//--> //--> //-->
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 Waterloo / Department of Economics"
~subject:"Heteroskedastizität"
~subject:"Monte Carlo simulation"
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
Monte Carlo simulation
Estimation theory
44
Schätztheorie
44
Theorie
26
Theory
26
Time series analysis
21
Zeitreihenanalyse
21
ARCH model
3
ARCH-Modell
3
Schweden
3
Sweden
3
Volatilität
3
Arbeitslosigkeit
2
Australia
2
Australien
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizitätsanalyse
2
Inflation
2
Lag model
2
Lag-Modell
2
Mehrproduktfertigung
2
Monte-Carlo-Simulation
2
Multiproduct production
2
Returns to scale
2
Schätzung
2
Share price
2
Simulation
2
Skalenertrag
2
Technical efficiency
2
Technische Effizienz
2
Unemployment
2
1960-1994
1
1962-1994
1
1973-1990
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
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
Evans, Merran
1
Hagerud, Gustaf E.
1
Lee, John H. H.
1
Lyhagen, Johan
1
Löthgren, Mickael
1
Pereira, Robert
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 Waterloo / Department of Economics
National Bureau of Economic Research
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Birkbeck College / Department of Economics
4
Centre for Analytical Finance <Århus>
4
European University Institute / Department of Economics
3
Rodney L. White Center for Financial Research
3
University of Exeter / Department of Economics
3
Federal Reserve System / Division of Research and Statistics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of California, San Diego / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
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
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
Instituto Valenciano de Investigaciones Económicas
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
National Bureau of Economic Research inc.
1
Nationalekonomiska Institutionen <Lund>
1
Rutgers University / Department of Economics
1
Shakai-Keizai-Kenkyūsho <Osaka>
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
University of Toronto / Department of Economics
1
Universität Basel / Institut für Statistik und Ökonometrie
1
Universität Trier
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
Economics and commerce : discussion papers
2
Working paper series in economics and finance
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
How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000981183
Saved in:
2
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
3
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
4
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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...
//-->