//--> //--> //-->
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:"European journal of operational research : EJOR"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Elliott, Robert J."
~person:"Ericsson, Neil R."
~person:"Flachaire, Emmanuel"
~person:"Fonseca, José da"
~subject:"Cointegration"
~subject:"Statistical distribution"
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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Cointegration
Statistical distribution
Estimation theory
4
Schätztheorie
4
Estimation
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
Stochastic process
2
Time series analysis
2
Volatilität
2
Zeitreihenanalyse
2
Autometrics
1
Bivariate diffusion limit
1
Conditional Esscher transform
1
Correlation
1
Empirical Characteristic Function
1
Extended Girsanov principle
1
Finance
1
Friedman and Schwartz
1
GARCH
1
Geldmenge
1
Geldnachfrage
1
Generalized Method of Moments
1
Großbritannien
1
Kointegration
1
Korrelation
1
Lagrange multiplier test
1
Method of moments
1
Momentenmethode
1
Money demand
1
Money supply
1
Nichtlineare Regression
1
Non-Gaussian GARCH models
1
Nonlinear regression
1
Option pricing theory
1
Optionspreistheorie
1
Statistical test
1
Statistischer Test
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
Author
All
Elliott, Robert J.
Ericsson, Neil R.
Flachaire, Emmanuel
Fonseca, José da
Heidergott, Bernd
2
Li, Jing
2
Schweikert, Karsten
2
Tsionas, Efthymios G.
2
Abbara, Omar
1
Adcock, C. J.
1
Anatolyev, Stanislav
1
Andreeva, Galina
1
Badescu, Alexandru
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Beasley, John E.
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Bu, Ruijun
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chan, Joshua C. C.
1
Chen, Piao
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Crook, Jonathan N.
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
Dyer, James S.
1
Eliasson, Ann-Charlotte
1
Enders, Walter
1
Escribano, Álvaro
1
Fernández, Arturo J.
1
Fouskakis, D.
1
Goutte, Stéphane
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International finance discussion papers
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Oberwolfach
1
Productivity and Inequality
1
The European journal of finance
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
2
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
Saved in:
3
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
Saved in:
4
Estimating the Wishart Affine Stochastic Correlation model using the empirical characteristic function
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 253-289
Persistent link: https://www.econbiz.de/10010384289
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->