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subject:"Prognoseverfahren"
subject:"Theorie"
~person:"Stahlecker, Peter"
~person:"Zakoïan, Jean-Michel"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Theorie
Volatilität
Estimation theory
82
Schätztheorie
82
Theory
47
ARCH model
23
ARCH-Modell
23
Time series analysis
14
Zeitreihenanalyse
14
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Regression analysis
11
Regressionsanalyse
11
Estimation
10
Schätzung
10
Risikomaß
8
Risk measure
8
Börsenkurs
6
Share price
6
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Autocorrelation
5
Autokorrelation
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
France
4
Frankreich
4
Fuzzy sets
4
Fuzzy-Set-Theorie
4
Heteroscedasticity
4
Heteroskedastizität
4
Forecasting model
3
Interest rate
3
Mathematical programming
3
Mathematische Optimierung
3
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3
Minimax Estimator
3
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Book / Working Paper
34
Article
21
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Arbeitspapier
34
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34
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34
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34
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21
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Amtsdruckschrift
7
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7
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English
50
German
3
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2
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Stahlecker, Peter
Zakoïan, Jean-Michel
Härdle, Wolfgang
72
Phillips, Peter C. B.
69
Pesaran, M. Hashem
64
Swanson, Norman R.
59
Gouriéroux, Christian
53
Franses, Philip Hans
47
Andrews, Donald W. K.
44
McAleer, Michael
42
Newey, Whitney K.
42
Baltagi, Badi H.
37
Diebold, Francis X.
37
Teräsvirta, Timo
36
Giles, David E. A.
35
Imbens, Guido
35
Koopman, Siem Jan
33
Koop, Gary
32
Linton, Oliver
32
Heckman, James J.
31
Robinson, Peter M.
30
Ullah, Aman
30
Horowitz, Joel
29
King, Maxwell L.
28
Lucas, André
28
Marcellino, Massimiliano
28
Corradi, Valentina
27
Dufour, Jean-Marie
27
Kohn, Robert
27
Brännäs, Kurt
26
Ghysels, Eric
26
Granger, C. W. J.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Winkelmann, Rainer
26
Bera, Anil K.
25
Krämer, Walter
25
Monfort, Alain
25
Francq, Christian
24
Hendry, David F.
24
Kapetanios, George
24
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Wirtschaftswissenschaftliche Diskussionsbeiträge / V
5
Journal of econometrics
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
CORE discussion paper : DP
2
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical methods of operations research
1
Statistical papers
1
Série des documents de travail
1
The review of economics and statistics
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ECONIS (ZBW)
55
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1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Minimax-Schätzer, relativer quadratischer Schätzfehler und Messung der Fast-Multikollinearität im linearen Regressionsmodell
Stahlecker, Peter
;
Kröh, Peer A.
-
2020
Persistent link: https://www.econbiz.de/10012302370
Saved in:
3
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
4
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
7
A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878644
Saved in:
8
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878645
Saved in:
9
Uniformly best estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2008
Persistent link: https://www.econbiz.de/10003781024
Saved in:
10
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
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