//--> //--> //-->
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"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"School of Economics <Bundoora, Victoria> / Department of Economics"
~institution:"University of Exeter / Department of Economics"
~institution:"University of Waterloo / Department of Economics"
~subject:"Heteroskedastizität"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Heteroskedastizität
Estimation theory
58
Schätztheorie
58
Theorie
35
Theory
35
Time series analysis
24
Zeitreihenanalyse
24
Volatilität
4
ARCH model
3
ARCH-Modell
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schweden
3
Sweden
3
Arbeitslosigkeit
2
Arbeitsmarkt
2
Australia
2
Australien
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Einheitswurzeltest
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizitätsanalyse
2
Inflation
2
Labour market
2
Lag model
2
Lag-Modell
2
Mehrproduktfertigung
2
Multiproduct production
2
Returns to scale
2
Schätzung
2
Share price
2
Simulation
2
Skalenertrag
2
Stochastic process
2
Technical efficiency
2
more ...
less ...
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Collection of articles written by one author
2
Hochschulschrift
2
Sammlung
2
Thesis
2
more ...
less ...
Language
All
English
7
Author
All
Silvapulle, Paramsothy
2
Christodoulakis, George A.
1
Evans, Merran
1
Hagerud, Gustaf E.
1
Lee, John H. H.
1
Pereira, Robert
1
Psaradakis, Zacharias G.
1
Satchell, Stephen
1
Tzavalis, Elias
1
Wirjanto, Tony S.
1
Åsbrink, Stefan E.
1
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
School of Economics <Bundoora, Victoria> / Department of Economics
University of Exeter / Department of Economics
University of Waterloo / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
National Bureau of Economic Research
13
Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
3
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
University of California, San Diego / Department of Economics
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Federal Reserve Bank of Cleveland
1
Instituto Valenciano de Investigaciones Económicas
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Rutgers University / Department of Economics
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
State University of New York at Albany / Department of Economics
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Universitetet i Oslo / Økonomisk institutt
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Strathclyde / Department of Economics
1
Universität Trier
1
more ...
less ...
Published in...
All
Discussion papers in economics
2
Economics and commerce : discussion papers
2
Waterloo economic series : working paper
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
2
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
4
Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
-
1995
Persistent link: https://www.econbiz.de/10000912747
Saved in:
5
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000878845
Saved in:
6
Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy
;
Evans, Merran
-
1993
Persistent link: https://www.econbiz.de/10000878855
Saved in:
7
On asymptotically efficient estimation of conditional heteroskedasticity models
Wirjanto, Tony S.
-
1992
-
Rev. version
Persistent link: https://www.econbiz.de/10000898935
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->