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subject:"Germany"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
ARCH-Modell
Estimation theory
1,034
Schätztheorie
1,034
Theorie
395
Theory
395
Time series analysis
157
Zeitreihenanalyse
157
Estimation
130
Schätzung
128
Regression analysis
98
Regressionsanalyse
98
Panel
92
Panel study
92
Nichtparametrisches Verfahren
88
Nonparametric statistics
88
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49
Statistischer Test
49
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45
Autokorrelation
45
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44
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44
Method of moments
35
Momentenmethode
35
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34
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34
ARCH model
33
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32
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32
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32
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32
Capital income
31
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31
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30
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30
Stichprobenerhebung
30
Systematischer Fehler
30
Panel data
29
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28
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26
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1
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Aufsatz in Zeitschrift
Article in journal
37
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English
37
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Krämer, Walter
2
Rahbek, Anders
2
Agosto, Arianna
1
Amado, Cristina
1
Amilon, Henrik
1
Anatolyev, Stanislav
1
Ardia, David
1
Arvanitis, Stelios
1
Azamo, Baudouin Tameze
1
Balz, Christoph
1
Bauwens, Luc
1
Berens, Tobias
1
Buch, Claudia M.
1
Cavaliere, Giuseppe
1
Cheng, Wan-hsiu
1
Choi, Ji-Eun
1
Chourdakis, Kyriakos
1
Coakley, Jerry
1
Corré, Nienke
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
Dias, Gustavo Fruet
1
Dimitrakopoulos, Stefanos
1
Dotsis, George
1
Dufays, Arnaud
1
Feng, Xingdong
1
Fornari, Fabio
1
Fuertes, Ana María
1
Ginker, Tim
1
Hafner, Christian M.
1
Harvey, Andrew C.
1
He, Xue-zhong
1
Hoogerheide, Lennart F.
1
Huang, Zhuo
1
Huh, Jaewon
1
Hung, Jui-cheng
1
Jia, Jing
1
Jondeau, Eric
1
Jung, Hojin
1
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Economics letters
Journal of empirical finance
Journal of econometrics
53
Econometric theory
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
16
International journal of forecasting
15
The econometrics journal
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance research letters
12
Journal of risk
12
Applied economics
11
International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Economic modelling
10
Journal of time series econometrics
10
Applied economics letters
9
Journal of banking & finance
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometrics : open access journal
8
Journal of financial econometrics
8
Journal of mathematical finance
7
The European journal of finance
7
The journal of risk model validation
7
Computational economics
6
International Journal of Energy Economics and Policy : IJEEP
6
Annals of financial economics
5
CBN journal of applied statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Jahrbücher für Nationalökonomie und Statistik
5
Journal of economic dynamics & control
5
Journal of international money and finance
5
International journal of economics and finance
4
Journal of the American Statistical Association : JASA
4
Kredit und Kapital
4
Labour economics : official journal of the European Association of Labour Economists
4
Macroeconomic dynamics
4
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
A residual-based test for multivariate GARCH models using transformed quadratic residuals
Ke, Rui
;
Jia, Jing
;
Tan, Changchun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886565
Saved in:
4
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
5
Kurtosis analysis in GARCH models with Gram-Charlier-like innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economics letters
183
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012122539
Saved in:
6
Accounting for persistence in panel count data models : an application to the number of patents awarded
Dimitrakopoulos, Stefanos
- In:
Economics letters
171
(
2018
),
pp. 245-248
Persistent link: https://www.econbiz.de/10012021796
Saved in:
7
Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
Kim, Byungsoo
- In:
Economics letters
162
(
2018
),
pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
Saved in:
8
Robustness of binary choice models to conditional heteroscedasticity
Ginker, Tim
;
Lieberman, Offer
- In:
Economics letters
150
(
2017
),
pp. 130-134
Persistent link: https://www.econbiz.de/10011764909
Saved in:
9
Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
10
Monitoring parameter change for time series models with conditional heteroscedasticity
Huh, Jaewon
;
Oh, Haejune
;
Lee, Sangyeol
- In:
Economics letters
152
(
2017
),
pp. 66-70
Persistent link: https://www.econbiz.de/10011801150
Saved in:
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