//--> //--> //--> //-->
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:"Großbritannien"
subject:"Zeitreihenanalyse"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of empirical finance"
~subject:"Nonparametric statistics"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Zeitreihenanalyse
Nonparametric statistics
Estimation theory
132
Schätztheorie
132
Time series analysis
51
Theorie
46
Theory
45
Estimation
26
Schätzung
26
Volatility
23
Volatilität
23
Capital income
20
Kapitaleinkommen
20
ARCH model
14
ARCH-Modell
14
Forecasting model
14
Prognoseverfahren
14
Autocorrelation
11
Autokorrelation
11
Börsenkurs
11
Portfolio selection
11
Portfolio-Management
11
Share price
11
Stochastic process
10
Stochastischer Prozess
10
Statistical distribution
8
Statistische Verteilung
8
Yield curve
8
Zinsstruktur
8
Correlation
7
Korrelation
7
Nichtparametrisches Verfahren
7
CAPM
6
Sampling
6
Statistical test
6
Statistischer Test
6
Stichprobenerhebung
6
USA
6
United States
6
Cointegration
5
more ...
less ...
Online availability
All
Undetermined
13
Free
1
Type of publication
All
Article
31
Book / Working Paper
26
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
57
Author
All
Maravall Herrero, Agustín
10
Gómez, Víctor
7
Maravall, Agustín
4
Haldrup, Niels
3
Mizon, Grayham E.
3
Fiorentini, Gabriele
2
Franses, Philip Hans
2
Hendry, David F.
2
Johansen, Søren
2
Kim, Chang-Jin
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Peña, Daniel
2
Planas, Christophe
2
Satchell, Stephen
2
Schaumburg, Ernst
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Amado, Cristina
1
Astill, Sam
1
Baillie, Richard
1
Ball, Clifford A.
1
Banerjee, Anindya
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Chambers, Marcus J.
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Dark, Jonathan
1
Dolatabadi, Sepideh
1
Ghose, Devajyoti
1
Ghosh, Anisha
1
Gospodinov, Nikolaj
1
Grillenzoni, Carlo
1
Hao, Hong-Xia
1
Harvey, Andrew C.
1
Harvey, David I.
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
11
Published in...
All
EUI working paper / ECO
Journal of empirical finance
Journal of econometrics
587
Econometric theory
254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Economics letters
213
Econometric reviews
166
CEMMAP working papers / Centre for Microdata Methods and Practice
136
Discussion paper / Tinbergen Institute
123
Journal of the American Statistical Association : JASA
101
The econometrics journal
97
Working paper / Department of Econometrics and Business Statistics, Monash University
94
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
International journal of forecasting
75
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
73
Cowles Foundation discussion paper
71
CREATES research paper
69
Applied economics letters
65
Econometrics : open access journal
63
NBER Working Paper
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Discussion papers of interdisciplinary research project 373
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Journal of forecasting
56
Journal of applied econometrics
55
NBER working paper series
49
SFB 649 discussion paper
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Applied economics
47
Economic modelling
46
Cowles Foundation Discussion Paper
45
Quantitative economics : QE ; journal of the Econometric Society
44
Computational economics
42
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
42
Discussion paper series / IZA
42
Journal of time series econometrics
41
Working paper
41
Discussion paper / Center for Economic Research, Tilburg University
38
Oxford bulletin of economics and statistics
37
Econometrics papers
36
LSE STICERD Research Paper
36
Discussion paper
32
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
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
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
5
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
6
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:
7
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
8
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
9
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:
10
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->