//--> //--> //--> //-->
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"
~person:"Alizadeh, Sassan"
~person:"Dette, Holger"
~person:"Teräsvirta, Timo"
~subject:"Autokorrelation"
~subject:"Multivariate analysis"
~subject:"Scientific modelling"
~type_genre:"Arbeitspapier"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Autokorrelation
Multivariate analysis
Scientific modelling
Estimation theory
82
Schätztheorie
82
Regression analysis
40
Regressionsanalyse
40
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Time series analysis
13
Zeitreihenanalyse
13
Theorie
12
Theory
12
Statistical test
11
Statistischer Test
11
Volatilität
9
ARCH model
8
ARCH-Modell
8
Autocorrelation
6
Nichtlineare Regression
6
Nonlinear regression
6
Robust statistics
6
Robustes Verfahren
6
Estimation
5
Schätzung
5
Heteroscedasticity
4
Heteroskedastizität
4
Linear algebra
4
Lineare Algebra
4
Modellierung
4
VAR model
4
VAR-Modell
4
goodness-of-fit test
4
nonparametric regression
4
Bayes-Statistik
3
Bayesian inference
3
Bayesian optimal designs
3
Börsenkurs
3
Exchange rate
3
Multivariate Analyse
3
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
20
Graue Literatur
19
Non-commercial literature
19
Article in journal
2
Aufsatz in Zeitschrift
2
Forschungsbericht
1
more ...
less ...
Language
All
English
20
Author
All
Alizadeh, Sassan
Dette, Holger
Teräsvirta, Timo
Phillips, Peter C. B.
20
Koopman, Siem Jan
17
Sentana, Enrique
12
Lucas, André
10
Reiß, Markus
10
Fiorentini, Gabriele
8
Härdle, Wolfgang
8
Shephard, Neil G.
8
Andrews, Donald W. K.
7
Blasques, Francisco
7
Cai, Zongwu
7
Croux, Christophe
7
Hafner, Christian M.
7
Nesheim, Lars
7
Swanson, Norman R.
7
Amengual, Dante
6
Bibinger, Markus
6
Bonhomme, Stéphane
6
Claeskens, Gerda
6
Hautsch, Nikolaus
6
Nielsen, Morten Ørregaard
6
Sun, Yixiao
6
Audrino, Francesco
5
Barndorff-Nielsen, Ole E.
5
Bauwens, Luc
5
Ekeland, Ivar
5
Heckman, James J.
5
Koop, Gary
5
Lunde, Asger
5
Rodriguez, Gabriel
5
Sibbertsen, Philipp
5
Weidner, Martin
5
Bohn Nielsen, Heino
4
Boudt, Kris
4
Brandt, Michael W.
4
Cavaliere, Giuseppe
4
Chen, Xiaohong
4
Christopeit, Norbert
4
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Published in...
All
CREATES research paper
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working papers / Rodney L. White Center for Financial Research
2
CEA_372Cass working paper series
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Financial Institutions Center
1
NCER working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
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
Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
Saved in:
4
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
5
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
6
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:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
8
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
9
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10010440898
Saved in:
10
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->