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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
ARCH-Modell
Volatilität
Estimation theory
610
Schätztheorie
610
Theorie
180
Theory
180
Time series analysis
122
Zeitreihenanalyse
122
Estimation
97
Schätzung
97
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
Regression analysis
75
Regressionsanalyse
75
Panel
67
Panel study
67
Statistical test
61
Statistischer Test
61
Method of moments
39
Momentenmethode
39
Cointegration
34
Kointegration
33
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Autocorrelation
30
Autokorrelation
29
Statistical distribution
28
Statistische Methodenlehre
28
Statistische Verteilung
28
Volatility
28
Simulation
26
Bootstrap approach
25
Bootstrap-Verfahren
25
ARCH model
24
Maximum likelihood estimation
24
Maximum-Likelihood-Schätzung
24
Modellierung
23
Scientific modelling
23
Forecasting model
19
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27
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3
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Article
69
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2
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Article in journal
71
Aufsatz in Zeitschrift
71
Collection of articles of several authors
1
Sammelwerk
1
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English
71
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Teräsvirta, Timo
4
Kim, Jong-Min
3
Maasoumi, Esfandiar
3
Bera, Anil K.
2
Blazsek, Szabolcs
2
Boswijk, Herman Peter
2
Jung, Hojin
2
King, Maxwell L.
2
Licht, Adrian
2
McAleer, Michael
2
Orme, Chris D.
2
Abutaleb, Ahmed S.
1
Amado, Cristina
1
Andrews, Donald W. K.
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bollerslev, Tim
1
Brooks, Robert
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Charbonneau, Alain
1
Chen, Qiang
1
Chiu, Yen-Chen
1
Cho, Jin Seo
1
Chu, Chia-shang James
1
Chua, Chew Lian
1
Chuang, I-Yuan
1
Cordeiro, Gauss M.
1
Cribari-Neto, Francisco
1
De Angelis, Luca
1
DeLima, Pedro J. F.
1
Dolado, Juan J.
1
Fermanian, Jean-David
1
Fornari, Fabio
1
Galbraith, John W.
1
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Applied economics
Econometric reviews
Journal of econometrics
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Econometric theory
71
Economics letters
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Discussion paper / Tinbergen Institute
45
Journal of empirical finance
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Finance research letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The econometrics journal
25
CREATES research paper
24
Journal of forecasting
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
NBER Working Paper
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics
19
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Computational economics
18
Econometrics : open access journal
18
International journal of forecasting
18
Journal of risk and financial management : JRFM
18
Quantitative finance
17
Journal of risk
16
SFB 649 discussion paper
16
The European journal of finance
16
CORE discussion paper : DP
15
International journal of economics and financial issues : IJEFI
15
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
Technical working paper / National Bureau of Economic Research
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper / Department of Economics, University of California San Diego
13
Discussion papers of interdisciplinary research project 373
13
Journal of financial economics
13
NBER working paper series
13
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ECONIS (ZBW)
71
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
3
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
4
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
5
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
6
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
7
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
8
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
9
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Saved in:
10
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
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