//--> //--> //--> //-->
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:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Koop, Gary"
~person:"Rahbek, Anders"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
ARCH model
Estimation theory
74
Schätztheorie
74
ARCH-Modell
31
Time series analysis
27
Zeitreihenanalyse
27
Theorie
23
Theory
23
Estimation
18
Schätzung
18
Volatility
13
Volatilität
13
Prognoseverfahren
11
Bayes-Statistik
10
Bayesian inference
10
VAR model
10
VAR-Modell
10
Börsenkurs
9
Share price
9
Cointegration
6
Induktive Statistik
6
Kointegration
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Statistical inference
6
Autocorrelation
5
Autokorrelation
5
Bootstrap approach
5
Bootstrap-Verfahren
5
Correlation
5
Forecasting
5
Korrelation
5
Multivariate Analyse
5
Multivariate analysis
5
Nichtlineare Regression
5
Nonlinear regression
5
Regression analysis
5
Regressionsanalyse
5
Risikomaß
5
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
37
Graue Literatur
30
Non-commercial literature
30
Arbeitspapier
29
Working Paper
29
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
37
Author
All
Bauwens, Luc
Francq, Christian
Koop, Gary
Rahbek, Anders
Zakoïan, Jean-Michel
14
Teräsvirta, Timo
13
Kumar, Dilip
12
Lütkepohl, Helmut
11
Tsay, Ruey S.
8
Cai, Zongwu
7
Ling, Shiqing
7
Linton, Oliver
7
Swanson, Norman R.
7
Ardia, David
6
Baltagi, Badi H.
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
Krämer, Walter
5
Lechner, Michael
5
Lee, Ji Hyung
5
Li, Guodong
5
Luger, Richard
5
McAleer, Michael
5
McCracken, Michael W.
5
Rossi, Barbara
5
Shi, Yanlin
5
Sucarrat, Genaro
5
more ...
less ...
Published in...
All
Journal of econometrics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Econometric reviews
1
Journal of the American Statistical Association : JASA
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
The econometrics journal
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
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:
4
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:
5
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:
6
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
7
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
8
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
9
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:
10
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->