//--> //--> //--> //-->
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"
~person:"Alizadeh, Sassan"
~person:"Fiorentini, Gabriele"
~person:"Härdle, Wolfgang"
~person:"Yu, Jun"
~subject:"Statistical test"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Statistical test
Estimation theory
162
Schätztheorie
162
Theorie
74
Theory
74
Regression analysis
42
Regressionsanalyse
42
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Time series analysis
26
Zeitreihenanalyse
26
Statistischer Test
19
Volatilität
16
Estimation
13
Multivariate Analyse
13
Multivariate analysis
13
Schätzung
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Exchange rate
8
Stochastic process
8
Wechselkurs
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Deutschland
7
Germany
7
Option pricing theory
7
Optionspreistheorie
7
ARCH model
6
ARCH-Modell
6
Hessian matrix
6
National income
6
Nationaleinkommen
6
Capital income
5
Kapitaleinkommen
5
Statistical distribution
5
Statistische Verteilung
5
VAR model
5
more ...
less ...
Online availability
All
Free
25
Undetermined
2
Type of publication
All
Book / Working Paper
32
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
Book section
Working Paper
32
Graue Literatur
31
Non-commercial literature
31
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
3
more ...
less ...
Language
All
English
35
Author
All
Alizadeh, Sassan
Fiorentini, Gabriele
Härdle, Wolfgang
Yu, Jun
Phillips, Peter C. B.
27
Sentana, Enrique
25
Amengual, Dante
16
Koopman, Siem Jan
14
Dufour, Jean-Marie
13
Canay, Ivan A.
11
Spokojnyj, Vladimir G.
11
Reiß, Markus
10
Chernozhukov, Victor
9
Dette, Holger
9
Hsu, Yu-Chin
9
Teräsvirta, Timo
9
Bugni, Federico A.
8
Cai, Zongwu
8
Kitagawa, Toru
8
Kristensen, Dennis
8
Xu, Yongdeng
8
Bibinger, Markus
7
Breunig, Christoph
7
Chen, Xiaohong
7
Hallin, Marc
7
Lucas, André
7
Shi, Xiaoxia
7
Andrews, Donald W. K.
6
Blasques, Francisco
6
Brandt, Michael W.
6
Hafner, Christian M.
6
Horowitz, Joel
6
Kleibergen, Frank
6
Küchler, Uwe
6
Minford, Patrick
6
Sibbertsen, Philipp
6
Swanson, Norman R.
6
Wan, Yuanyuan
6
Wickens, Michael R.
6
Arai, Yoichi
5
Bei, Xinyue
5
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Rodney L. White Center for Financial Research
2
Published in...
All
CEMFI working paper
7
Discussion papers of interdisciplinary research project 373
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Working paper
4
DISIA working paper
2
Working papers
2
Working papers / Rodney L. White Center for Financial Research
2
CORE discussion paper : DP
1
Cowles Foundation discussion paper
1
Discussion papers / CEPR
1
Essays in honor of Joon Y. Park : econometric theory
1
Financial Institutions Center
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of financial time series
1
SFB 649 discussion paper
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Hypothesis testing via posterior-test-based Bayes factors
Li, Yong
;
Wang, Nianling
;
Yu, Jun
;
Zhang, Yonghui
-
2023
Persistent link: https://www.econbiz.de/10014320454
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
6
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
7
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
8
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
9
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
10
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->