//--> //--> //--> //-->
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:"Deutschland"
subject:"Forecasting model"
~person:"Ardia, David"
~person:"Peng, Liang"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
ARCH model
Estimation theory
25
Schätztheorie
25
ARCH-Modell
9
Time series analysis
8
Zeitreihenanalyse
8
Risikomaß
7
Risk measure
7
Prognoseverfahren
6
Statistical distribution
6
Statistische Verteilung
6
Regression analysis
5
Regressionsanalyse
5
Bayes-Statistik
4
Bayesian inference
4
Induktive Statistik
4
Statistical inference
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Einheitswurzeltest
3
Empirical likelihood
3
GARCH
3
Jackknife empirical likelihood
3
Measurement
3
Messung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risiko
3
Risk
3
Statistical test
3
Statistischer Test
3
Unit root test
3
Autocorrelation
2
Autokorrelation
2
Backtesting
2
Capital income
2
Estimation
2
Haezendonck-Goovaerts risk measure
2
Heteroscedasticity
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Collection of articles written by one author
Article in journal
12
Arbeitspapier
4
Working Paper
4
Graue Literatur
2
Non-commercial literature
2
Hochschulschrift
1
more ...
less ...
Language
All
English
12
Author
All
Ardia, David
Peng, Liang
Francq, Christian
18
Zakoïan, Jean-Michel
14
Teräsvirta, Timo
13
Kumar, Dilip
12
Lütkepohl, Helmut
11
Rahbek, Anders
8
Tsay, Ruey S.
8
Cai, Zongwu
7
Ling, Shiqing
7
Linton, Oliver
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Bauwens, Luc
6
Demetrescu, Matei
6
Kapetanios, George
6
Kim, Donggyu
6
Lahiri, Kajal
6
Maheswaran, S.
6
Paolella, Marc S.
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Taylor, James W.
6
Baillie, Richard
5
Chan, Ngai Hang
5
Fosten, Jack
5
Hafner, Christian M.
5
Horváth, Lajos
5
Koop, Gary
5
Krämer, Walter
5
Lechner, Michael
5
Lee, Ji Hyung
5
Li, Guodong
5
Luger, Richard
5
McAleer, Michael
5
McCracken, Michael W.
5
Pedersen, Rasmus Søndergaard
5
Rossi, Barbara
5
Sheppard, Kevin
5
more ...
less ...
Published in...
All
Finance research letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Astin bulletin : the journal of the International Actuarial Association
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of risk
1
Journal of time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
2
Unified inference for an AR process regardless of finite or infinite variance GARCH errors
Huang, Haitao
;
Leng, Xuan
;
Liu, Xiaohui
;
Peng, Liang
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 425-470
Persistent link: https://www.econbiz.de/10012232977
Saved in:
3
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
4
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:
5
Bias-corrected inference for a modified Lee-Carter mortality model
Liu, Qing
;
Ling, Chen
;
Li, Deyuan
;
Peng, Liang
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 433-455
Persistent link: https://www.econbiz.de/10012056606
Saved in:
6
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
7
Uniform test for predictive regression with AR errors
Li, Chenxue
;
Li, Deyuan
;
Peng, Liang
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
Saved in:
8
A new bootstrap test for multiple assets joint risk testing
Ardia, David
;
Gatarek, Lukasz
;
Hoogerheide, Lennart
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
Saved in:
9
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
10
Moments of standardized Fernandez-Steel skewed distributions : applications to the estimation of GARCH-type models
Trottier, Denis-Alexandre
;
Ardia, David
- In:
Finance research letters
18
(
2016
),
pp. 311-316
Persistent link: https://www.econbiz.de/10011657263
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->