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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Härdle, Wolfgang"
~subject:"Bayes-Statistik"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Bayes-Statistik
Statistische Verteilung
Theorie
Estimation theory
21
Schätztheorie
21
Theory
10
Regression analysis
6
Regressionsanalyse
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Volatility
4
Volatilität
4
Estimation
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Exchange rate
2
Multivariate Analyse
2
Multivariate analysis
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
1960-1990
1
1969-1983
1
1970-1983
1
ANOVA decomposition
1
ARCH model
1
ARCH-Modell
1
Anlageverhalten
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Arbeitsproduktivität
1
Behavioural finance
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
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CIR model
1
CoVaR
1
Composite quasi-maximum likelihood estimation
1
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10
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English
13
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Härdle, Wolfgang
Phillips, Peter C. B.
37
Andrews, Donald W. K.
31
Newey, Whitney K.
29
Baltagi, Badi H.
27
Li, Qi
26
Gouriéroux, Christian
25
Pesaran, M. Hashem
24
Lee, Lung-fei
22
Ohtani, Kazuhiro
22
Giles, David E. A.
21
King, Maxwell L.
21
Krämer, Walter
21
McAleer, Michael
21
Ullah, Aman
21
Horowitz, Joel
20
Wooldridge, Jeffrey M.
20
Linton, Oliver
18
Robinson, Peter M.
18
Granger, C. W. J.
17
Hahn, Jinyong
17
Koop, Gary
17
Srivastava, Virendra K.
16
Tsionas, Efthymios G.
16
Bera, Anil K.
15
Dufour, Jean-Marie
15
Hendry, David F.
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
Bai, Jushan
14
Franses, Philip Hans
14
Ghysels, Eric
14
Imbens, Guido
14
Kelejian, Harry H.
14
Lütkepohl, Helmut
14
McDonald, James B.
14
Rilstone, Paul
14
Smith, Richard J.
14
White, Halbert
14
Diebold, Francis X.
13
Gallant, A. Ronald
13
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Econometric theory
2
Applied quantitative finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
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ECONIS (ZBW)
13
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1
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
2
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
3
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Park, Byeong U.
;
Xue, Lan
;
Härdle, Wolfgang
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1212-1227
Persistent link: https://www.econbiz.de/10003375980
Saved in:
4
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
5
Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang
;
Kim, Woocheol
;
Tripathi, Gautam
- In:
Economics essays : a Festschrift for Werner Hildenbrand
,
(pp. 159-179)
.
2001
Persistent link: https://www.econbiz.de/10001597520
Saved in:
6
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
7
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
8
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
9
Iterated bootstrap with applications to frontier models
Hall, Peter
- In:
Journal of productivity analysis
6
(
1995
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10001178086
Saved in:
10
Kernel estimation : the equivalent spline smoothing method
Härdle, Wolfgang
- In:
Publications de l'Institut de Statistique de …
38
(
1994
)
3
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001173864
Saved in:
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