//--> //--> //-->
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"
~person:"Alizadeh, Sassan"
~person:"Teräsvirta, Timo"
~source:"econis"
~subject:"Multivariate analysis"
~subject:"Scientific modelling"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Multivariate analysis
Scientific modelling
Estimation theory
11
Schätztheorie
11
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
5
ARCH-Modell
5
Nichtlineare Regression
4
Nonlinear regression
4
Volatilität
4
Autocorrelation
3
Autokorrelation
3
Multivariate Analyse
3
Statistical test
3
Statistischer Test
3
VAR model
3
VAR-Modell
3
Börsenkurs
2
Correlation
2
Estimation
2
Korrelation
2
Schätzung
2
Share price
2
Australia
1
Australien
1
Changing seasonality
1
Cointegration
1
Deterministically varying correlation
1
Gaussian process
1
Kointegration
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
QLR test statistic
1
Regression analysis
1
Regressionsanalyse
1
STAR model
1
Saisonale Schwankungen
1
Saisonkomponente
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
Working Paper
Non-commercial literature
5
Language
All
English
5
Author
All
Alizadeh, Sassan
Teräsvirta, Timo
Nielsen, Morten Ørregaard
4
Kristensen, Dennis
3
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Amado, Cristina
1
Andersen, Torben
1
Callot, Laurent
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Johansen, Søren
1
Kanaya, Shin
1
Kang, Jian
1
Kock, Anders B.
1
Kruse, Robinson
1
Medeiros, Marcelo C.
1
Neri, Luca
1
Nielsen, Frank
1
Parra-Alvarez, Juan Carlos
1
Réveillac, Anthony
1
more ...
less ...
Published in...
All
CREATES research paper
Working papers / Rodney L. White Center for Financial Research
2
CEA_372Cass working paper series
1
Financial Institutions Center
1
NCER working paper series
1
Source
All
ECONIS (ZBW)
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
4
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
5
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->