//--> //--> //-->
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:"Exchange rate"
subject:"Volatilität"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Volatilität
Forecasting model
Estimation theory
63
Schätztheorie
63
Theorie
28
Theory
28
Time series analysis
12
Zeitreihenanalyse
12
Estimation
7
Prognoseverfahren
7
Schätzung
7
Volatility
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Autocorrelation
4
Autokorrelation
4
Panel
4
Panel study
4
Yield curve
4
Zinsstruktur
4
Einheitswurzeltest
3
Großbritannien
3
Option pricing theory
3
Optionspreistheorie
3
Regression analysis
3
Regressionsanalyse
3
Simulation
3
Statistical distribution
3
Statistical test
3
Statistical theory
3
Statistische Methodenlehre
3
Statistische Verteilung
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
Unit root test
3
United Kingdom
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
Coroneo, Laura
2
Iacone, Fabrizio
2
Li, Kai
2
Bianchi, Marco
1
Christodoulakis, George A.
1
Diebold, Francis X.
1
Figlewski, Stephen
1
Hahn, Jinyong
1
Karanasos, Menelaos
1
Mitra, Kaushik
1
Orszag, Jonathan Michael
1
Satchell, Stephen
1
Steeley, James M.
1
Tay, Anthony S. A.
1
Weinbaum, David
1
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
2
University of Exeter / Department of Economics
1
Published in...
All
Discussion papers in economics
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Discussion paper / Tinbergen Institute
47
CREATES research paper
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Discussion paper
16
Working papers / Rutgers University, Department of Economics
15
Working paper / National Bureau of Economic Research, Inc.
14
Working paper
13
SFB 649 discussion paper
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Discussion papers / CEPR
11
Working papers
11
Cowles Foundation discussion paper
10
CESifo working papers
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
Working papers series in theoretical and applied economics
9
Discussion paper / Center for Economic Research, Tilburg University
8
Finance and economics discussion series
7
KBI
7
Discussion paper / Centre for Economic Policy Research
6
Documento de trabajo
6
EUI working paper / ECO
6
GRIPS discussion papers
6
Research paper series / Swiss Finance Institute
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Working paper series
6
Working paper series / European Central Bank
6
Barcelona GSE working paper series : working paper
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers of interdisciplinary research project 373
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Staff reports / Federal Reserve Bank of New York
5
Technical working paper / National Bureau of Economic Research
5
Umeå economic studies
5
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
5
CORE discussion papers : DP
4
ERID working paper
4
Federal Reserve Bank of Cleveland working paper series
4
IES working paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
-
2021
Persistent link: https://www.econbiz.de/10012817692
Saved in:
2
Comparing predictive accuracy in small samples
Coroneo, Laura
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011411613
Saved in:
3
Inferring volatility persistence from option implied volatility
Li, Kai
-
2001
Persistent link: https://www.econbiz.de/10001554378
Saved in:
4
Is more data better?
Mitra, Kaushik
-
2000
Persistent link: https://www.econbiz.de/10001541320
Saved in:
5
The empirical performance of alternative extreme value volatility estimators
Li, Kai
;
Weinbaum, David
-
2000
Persistent link: https://www.econbiz.de/10001554385
Saved in:
6
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
7
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
8
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
9
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
10
Forecasting volatility using historical data
Figlewski, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000952027
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->