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subject:"Germany"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Statistical distribution
Estimation theory
102
Schätztheorie
102
Time series analysis
49
Zeitreihenanalyse
49
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
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Article in journal
Bibliografie enthalten
Hochschulschrift
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English
7
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Bekiros, Stelios
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
Huang, Xiao
1
Kok Haur Ng
1
Lee, Kyungsub
1
Paccagnini, Alessia
1
Peiris, Shelton
1
Pérez, Ana
1
Thanakorn Nitithumbundit
1
Viroli, Cinzia
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
63
Insurance / Mathematics & economics
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Economics letters
28
Econometric theory
26
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometric reviews
23
Journal of the American Statistical Association : JASA
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
The econometrics journal
15
Europäische Hochschulschriften / 5
13
Econometrics : open access journal
12
European journal of operational research : EJOR
12
International journal of forecasting
12
Statistical papers
12
Applied economics letters
9
Oxford bulletin of economics and statistics
9
Reihe Quantitative Ökonomie : Ökon
9
Risks : open access journal
9
Schriften zur angewandten Ökonometrie
9
Applied economics
8
Computational economics
8
Journal of empirical finance
8
Journal of financial econometrics
8
Astin bulletin : the journal of the International Actuarial Association
7
Finance research letters
7
Journal of banking & finance
7
Journal of international money and finance
7
Journal of mathematical finance
7
Journal of risk
7
Journal of risk and financial management : JRFM
7
Jahrbücher für Nationalökonomie und Statistik
6
The journal of operational risk
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economic modelling
5
International journal of quality & reliability management
5
Journal of economic inequality
5
Journal of forecasting
5
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ECONIS (ZBW)
7
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1
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
2
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
3
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca
;
Viroli, Cinzia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Saved in:
4
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
5
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios
;
Paccagnini, Alessia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
Saved in:
6
Quasi-maximum likelihood estimation of multivariate diffusions
Huang, Xiao
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10009739597
Saved in:
7
Estimation of time varying skewness and kurtosis with an application to value at risk
Dark, Jonathan Graeme
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10009514124
Saved in:
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