//--> //--> //--> //-->
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:"Germany"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"ARCH-Modell"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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
Germany
ARCH-Modell
Estimation theory
397
Schätztheorie
397
Regression analysis
94
Regressionsanalyse
94
Nichtparametrisches Verfahren
83
Nonparametric statistics
83
Time series analysis
58
Zeitreihenanalyse
58
Estimation
46
Schätzung
46
Sampling
25
Statistical distribution
25
Statistische Verteilung
25
Stichprobenerhebung
25
Correlation
23
Korrelation
23
Volatility
23
Volatilität
23
Forecasting model
22
Prognoseverfahren
22
Theorie
20
Theory
20
Capital income
19
Induktive Statistik
19
Kapitaleinkommen
19
Statistical inference
19
Bayes-Statistik
18
Bayesian inference
18
Maximum likelihood estimation
17
Multivariate Analyse
17
Multivariate analysis
17
Maximum-Likelihood-Schätzung
16
Statistical test
16
Statistischer Test
16
ARCH model
15
Stochastic process
15
Stochastischer Prozess
15
Statistical error
14
Statistischer Fehler
14
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
17
Language
All
English
17
Author
All
Agosto, Arianna
1
Amado, Cristina
1
Bauwens, Luc
1
Berens, Tobias
1
Cavaliere, Giuseppe
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
Dotsis, George
1
Dufays, Arnaud
1
Fornari, Fabio
1
Francq, Christian
1
Harvey, Andrew C.
1
He, Xue-zhong
1
Hung, Jui-cheng
1
Härdle, Wolfgang
1
Jondeau, Eric
1
Koenker, Roger
1
Kristensen, Dennis
1
Li, Youwei
1
Marsh, Terry Alan
1
Mele, Antonio
1
Park, Byeong U.
1
Rahbek, Anders
1
Teräsvirta, Timo
1
Thiele, Stephen
1
Wagner, Niklas F.
1
Wang, Huixia Judy
1
Wang, Lan
1
Weiß, Gregor
1
Wied, Dominik
1
Xiao, Zhijie
1
Xue, Lan
1
Yang, Lijian
1
Zakoïan, Jean-Michel
1
Zhao, Zhao
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of the American Statistical Association : JASA
Journal of econometrics
53
Econometric theory
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Economics letters
24
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
Kredit und Kapital
4
Labour economics : official journal of the European Association of Labour Economists
4
Macroeconomic dynamics
4
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
4
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
5
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
6
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
7
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
8
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
9
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
10
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->