//--> //--> //-->
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"
~isPartOf:"Econometric reviews"
~person:"Alizadeh, Sassan"
~person:"Hansen, Peter Reinhard"
~person:"Nishiyama, Yoshihiko"
~person:"Teräsvirta, Timo"
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
Estimation theory
8
Schätztheorie
8
Time series analysis
5
Volatilität
5
Zeitreihenanalyse
5
ARCH model
3
ARCH-Modell
3
Nichtlineare Regression
3
Nonlinear regression
3
Statistical test
3
Statistischer Test
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Constant conditional correlation
2
Correlation
2
Estimation
2
Kapitaleinkommen
2
Korrelation
2
Modellierung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
Scientific modelling
2
Theorie
2
Theory
2
misspecification testing
2
2000
1
Analysis of variance
1
Artificial neural network
1
Bandwidth selection
1
Conditional heteroskedasticity
1
Dynamic conditional correlation
1
Forecast comparison
1
Forecasting model
1
Japan
1
LM test
1
Model selection
1
Multivariate Analyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Alizadeh, Sassan
Hansen, Peter Reinhard
Nishiyama, Yoshihiko
Teräsvirta, Timo
Maasoumi, Esfandiar
3
McAleer, Michael
2
Amado, Cristina
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
De Angelis, Luca
1
Dong, Chaohua
1
Fernandes, Marcelo
1
Fornari, Fabio
1
Galbraith, John W.
1
Gao, Jiti
1
Gu, Wentao
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Hurn, Stan
1
Kanatani, Taro
1
Koopman, Siem Jan
1
Large, Jeremy
1
León-González, Roberto
1
Li, Dong
1
Lucas, André
1
Lunde, Asger
1
Martin, Vance
1
Marín, J. Miguel
1
Medeiros, Marcelo C.
1
Mele, Antonio
1
Mesters, G.
1
Nagai, Keiji
1
more ...
less ...
Published in...
All
Econometric reviews
CREATES research paper
4
Econometrics : open access journal
2
Working papers / Rodney L. White Center for Financial Research
2
CEA_372Cass working paper series
1
Essays in honor of Joon Y. Park : econometric theory
1
Financial Institutions Center
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
NBER Working Paper
1
NBER working paper series
1
NCER working paper series
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of finance : the journal of the American Finance Association
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
2
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
3
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
4
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
Saved in:
5
Nonparametric estimation methods of integrated multivariate volatilities
Hoshikawa, Toshiya
;
Nagai, Keiji
;
Kanatani, Taro
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 112-138
Persistent link: https://www.econbiz.de/10003761218
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->