//--> //--> //--> //-->
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:"Schock"
subject:"Volatilität"
~isPartOf:"Econometric reviews"
~subject:"EU-Staaten"
~subject:"Theorie"
~type_genre:"Article in journal"
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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Schock
Volatilität
EU-Staaten
Theorie
Estimation
148
Schätzung
148
Theory
74
Estimation theory
58
Schätztheorie
58
Time series analysis
41
Zeitreihenanalyse
41
Stochastic process
28
Stochastischer Prozess
28
Volatility
28
Panel
24
Panel study
24
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
USA
20
United States
20
Forecasting model
19
Prognoseverfahren
19
Regression analysis
19
Regressionsanalyse
19
Bayes-Statistik
17
Bayesian inference
17
Capital income
16
Cointegration
16
Kapitaleinkommen
16
Kointegration
16
ARCH model
12
ARCH-Modell
12
Method of moments
11
Momentenmethode
11
panel data
11
Autocorrelation
10
Autokorrelation
10
Nichtlineare Regression
10
Nonlinear regression
10
Statistical test
10
Statistischer Test
10
Markov chain
9
more ...
less ...
Online availability
All
Undetermined
39
Free
5
Type of publication
All
Article
84
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
84
Language
All
English
84
Author
All
McAleer, Michael
4
Asai, Manabu
3
Maasoumi, Esfandiar
3
Ullah, Aman
3
Chan, Joshua
2
Harvey, David I.
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Kumbhakar, Subal
2
Leybourne, Stephen James
2
Meyer, Renate
2
Taylor, Robert
2
Teräsvirta, Timo
2
Veiga, Helena
2
Abaye, A.
1
Ahn, Seung Chan
1
Alghalith, Moawia
1
Allen, David E.
1
Amado, Cristina
1
Anderson, Richard G.
1
Ando, Tomohiro
1
Andreou, Panayiotis C.
1
Antoch, Jaromír
1
Anyfantaki, Sofia
1
Armah, Nii Ayi
1
Astill, Sam
1
Audrino, Francesco
1
Balazsi, Laszlo
1
Bates, Michael
1
Bennedsen, Mikkel
1
Bennett, Christopher, J.
1
Bermudez, P. de Zea
1
Bessec, Marie
1
Bewley, Ronald A.
1
Beyhum, Jad
1
Blasques, Francisco
1
Blundell, Richard W.
1
Bond, Stephen
1
Bos, Charles S.
1
Brownlees, Christian
1
more ...
less ...
Published in...
All
Econometric reviews
Applied economics
531
Economic modelling
384
Applied economics letters
305
Economics letters
297
Journal of international money and finance
258
Energy economics
253
International review of economics & finance : IREF
252
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
244
Journal of econometrics
238
Finance research letters
211
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Journal of banking & finance
196
Journal of applied econometrics
174
International review of financial analysis
168
Journal of economic dynamics & control
166
Applied financial economics
162
Journal of macroeconomics
162
The North American journal of economics and finance : a journal of financial economics studies
158
Journal of empirical finance
157
European economic review : EER
133
International journal of finance & economics : IJFE
128
Journal of monetary economics
125
Macroeconomic dynamics
123
Journal of international economics
121
Journal of international financial markets, institutions & money
119
Journal of financial economics
116
The review of economics and statistics
116
International journal of forecasting
112
The European journal of finance
112
Journal of money, credit and banking : JMCB
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Research in international business and finance
96
Journal of forecasting
95
The American economic review
94
The journal of futures markets
92
The journal of finance : the journal of the American Finance Association
91
Journal of risk and financial management : JRFM
90
Journal of urban economics
87
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
84
more ...
less ...
Source
All
ECONIS (ZBW)
84
Showing
21
-
30
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
22
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
23
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
24
Revisiting the transitional dynamics of business cycle phases with mixed-frequency data
Bessec, Marie
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 711-732
Persistent link: https://www.econbiz.de/10012181350
Saved in:
25
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír
;
Hanousek, Jan
;
Horváth, Lajos
; …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
Saved in:
26
Robust block bootstrap panel predictability tests
Smeekes, Stephan
;
Westerlund, Joakim
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
Saved in:
27
Stock return predictability : a factor-augmented predictive regression system with shrinkage method
Ohno, Saburo
;
Ando, Tomohiro
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 29-60
Persistent link: https://www.econbiz.de/10012038133
Saved in:
28
The estimation of multidimensional fixed effects panel data models
Balazsi, Laszlo
;
Mátyás, László
;
Wansbeek, Tom
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 212-227
Persistent link: https://www.econbiz.de/10012038570
Saved in:
29
Bayesian model averaging for dynamic panels with an application to a trade gravity model
Chen, Huigang
;
Mirestean, Alin
;
Tsangarides, Charalambos G.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 777-805
Persistent link: https://www.econbiz.de/10012040411
Saved in:
30
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->