//--> //--> //--> //-->
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:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Handbook of financial time series"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper series"
~person:"Asai, Manabu"
~person:"Francq, Christian"
~person:"Nielsen, Bent"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Stochastischer Prozess
Zeitreihenanalyse
Estimation theory
18
Schätztheorie
18
Time series analysis
8
Regression analysis
3
Regressionsanalyse
3
Estimation
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Multivariate Analyse
2
Multivariate analysis
2
Robust statistics
2
Robustes Verfahren
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Volatility
2
Volatilität
2
quasi-maximum likelihood estimation
2
1-step Huber-skip
1
APARCH
1
ARMA model
1
ARMA-Modell
1
Analysis of variance
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Chebychev estimator
1
Cointegration
1
Conditional heteroskedasticity
1
Deutschland
1
Dickey-Fuller Tests
1
Gegenbauer process
1
Germany
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
more ...
less ...
Online availability
All
Free
4
Undetermined
4
Type of publication
All
Article
9
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
12
Author
All
Asai, Manabu
Francq, Christian
Nielsen, Bent
Nielsen, Morten Ørregaard
14
Johansen, Søren
11
Teräsvirta, Timo
9
Linton, Oliver
8
Phillips, Peter C. B.
8
Kohn, Robert
7
Kristensen, Dennis
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Chan, Ngai Hang
6
Saikkonen, Pentti
6
Zakoïan, Jean-Michel
6
Canepa, Alessandra
5
Horváth, Lajos
5
Kanaya, Shin
5
Politis, Dimitris N.
5
Gao, Jiti
4
Leybourne, Stephen James
4
Lunde, Asger
4
Podolskij, Mark
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Carter, Chris K.
3
Chambers, Marcus J.
3
Christensen, Kim
3
Giraitis, Liudas
3
Grassi, Stefano
3
Grégoir, Stéphane
3
Hafner, Christian M.
3
Hualde, Javier
3
Jentsch, Carsten
3
Kokoszka, Piotr
3
Li, Degui
3
Musolesi, Antonio
3
more ...
less ...
Published in...
All
CREATES research paper
Econometric theory
Handbook of financial time series
Journal of time series econometrics
Working paper series
Journal of econometrics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Economics discussion papers
5
Discussion papers / Department of Economics, University of Copenhagen
4
Econometrics : open access journal
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Univ. of Copenhagen Dept. of Economics Discussion Paper
2
Annals of economics and statistics
1
CREATES Research Paper 2008-9
1
Department of Economics discussion paper series / University of Oxford
1
Econometric Institute research papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
Tinbergen Institute Discussion Paper 2017-105/III
1
University of Copenhagen Economics Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
4
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
5
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
6
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
7
Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
Saved in:
8
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
Saved in:
9
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Handbook of financial time series
,
(pp. 85-111)
.
2009
Persistent link: https://www.econbiz.de/10003833783
Saved in:
10
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->