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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~person:"Bu, Ruijun"
~person:"Crump, Richard K."
~person:"Silvennoinen, Annastiina"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Nichtparametrisches Verfahren
Estimation theory
8
Schätztheorie
8
Nonparametric statistics
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Volatilität
3
Börsenkurs
2
Correlation
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Share price
2
Time series analysis
2
Zeitreihenanalyse
2
Australia
1
Australien
1
Bias
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Deterministically varying correlation
1
Innovation diffusion
1
Innovationsdiffusion
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
Multivariate Verteilung
1
Multivariate distribution
1
Robust statistics
1
Robustes Verfahren
1
Scientific modelling
1
Systematischer Fehler
1
Theorie
1
Theory
1
Unconditional correlation
1
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7
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7
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Arbeitspapier
7
Graue Literatur
7
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7
Working Paper
7
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English
7
Author
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Bu, Ruijun
Crump, Richard K.
Silvennoinen, Annastiina
Kristensen, Dennis
6
Cattaneo, Matias D.
4
Jansson, Michael
4
Nielsen, Morten Ørregaard
4
Teräsvirta, Timo
4
Kanaya, Shin
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Amado, Cristina
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Dobrev, Dobrislav
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gao, Jiti
1
Gijbels, Irène
1
Guégan, Dominique
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Iacone, Fabrizio
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Kruse, Robinson
1
Li, Degui
1
Neri, Luca
1
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CREATES research paper
Staff reports / Federal Reserve Bank of New York
4
Econometrics : open access journal
2
Journal of econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES Research Paper 2008-6
1
Cambridge working papers in economics
1
Econometric reviews
1
Economic modelling
1
FRB of New York Staff Report
1
Handbook of financial time series
1
Janeway Institute working paper series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NCER working paper series
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ECONIS (ZBW)
7
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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
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
4
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:
5
Generalized jackknife estimators of weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2011
Persistent link: https://www.econbiz.de/10008986686
Saved in:
6
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2010
Persistent link: https://www.econbiz.de/10003968433
Saved in:
7
Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2009
Persistent link: https://www.econbiz.de/10003883600
Saved in:
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