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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Working papers / TSE : WP"
~language:"eng"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation
Estimation theory
201
Schätztheorie
201
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Regression analysis
32
Regressionsanalyse
32
Schätzung
27
Stochastic process
19
Theorie
18
Theory
18
Induktive Statistik
17
Statistical inference
17
Volatilität
17
Statistical test
16
Statistischer Test
16
Statistical distribution
15
Statistische Verteilung
15
Cointegration
14
Kointegration
14
Bootstrap approach
13
Bootstrap-Verfahren
13
ARCH model
12
ARCH-Modell
12
Forecasting model
11
Prognoseverfahren
11
Autocorrelation
10
Autokorrelation
10
USA
10
United States
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Ausreißer
8
IV-Schätzung
8
Instrumental variables
8
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8
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51
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51
Working Paper
51
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English
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Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
4
Kristensen, Dennis
3
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Casas, Isabel
2
Cavaliere, Giuseppe
2
Christensen, Bent Jesper
2
Costa, Manon
2
Gadat, Sébastien
2
Gautier, Eric
2
Jochmans, Koen
2
Kim, Jihyun
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Ruiz-Gazen, Anne
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Amado, Cristina
1
Andersen, Torben
1
Beaumont, Jean-François
1
Bercu, Bernard
1
Beyhum, Jad
1
Bruneel-Zupanc, Christophe Alain
1
Bu, Ruijun
1
Carlini, Federico
1
Chauvet, Guillaume
1
Corcuera, José Manual
1
Creel, Michael D.
1
Daouia, Abdelaati
1
Demetrescu, Matei
1
Demetrescum, Matei
1
Dessertaine, Alain
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Gaillac, Christophe
1
Gijbels, Irène
1
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CREATES research paper
Working papers / TSE : WP
Discussion paper series / IZA
58
NBER Working Paper
54
Discussion paper / Tinbergen Institute
53
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
47
Working paper / Department of Econometrics and Business Statistics, Monash University
35
IZA Discussion Paper
33
CESifo working papers
31
Econometrics : open access journal
31
Working paper
29
SFB 649 discussion paper
28
Quantitative economics : QE ; journal of the Econometric Society
25
Discussion paper
24
Discussion papers of interdisciplinary research project 373
24
Journal of risk and financial management : JRFM
24
International journal of economics and financial issues : IJEFI
23
Cambridge working papers in economics
20
Working papers series in theoretical and applied economics
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
KBI
16
Cowles Foundation discussion paper
15
Working papers
14
Risks : open access journal
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CESifo Working Paper Series
12
NBER technical working paper series
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Working paper series
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Econometrics papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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LSE STICERD Research Paper
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Queen's Economics Department working paper
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9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance and economics discussion series
9
International Journal of Energy Economics and Policy : IJEEP
9
CAMA working paper series
8
CESifo Working Paper
8
Cambridge-INET working papers
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ECONIS (ZBW)
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Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
2
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
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3
Conflict prediction using kernel density estimation
Tapsoba, Augustin
-
2022
Persistent link: https://www.econbiz.de/10012813801
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4
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:
5
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:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Discrete-continuous dynamic choice models: identification and conditional choice probability estimation
Bruneel-Zupanc, Christophe Alain
-
2021
-
This version: February 4, 2021
Persistent link: https://www.econbiz.de/10012434784
Saved in:
8
Factor and factor loading augmented estimators for panel regression
Beyhum, Jad
;
Gautier, Eric
-
2021
Persistent link: https://www.econbiz.de/10012542410
Saved in:
9
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
10
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
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