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subject:"Deutschland"
subject:"Forecasting model"
~person:"Ardia, David"
~person:"Shi, Yanlin"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Estimation theory
13
Schätztheorie
13
ARCH-Modell
7
Prognoseverfahren
7
Time series analysis
6
Zeitreihenanalyse
6
Bayes-Statistik
4
Bayesian inference
4
Estimation
3
GARCH
3
Risikomaß
3
Risk measure
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Volatility
3
Volatilität
3
Backtesting
2
Markov chain
2
Markov-Kette
2
Mortality
2
Mortality forecasting
2
Sterblichkeit
2
VAR model
2
VAR-Modell
2
Actuarial mathematics
1
Aktienindex
1
Approximate restricted or residual maximum likelihood (approximate REML)
1
Asymmetric GARCH
1
Automobile insurance
1
Automotive industry
1
Bayesian
1
Bayesian and frequentist estimation
1
Bayesian estimation
1
Bitcoin
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
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Undetermined
9
Free
1
Type of publication
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Article
11
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Collection of articles written by one author
Article in journal
11
Arbeitspapier
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Working Paper
1
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Language
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English
11
Author
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Ardia, David
Shi, Yanlin
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
Peng, Liang
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
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Finance research letters
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Economics letters
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of forecasting
1
Journal of risk
1
Journal of time series econometrics
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
11
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11
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1
A new unique impulse response function in linear vector autoregressive models
Shi, Yanlin
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 460-468
Persistent link: https://www.econbiz.de/10014326311
Saved in:
2
Improving automobile insurance claims frequency prediction with telematics car driving data
Meng, Shengwang
;
Wang, He
;
Shi, Yanlin
;
Gao, Guangyuan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 363-391
Persistent link: https://www.econbiz.de/10013270068
Saved in:
3
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
4
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing
;
Shi, Yanlin
;
Chang, Le
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 255-273
Persistent link: https://www.econbiz.de/10012692702
Saved in:
5
Dynamic modelling and coherent forecasting of mortality rates : a time-varying coefficient spatial-temporal autoregressive approach
Chang, Le
;
Shi, Yanlin
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 843-863
Persistent link: https://www.econbiz.de/10012313742
Saved in:
6
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:
7
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:
8
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:
9
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:
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:
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