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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"CREATES research paper"
~subject:"Volatility"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
Volatility
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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Free
16
Type of publication
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Book / Working Paper
16
Type of publication (narrower categories)
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Working Paper
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Language
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English
16
Author
All
Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Kristensen, Dennis
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kruse, Robinson
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Taylor, Robert
1
Todorov, Viktor
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
1
Violante, Francesco
1
Wade, Glen
1
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CREATES research paper
Discussion paper / Tinbergen Institute
35
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical working paper / National Bureau of Economic Research
14
SFB 649 discussion paper
13
Working paper / National Bureau of Economic Research, Inc.
13
CORE discussion paper : DP
12
Working paper
12
Discussion papers of interdisciplinary research project 373
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion paper / Center for Economic Research, Tilburg University
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Working papers
9
Working papers in economics and econometrics
9
Staff working paper / Bank of Canada
8
Working paper series
8
Discussion paper
7
Research paper series / Swiss Finance Institute
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Discussion papers / CEPR
6
Discussion papers in economics
6
Documento de trabajo
6
GRIPS discussion papers
6
International finance discussion papers
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CESifo working papers
5
CORE discussion papers : DP
5
Cowles Foundation discussion paper
5
Discussion paper / Department of Economics, University of California San Diego
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Finance and economics discussion series
5
KBI
5
Working papers / Rodney L. White Center for Financial Research
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Discussion paper / A
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
ERID working paper
4
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ECONIS (ZBW)
16
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
8
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
9
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
10
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
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