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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of quantitative economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Estimation theory
221
Schätztheorie
221
Zeitreihenanalyse
77
Estimation
57
Schätzung
56
Volatility
38
Volatilität
38
Regression analysis
32
Regressionsanalyse
32
ARCH model
29
ARCH-Modell
29
Capital income
21
Forecasting model
21
Kapitaleinkommen
21
Prognoseverfahren
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Statistical test
18
Statistischer Test
18
Stochastic process
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18
Cointegration
17
Kointegration
17
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14
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Bayes-Statistik
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Bayesian inference
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Börsenkurs
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Correlation
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12
Share price
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Theorie
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Theory
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Aufsatz in Zeitschrift
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English
82
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Corsi, Fulvio
2
Engle, Robert F.
2
Gallant, A. Ronald
2
Li, Jing
2
Teräsvirta, Timo
2
Abbara, Omar
1
Albuquerque, Pedro H.
1
Amengual, Dante
1
Audrino, Francesco
1
Badade, Meena
1
Baillie, Richard
1
Balter, Janine
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chakravarty, Ranjan R.
1
Chaturvedi, Anoop
1
Chen, Yi-ting
1
Christensen, Kim
1
Chuffart, Thomas
1
Colletaz, Gilbert
1
Croux, Christophe
1
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De Angelis, Luca
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Di, Jianing
1
Donfack, Morvan Nongni
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Dua, Pami
1
Dubey, Amlendu Kumar
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Dufays, Arnaud
1
Dungey, Mardi H.
1
Enders, Walter
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Flachaire, Emmanuel
1
Frederiksen, Per
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of quantitative economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
327
Econometric theory
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
Economics letters
146
Econometric reviews
97
International journal of forecasting
72
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of forecasting
55
Applied economics letters
51
Econometrics : open access journal
48
The econometrics journal
40
Journal of time series econometrics
39
Journal of the American Statistical Association : JASA
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Applied economics
35
Economic modelling
34
Computational economics
33
Journal of applied econometrics
31
Journal of empirical finance
24
Oxford bulletin of economics and statistics
24
Statistics in transition : an international journal of the Polish Statistical Association
20
Journal of risk and financial management : JRFM
18
Insurance / Mathematics & economics
17
The review of economic studies
17
Journal of economic dynamics & control
16
European journal of operational research : EJOR
15
Journal of macroeconomics
15
Quantitative economics : QE ; journal of the Econometric Society
15
Statistical papers
15
The review of economics and statistics
15
Journal of financial econometrics
14
Finance research letters
13
Quantitative finance
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
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ECONIS (ZBW)
82
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Probabilistic frontier regression models for count type output data
Badade, Meena
;
Ramanathan, T. V.
- In:
Journal of quantitative economics
20
(
2022
),
pp. 235-260
Persistent link: https://www.econbiz.de/10013441627
Saved in:
5
A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Journal of quantitative economics
19
(
2021
)
4
,
pp. 617-652
Persistent link: https://www.econbiz.de/10012663902
Saved in:
6
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
7
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
8
On some characterizations of probability distributions with applications in econometrics : a centennial tribute to CR Rao
Prakasa Rao, Bhagavatula L. S.
;
Kumar, T. Krishna
- In:
Journal of quantitative economics
19
(
2021
)
2
,
pp. 181-205
Persistent link: https://www.econbiz.de/10012584922
Saved in:
9
Improved maximum likelihood estimation for the Weibull distribution under length-biased sampling
Giles, David E. A.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 59-77
Persistent link: https://www.econbiz.de/10013441707
Saved in:
10
The spectral envelope : an application to the decoupling problem in economics
Nachane, Dilip M.
;
Dubey, Amlendu Kumar
- In:
Journal of quantitative economics
19
(
2021
),
pp. 287-308
Persistent link: https://www.econbiz.de/10013441726
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