//--> //--> //--> //-->
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:"Francq, Christian"
~person:"Teräsvirta, Timo"
~subject:"Autocorrelation"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~type_genre:"Working Paper"
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
Autocorrelation
Prognoseverfahren
Schätzung
Estimation theory
48
Schätztheorie
48
Theorie
26
Theory
26
Time series analysis
21
Zeitreihenanalyse
21
ARCH model
16
ARCH-Modell
16
Volatilität
10
Autokorrelation
6
Nichtlineare Regression
6
Nonlinear regression
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
VAR model
5
VAR-Modell
5
Börsenkurs
4
Exchange rate
4
Share price
4
Statistical test
4
Statistischer Test
4
Wechselkurs
4
Estimation
3
Multivariate Analyse
3
Multivariate analysis
3
Risikomaß
3
Risk measure
3
Correlation
2
Heteroscedasticity
2
Heteroskedastizität
2
Korrelation
2
Markov chain
2
Markov-Kette
2
Modellierung
2
Scientific modelling
2
Statistical distribution
2
Statistische Verteilung
2
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Working Paper
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
18
Author
All
Alizadeh, Sassan
Francq, Christian
Teräsvirta, Timo
Phillips, Peter C. B.
28
Gao, Jiti
24
Cai, Zongwu
23
Koopman, Siem Jan
22
Marcellino, Massimiliano
22
Kapetanios, George
21
Pesaran, M. Hashem
20
Linton, Oliver
19
Swanson, Norman R.
18
Härdle, Wolfgang
16
Diebold, Francis X.
14
Koop, Gary
13
Croux, Christophe
12
Lütkepohl, Helmut
12
Hsu, Yu-Chin
11
Huber, Florian
11
Lucas, André
11
Hyndman, Rob J.
10
Reiß, Markus
10
Sentana, Enrique
10
Weidner, Martin
10
Berg, Gerard J. van den
9
Corradi, Valentina
9
Dijk, Dick van
9
Giraitis, Liudas
9
Gouriéroux, Christian
9
Hoderlein, Stefan
9
Kitagawa, Toru
9
Lechner, Michael
9
Nielsen, Morten Ørregaard
9
Sibbertsen, Philipp
9
Athanasopoulos, George
8
Bauwens, Luc
8
Card, David E.
8
Clark, Todd E.
8
Fang, Ying
8
Fernández-Villaverde, Jesús
8
Hafner, Christian M.
8
Lee, David S.
8
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
Published in...
All
CREATES research paper
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Working papers / Rodney L. White Center for Financial Research
2
CEA_372Cass working paper series
1
CORE discussion paper : DP
1
Discussion paper / Tinbergen Institute
1
Financial Institutions Center
1
NCER working paper series
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
4
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
5
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
8
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
9
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10010440898
Saved in:
10
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->