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subject:"Deutschland"
subject:"Forecasting model"
~person:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Koop, Gary"
~person:"Shi, Yanlin"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
ARCH model
Estimation theory
65
Schätztheorie
65
Time series analysis
28
Zeitreihenanalyse
28
ARCH-Modell
24
Theorie
19
Theory
19
Estimation
17
Schätzung
17
Prognoseverfahren
15
Volatility
13
Volatilität
13
VAR model
10
VAR-Modell
10
Bayes-Statistik
9
Bayesian inference
9
Börsenkurs
9
Share price
9
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Forecasting
5
Risikomaß
5
Risk measure
5
Capital income
4
Correlation
4
Induktive Statistik
4
Kapitaleinkommen
4
Korrelation
4
Regression analysis
4
Regressionsanalyse
4
Statistical inference
4
Stochastic process
4
Stochastischer Prozess
4
Analysis of variance
3
Cointegration
3
GARCH
3
Kointegration
3
Markov chain
3
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Undetermined
21
Free
1
Type of publication
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Article
34
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Aufsatz in Zeitschrift
Article in journal
34
Graue Literatur
24
Non-commercial literature
24
Arbeitspapier
23
Working Paper
23
Aufsatz im Buch
1
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1
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English
34
Author
All
Bauwens, Luc
Francq, Christian
Koop, Gary
Shi, Yanlin
Zakoïan, Jean-Michel
14
Teräsvirta, Timo
13
Kumar, Dilip
12
Lütkepohl, Helmut
11
Rahbek, Anders
8
Cai, Zongwu
7
Ling, Shiqing
7
Linton, Oliver
7
Swanson, Norman R.
7
Tsay, Ruey S.
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
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
Sucarrat, Genaro
5
Tu, Yundong
5
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Journal of econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
International journal of forecasting
3
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Finance research letters
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Scandinavian actuarial journal
1
The review of economic studies
1
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ECONIS (ZBW)
34
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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
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
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:
8
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:
9
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:
10
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
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