//--> //--> //-->
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:"Gaillac, Christophe"
~person:"Park, Joon Y."
~person:"Teräsvirta, Timo"
~subject:"Scientific modelling"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Scientific modelling
Estimation theory
25
Schätztheorie
25
Time series analysis
13
Zeitreihenanalyse
13
ARCH model
8
ARCH-Modell
8
Nichtlineare Regression
7
Nonlinear regression
7
Volatilität
7
Estimation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätzung
6
Autocorrelation
4
Autokorrelation
4
Cointegration
4
Kointegration
4
Statistical test
4
Statistischer Test
4
VAR model
4
VAR-Modell
4
Börsenkurs
3
Economic growth
3
Energiekonsum
3
Energy consumption
3
Multivariate Analyse
3
Multivariate analysis
3
OECD countries
3
OECD-Staaten
3
Panel
3
Panel study
3
Regression analysis
3
Regressionsanalyse
3
Share price
3
Stochastic process
3
Welt
3
Wirtschaftswachstum
3
World
3
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
9
Graue Literatur
8
Non-commercial literature
8
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
9
Author
All
Gaillac, Christophe
Park, Joon Y.
Teräsvirta, Timo
Koopman, Siem Jan
15
Reiß, Markus
10
Lucas, André
8
Leon-Gonzalez, Roberto
7
Nesheim, Lars
7
Phillips, Peter C. B.
7
Sentana, Enrique
7
Swanson, Norman R.
7
Bibinger, Markus
6
Blasques, Francisco
6
Nielsen, Morten Ørregaard
6
Andrews, Donald W. K.
5
Croux, Christophe
5
Ekeland, Ivar
5
Hafner, Christian M.
5
Heckman, James J.
5
Koop, Gary
5
Rodriguez, Gabriel
5
Weidner, Martin
5
Bonhomme, Stéphane
4
Brandt, Michael W.
4
Cai, Zongwu
4
Christopeit, Norbert
4
Corradi, Valentina
4
Dette, Holger
4
Gorgi, Paolo
4
Hansen, Christian Bailey
4
Hautsch, Nikolaus
4
Huber, Florian
4
Kristensen, Dennis
4
Malec, Peter
4
Massmann, Michael
4
Olivei, Giovanni P.
4
Platen, Eckhard
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
Strachan, Rodney W.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
more ...
less ...
Published in...
All
CREATES research paper
4
Working papers / TSE : WP
2
CEA_372Cass working paper series
1
Cowles Foundation discussion paper
1
NCER working paper series
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
Saved in:
4
Estimates for the SVD of the truncated Fourier transform on L2(cosh(b.)) and stable analytic continuation
Gautier, Eric
;
Gaillac, Christophe
-
2019
-
This version: May 16, 2019
Persistent link: https://www.econbiz.de/10012181545
Saved in:
5
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:
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/10011777143
Saved in:
7
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:
8
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:
9
Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon
;
Park, Joon Y.
;
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001498888
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->