//--> //--> //--> //-->
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:"Probability theory"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Time series analysis
Forecasting model
Prognoseverfahren
Volatility
Estimation theory
137
Schätztheorie
137
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
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
more ...
less ...
Online availability
All
Free
72
Type of publication
All
Book / Working Paper
72
Type of publication (narrower categories)
All
Arbeitspapier
72
Graue Literatur
72
Non-commercial literature
72
Working Paper
72
Language
All
English
72
Author
All
Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
8
Johansen, Søren
7
Kristensen, Dennis
5
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kruse, Robinson
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Bennedsen, Mikkel
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Lee, Tae-hwy
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Veraart, Almut E. D.
2
Yang, Yukai
2
Amado, Cristina
1
Barndorff-Nielsen, Ole E.
1
Berenguer-Rico, Vanessa
1
Bunzel, Helle
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Catani, Paul
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Creel, Michael D.
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
437
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Econometric theory
183
Economics letters
178
International journal of forecasting
135
Discussion paper / Tinbergen Institute
134
Econometric reviews
111
Journal of forecasting
104
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
Applied economics letters
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
NBER Working Paper
53
Econometrics : open access journal
52
Journal of the American Statistical Association : JASA
52
The econometrics journal
52
Cowles Foundation discussion paper
51
Economic modelling
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Journal of empirical finance
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Applied economics
43
Computational economics
43
Journal of time series econometrics
43
Discussion paper / Center for Economic Research, Tilburg University
39
Journal of applied econometrics
39
NBER working paper series
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
EUI working paper / ECO
36
SFB 649 discussion paper
33
Oxford bulletin of economics and statistics
32
Report / Econometric Institute, Erasmus University Rotterdam
32
Discussion paper
31
Working paper
31
Working paper / National Bureau of Economic Research, Inc.
30
Finance research letters
28
Technical working paper / National Bureau of Economic Research
28
Insurance / Mathematics & economics
27
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
71
-
72
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel
;
Gijbels, Irène
-
2009
Persistent link: https://www.econbiz.de/10003892556
Saved in:
72
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
First
Prev
1
2
3
4
5
6
7
8
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->