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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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Kapitaleinkommen
Statistical theory
ARCH-Modell
Volatilität
Estimation theory
560
Schätztheorie
560
Theorie
176
Theory
176
Time series analysis
141
Zeitreihenanalyse
141
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Forecasting model
81
Prognoseverfahren
81
Regression analysis
81
Regressionsanalyse
81
Estimation
72
Schätzung
72
Statistical test
60
Statistischer Test
60
Panel
57
Panel study
57
Method of moments
36
Momentenmethode
36
Autocorrelation
32
Autokorrelation
32
Volatility
32
Statistische Methodenlehre
28
Cointegration
27
Bootstrap approach
26
Bootstrap-Verfahren
26
Kointegration
26
Statistical distribution
26
Statistische Verteilung
26
ARCH model
25
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Simulation
25
Maximum likelihood estimation
24
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24
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24
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29
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3
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79
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81
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81
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1
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1
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English
81
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Teräsvirta, Timo
4
Maasoumi, Esfandiar
3
Bera, Anil K.
2
Boswijk, Herman Peter
2
King, Maxwell L.
2
McAleer, Michael
2
Orme, Chris D.
2
Taylor, James W.
2
Abraham, Bovas
1
Ai, Chunrong
1
Amado, Cristina
1
Andrews, Donald W. K.
1
Ardia, David
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blanco-Fernández, Ángela
1
Bollerslev, Tim
1
Brooks, Robert
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Bei
1
Chen, Qiang
1
Cho, Jin Seo
1
Chu, Chia-shang James
1
Chua, Chew Lian
1
Cordeiro, Gauss M.
1
Cribari-Neto, Francisco
1
De Angelis, Luca
1
DeLima, Pedro J. F.
1
Dolado, Juan J.
1
Enginar, Onur
1
Fei, Tianlun
1
Fermanian, Jean-David
1
Fischer, Henning
1
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Econometric reviews
Journal of forecasting
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
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
Applied economics
13
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)
81
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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
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
3
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:
4
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
5
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
7
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
8
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
9
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:
10
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
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