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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Cointegration
Estimation
Statistical distribution
Estimation theory
290
Schätztheorie
290
Time series analysis
83
Zeitreihenanalyse
83
Schätzung
81
Theorie
66
Theory
66
Regression analysis
38
Regressionsanalyse
38
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Kointegration
24
Volatilität
21
Forecasting model
20
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Prognoseverfahren
20
Statistical test
19
Statistischer Test
19
Panel
18
Panel study
18
ARCH model
17
ARCH-Modell
17
Börsenkurs
13
Capital income
13
Kapitaleinkommen
13
Share price
13
Stochastic process
13
Deutschland
12
Germany
12
VAR model
12
VAR-Modell
12
Bayes-Statistik
11
Bayesian inference
11
Geldnachfrage
11
Markov chain
11
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115
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Article in journal
115
Aufsatz in Zeitschrift
115
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
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English
115
Author
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Lee, Hyejin
3
Meng, Ming
3
Egger, Peter
2
Enders, Walter
2
Hadri, Kaddour
2
Lee, Cheng-Feng
2
Lee, Junsoo
2
Li, Jing
2
Maki, Daiki
2
Oh, Dong-Yop
2
Schweikert, Karsten
2
Tsong, Ching-Chuan
2
Yao, Feng
2
Abbara, Omar
1
Adachi, Takanori
1
Almanidis, Pavlos
1
Anatolyev, Stanislav
1
Ando, Michihito
1
Andrews, Martyn J.
1
Aquino, Juan Carlos
1
Arora, Vipin
1
Baltagi, Badi H.
1
Banerjee, Anurag Narayan
1
Barrio Castro, Tomas del
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Brzezinski, Michal
1
Bu, Ruijun
1
Busetti, Fabio
1
Byoung Hark Yoo
1
Caivano, Michele
1
Camarero Olivas, Mariam
1
Campolieti, Michele
1
Candelon, Bertrand
1
Cappiello, Lorenzo
1
Caracciolo, Francesco
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
397
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Economics letters
168
Econometric reviews
109
Econometric theory
87
Discussion paper / Tinbergen Institute
86
Applied economics letters
75
Economic modelling
74
CEMMAP working papers / Centre for Microdata Methods and Practice
69
Discussion paper series / IZA
64
The econometrics journal
63
NBER Working Paper
61
Applied economics
58
Insurance / Mathematics & economics
57
Econometrics : open access journal
54
NBER working paper series
54
Working paper / Department of Econometrics and Business Statistics, Monash University
52
CREATES research paper
51
International journal of forecasting
48
Journal of the American Statistical Association : JASA
47
Journal of applied econometrics
45
Working paper
44
European journal of operational research : EJOR
41
Cowles Foundation discussion paper
40
Journal of banking & finance
40
Working paper / National Bureau of Economic Research, Inc.
40
CESifo working papers
38
Journal of empirical finance
38
Quantitative economics : QE ; journal of the Econometric Society
38
Discussion papers of interdisciplinary research project 373
37
IZA Discussion Paper
37
Computational economics
34
Discussion paper / Center for Economic Research, Tilburg University
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Journal of forecasting
34
SFB 649 discussion paper
34
Discussion paper
33
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ECONIS (ZBW)
115
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
Saved in:
5
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
6
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity
Lee, Myoung-jae
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 81-91
Persistent link: https://www.econbiz.de/10012594174
Saved in:
9
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
10
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
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