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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Zinsstruktur"
~type:"book"
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Estimation theory
Schätzung
Schätztheorie
Share price
Zinsstruktur
Theorie
211
Theory
211
Time series analysis
70
Zeitreihenanalyse
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Volatilität
39
Stochastic process
35
Stochastischer Prozess
35
Estimation
32
USA
20
United States
20
Yield curve
17
VAR model
16
VAR-Modell
16
Capital income
15
Kapitaleinkommen
15
CAPM
14
Börsenkurs
13
Cointegration
13
Kointegration
13
Risikoprämie
13
Risk premium
13
Statistical test
11
Statistischer Test
11
ARCH model
10
ARCH-Modell
10
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
9
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Online availability
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Free
66
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
Language
All
English
66
Author
All
Andreasen, Martin Møller
6
Nielsen, Morten Ørregaard
5
Santucci de Magistris, Paolo
5
Bollerslev, Tim
3
Christoffersen, Peter F.
3
Grassi, Stefano
3
Haldrup, Niels
3
Todorov, Viktor
3
Callot, Laurent
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Christiansen, Charlotte
2
Delle Monache, Davide
2
Hillebrand, Eric
2
Kock, Anders Bredahl
2
Kristensen, Dennis
2
Kruse, Robinson
2
Meldrum, Andrew
2
Montes Schütte, Erik Christian
2
Osterrieder, Daniela
2
Podolskij, Mark
2
Rossi, Eduardo
2
Veliyev, Bezirgen
2
Andersen, Torben
1
Asgharian, Hossein
1
Barndorff-Nielsen, Ole E.
1
Bennedsen, Mikkel
1
Benzoni, Luca
1
Bolko, Anine E.
1
Borup, Daniel
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Cattaneo, Matias D.
1
Crump, Richard K.
1
Dang, Mads
1
Davidson, Russell
1
Dias, Gustavo Fruet
1
Dolatabadi, Sepideh
1
Dorion, Christian
1
Du, Du
1
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Published in...
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
869
NBER working paper series
726
NBER Working Paper
639
Discussion paper / Centre for Economic Policy Research
482
Discussion paper series / IZA
326
CESifo working papers
295
Working paper
257
Discussion paper / Tinbergen Institute
234
Discussion paper
200
Europäische Hochschulschriften / 5
198
Série des documents de travail / Centre de Recherche en Économie et Statistique
193
IZA Discussion Paper
156
Discussion papers / CEPR
152
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
145
SpringerLink / Bücher
132
Finance and economics discussion series
128
Discussion paper / Center for Economic Research, Tilburg University
127
Working paper series
126
SFB 649 discussion paper
118
CORE discussion paper : DP
111
Gabler Edition Wissenschaft
109
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
103
IMF working paper
101
Working paper series / European Central Bank
99
IMF working papers
98
CESifo Working Paper Series
93
Discussion papers in economics
91
Working papers
85
Research paper series / Swiss Finance Institute
81
Technical working paper / National Bureau of Economic Research
73
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
67
Cowles Foundation discussion paper
67
EUI working paper / ECO
65
Working paper series in economics and finance
60
CFS working paper series
59
Discussion paper / Department of Economics, University of California San Diego
58
Discussion papers / Deutsches Institut für Wirtschaftsforschung
58
CAMA working paper series
57
Discussion paper series
54
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ECONIS (ZBW)
66
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1
A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
-
2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
2
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
3
Now- and backcasting initial claims with high-dimensional daily internet search-volume data
Borup, Daniel
;
Rapach, David E.
;
Montes Schütte, Erik …
-
2021
Persistent link: https://www.econbiz.de/10012433998
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
5
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
6
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
7
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
8
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
9
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
10
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
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