//--> //--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Estimation theory
158
Schätztheorie
158
Time series analysis
65
Zeitreihenanalyse
65
Estimation
24
Schätzung
24
Cointegration
19
Kointegration
19
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Volatilität
19
ARCH model
18
ARCH-Modell
18
Theorie
18
Theory
18
Forecasting model
16
Prognoseverfahren
16
Stochastic process
16
Regression analysis
13
Regressionsanalyse
13
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Statistical inference
10
USA
10
United States
10
VAR model
10
VAR-Modell
10
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Autocorrelation
7
Autokorrelation
7
Heteroscedasticity
6
Heteroskedastizität
6
Modellierung
6
Nichtlineare Regression
6
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
26
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
31
Author
All
Teräsvirta, Timo
4
Nielsen, Morten Ørregaard
3
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Kristensen, Dennis
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Ahadiat, Ayi
1
Ajlouni, Sameh Asim
1
Algaeed, Abdulaziz Hamad
1
Alodat, Moh'd Taleb
1
Amado, Cristina
1
Andersen, Torben
1
Azhar, Rialdi
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Elfaki, Faiz A. M.
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Ginting, Josep
1
Gunarto, Toto
1
Guégan, Dominique
1
Günay, Samet
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kruse, Robinson
1
Neri, Luca
1
Nielsen, Frank
1
more ...
less ...
Published in...
All
CREATES research paper
International Journal of Energy Economics and Policy : IJEEP
Discussion paper / Tinbergen Institute
30
SFB 649 discussion paper
15
Journal of risk and financial management : JRFM
14
Econometrics : open access journal
13
Discussion papers of interdisciplinary research project 373
11
NBER Working Paper
9
Cowles Foundation discussion paper
8
International journal of economics and financial issues : IJEFI
8
NBER working paper series
7
Risks : open access journal
7
Working papers
7
Documento de trabajo
6
GRIPS discussion papers
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
CBN journal of applied statistics
5
CORE discussion papers : DP
5
Cambridge working papers in economics
5
Discussion paper
5
Financial innovation : FIN
5
KBI
5
Série des documents de travail
5
Working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working papers / TSE : WP
5
CEMFI working paper
4
Cambridge-INET working papers
4
Chicago Booth Research Paper
4
Cogent economics & finance
4
ERID working paper
4
IES working paper
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Working paper series
4
Bank of England Working Paper
3
CAMA working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Gaussian process regression for forecasting gasoline prices in Jordan
Ajlouni, Sameh Asim
;
Alodat, Moh'd Taleb
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
3
,
pp. 502-509
Persistent link: https://www.econbiz.de/10012622773
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Accurate estimated model of volatility crude oil price
Gunarto, Toto
;
Azhar, Rialdi
;
Tresiana, Novita
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 228-233
Persistent link: https://www.econbiz.de/10012505999
Saved in:
8
Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)
Virginia, Erica
;
Ginting, Josep
;
Elfaki, Faiz A. M.
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011881316
Saved in:
9
The oil price volatility and a revisited Saudi import demand function : an empirical analysis
Algaeed, Abdulaziz Hamad
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
6
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011954077
Saved in:
10
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->