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subject:"Estimation theory"
~isPartOf:"Econometric Institute research papers"
~subject:"ARCH model"
~subject:"Time series analysis"
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Search: subject_exact:"Modellierung"
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Estimation theory
ARCH model
Time series analysis
Modellierung
39
Scientific modelling
39
Forecasting model
23
Prognoseverfahren
23
Theorie
19
Theory
19
ARCH-Modell
10
Zeitreihenanalyse
10
Estimation
9
Schätzung
9
Knowledge
8
Wissen
8
Experten
7
Experts
7
Volatility
7
Volatilität
7
Bayes-Statistik
5
Bayesian inference
5
Robust statistics
3
Robustes Verfahren
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
Welt
3
World
3
Analysis of variance
2
Commodity derivative
2
Comparison
2
Econometric model
2
Exchange rate risk
2
Rohstoffderivat
2
Simulation
2
Stahlprodukt
2
Steel product
2
VAR model
2
VAR-Modell
2
Varianzanalyse
2
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16
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16
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Arbeitspapier
16
Working Paper
16
Graue Literatur
15
Non-commercial literature
15
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English
16
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All
McAleer, Michael
13
Caporin, Massimiliano
7
Chang, Chia-Lin
2
Asai, Manabu
1
Camehl, Annika
1
Chan, Felix
1
Dijk, Herman K. van
1
Franses, Philip Hans
1
Hammoudeh, Shawkat M.
1
Hoornweg, Victor
1
Jimenez-Martin, Juan-Angel
1
Oxley, Les
1
Pérez Amaral, Teodosio
1
Roengchai Tansuchat
1
Strachan, Rodney W.
1
Wiphatthanananthakul, Chatayan
1
Yuan, Yuan
1
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Econometric Institute research papers
Journal of econometrics
69
Econometric reviews
35
Discussion paper / Tinbergen Institute
26
Economics letters
25
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Working paper
20
International journal of forecasting
18
CREATES research paper
17
The econometrics journal
17
Econometric theory
16
Econometrics : open access journal
15
Journal of forecasting
14
Cowles Foundation discussion paper
12
Discussion papers / Department of Economics, University of Copenhagen
12
IHS economics series : working paper
11
Quantitative economics : QE ; journal of the Econometric Society
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
NBER Working Paper
10
NBER working paper series
10
Cowles Foundation Discussion Paper
9
Economic modelling
9
Journal of economic dynamics & control
9
Working papers / Rutgers University, Department of Economics
9
CAMA working paper series
8
Reihe Ökonomie
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics
7
Department of Economics discussion paper series / University of Oxford
7
Discussion paper
7
Discussion papers / Helsinki Center of Economic Research : discussion paper
7
ECON PhD dissertations
7
Energy economics
7
Journal of applied econometrics
7
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers / CEPR
6
Journal of empirical finance
6
Journal of the American Statistical Association : JASA
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
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16
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1
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
3
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
4
Some tools for robustifying econometric analyses
Hoornweg, Victor
;
Franses, Philip Hans
-
2013
Persistent link: https://www.econbiz.de/10010354387
Saved in:
5
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
6
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
7
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
8
Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
Saved in:
9
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
10
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987333
Saved in:
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