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subject:"Deutschland"
subject:"Forecasting model"
~person:"Ardia, David"
~person:"Bauwens, Luc"
~person:"Koop, Gary"
~person:"Li, Guodong"
~subject:"ARCH model"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Estimation theory
49
Schätztheorie
49
Time series analysis
24
Zeitreihenanalyse
24
ARCH-Modell
16
Theorie
16
Theory
16
Bayes-Statistik
13
Bayesian inference
13
Estimation
13
Schätzung
13
Prognoseverfahren
12
Volatility
9
Volatilität
9
Börsenkurs
6
Regression analysis
6
Regressionsanalyse
6
Share price
6
VAR model
6
VAR-Modell
6
Forecasting
5
Correlation
4
Korrelation
4
Nichtlineare Regression
4
Nonlinear regression
4
Statistical distribution
4
Statistische Verteilung
4
Autocorrelation
3
Autokorrelation
3
Bayesian estimation
3
Capital income
3
GARCH
3
Kapitaleinkommen
3
Markov chain
3
Markov-Kette
3
Risikomaß
3
Risk measure
3
Stochastic process
3
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Undetermined
16
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Article
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
22
Language
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English
22
Author
All
Ardia, David
Bauwens, Luc
Koop, Gary
Li, Guodong
Francq, Christian
18
Zakoïan, Jean-Michel
14
Teräsvirta, Timo
13
Kumar, Dilip
12
Lütkepohl, Helmut
11
Rahbek, Anders
8
Cai, Zongwu
7
Ling, Shiqing
7
Swanson, Norman R.
7
Tsay, Ruey S.
7
Demetrescu, Matei
6
Kapetanios, George
6
Kim, Donggyu
6
Linton, Oliver
6
Maheswaran, S.
6
Paolella, Marc S.
6
Peng, Liang
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Taylor, James W.
6
Baltagi, Badi H.
5
Chan, Ngai Hang
5
Fosten, Jack
5
Hafner, Christian M.
5
Horváth, Lajos
5
Krämer, Walter
5
Lahiri, Kajal
5
Lechner, Michael
5
Lee, Ji Hyung
5
Luger, Richard
5
McAleer, Michael
5
McCracken, Michael W.
5
Rossi, Barbara
5
Shi, Yanlin
5
Sucarrat, Genaro
5
Tu, Yundong
5
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Economics letters
2
Finance research letters
2
International journal of forecasting
2
Econometric theory
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of risk
1
Journal of time series econometrics
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
The review of economic studies
1
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ECONIS (ZBW)
22
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1
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22
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
5
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
6
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
7
Reconciled estimates and nowcasts of regional output in the UK
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
National Institute economic review : journal of the …
253
(
2020
)
1
,
pp. R44-R59
Persistent link: https://www.econbiz.de/10012258699
Saved in:
8
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
9
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
10
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
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