//--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Alizadeh, Sassan"
~person:"Ghysels, Eric"
~person:"Teräsvirta, Timo"
~subject:"Multivariate analysis"
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
Multivariate analysis
Estimation theory
5
Schätztheorie
5
Theorie
3
Theory
3
Time series analysis
3
Volatilität
3
Zeitreihenanalyse
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
Saisonale Schwankungen
2
Schätzung
2
Seasonal variations
2
USA
2
United States
2
1989-1991
1
1992-1993
1
ARCH model
1
ARCH-Modell
1
Affine jump-diffusion model
1
CAPM
1
Deutsche Mark
1
Feasible domain
1
Forecasting
1
Forecasting model
1
Generalized skewed t distribution
1
Großbritannien
1
Multivariate Analyse
1
Multivariate GARCH model
1
Nichtlineare Regression
1
Nonlinear regression
1
Nonlinear time series
1
Normal inverse Gaussian
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio allocation
1
Portfolio selection
1
Portfolio-Management
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Alizadeh, Sassan
Ghysels, Eric
Teräsvirta, Timo
Hautsch, Nikolaus
2
Jing, Bingyi
2
Kong, Xinbing
2
Li, Dong
2
Ling, Shiqing
2
Russell, Jeffrey R.
2
Shephard, Neil G.
2
Tsay, Ruey S.
2
Van Keilegom, Ingrid
2
Yang, Xiye
2
Aielli, Gian Piero
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ascorbebeitia, Jone
1
Audrino, Francesco
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Cape, Joshua
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Corsi, Fulvio
1
Dueker, Michael
1
El Ghouch, Anouar
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Ferreira, Eva
1
Foster, F. Douglas
1
Francq, Christian
1
Gao, Jiti
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CREATES research paper
5
Econometric reviews
3
Econometrics : open access journal
2
Working papers / Rodney L. White Center for Financial Research
2
Annales d'économie et de statistique
1
CEA_372Cass working paper series
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Financial Institutions Center
1
Handbook of financial time series
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The journal of finance : the journal of the American Finance Association
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
2
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
3
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->