
25
Statistische Methodenlehre
25
Correlation
24
Einheitswurzeltest
24
Korrelation
24
Unit root test
24
Heteroscedasticity
22
Heteroskedastizität
22
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Undetermined
49
Free
43
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Article
98
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38
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Article in journal
98
Aufsatz in Zeitschrift
98
Arbeitspapier
36
Working Paper
36
Graue Literatur
35
Non-commercial literature
35
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5
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1
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English
136
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Dette, Holger
7
Hartung, Joachim
7
Sibbertsen, Philipp
5
Neumeyer, Natalie
4
Guggenberger, Patrik
3
Hidalgo, Javier
3
Knapp, Guido
3
Steland, Ansgar
3
Weihs, Claus
3
Kristensen, Dennis
2
Krämer, Walter
2
Leybourne, Stephen James
2
Li, Jia
2
Runde, Ralf
2
Shin, Dong-wan
2
So, Beong Soo
2
Sperlich, Stefan
2
Tsiotas, Georgios
2
Velasco, Carlos
2
Venetis, Ioannis
2
Whang, Yoon-jae
2
Zheng, John Xu
2
Andersen, Torben
1
Anderson, Theodore W.
1
Andrews, Donald W. K.
1
Argaç, Dog̃an
1
Argaç, Doğan
1
Bao, Yong
1
Bayer, Christian
1
Beckert, Walter
1
Behrendt, Simon
1
Bera, Anil K.
1
Berke, Olaf
1
Bissantz, Nicolai
1
Breitung, Jörg
1
Breneis, Simon
1
Bugni, Federico A.
1
Burridge, Peter
1
Busetti, Fabio
1
Caccioli, Fabio
1
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Published in...
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Econometric theory
Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
345
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
International journal of forecasting
120
Economics letters
107
Econometric reviews
97
Journal of forecasting
75
Discussion paper / Tinbergen Institute
66
The econometrics journal
62
CEMMAP working papers / Centre for Microdata Methods and Practice
58
Economic modelling
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Working paper / Department of Econometrics and Business Statistics, Monash University
41
Cowles Foundation discussion paper
38
Econometrics : open access journal
38
CREATES research paper
37
Journal of empirical finance
37
Applied economics letters
36
Computational economics
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Discussion paper
34
Journal of the American Statistical Association : JASA
34
NBER Working Paper
31
Applied economics
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
NBER working paper series
28
Working paper
28
Cowles Foundation Discussion Paper
27
Discussion paper series / IZA
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
European journal of operational research : EJOR
27
Working paper / National Bureau of Economic Research, Inc.
27
Journal of financial econometrics
25
Finance research letters
24
Discussion paper / Center for Economic Research, Tilburg University
23
Quantitative economics : QE ; journal of the Econometric Society
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Insurance / Mathematics & economics
21
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ECONIS (ZBW)
136
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136
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
5
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
6
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
7
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
8
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
9
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
10
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
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