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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Fiorentini, Gabriele"
~person:"Härdle, Wolfgang"
~person:"Teräsvirta, Timo"
~subject:"Statistischer Test"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistischer Test
Theory
Estimation theory
158
Schätztheorie
158
Theorie
73
Regression analysis
37
Regressionsanalyse
37
Time series analysis
36
Zeitreihenanalyse
36
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Statistical test
19
Estimation
14
Multivariate Analyse
14
Multivariate analysis
14
Schätzung
14
Volatilität
14
ARCH model
12
ARCH-Modell
12
VAR model
9
VAR-Modell
9
Deutschland
8
Germany
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Hessian matrix
6
National income
6
Nationaleinkommen
6
Nichtlineare Regression
6
Nonlinear regression
6
Option pricing theory
6
Optionspreistheorie
6
Autocorrelation
5
Autokorrelation
5
Bootstrap approach
5
Bootstrap-Verfahren
5
Börsenkurs
4
Capital income
4
Correlation
4
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Free
40
Undetermined
1
Type of publication
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Book / Working Paper
98
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
100
Working Paper
100
Graue Literatur
98
Article in journal
29
Aufsatz in Zeitschrift
29
Aufsatz im Buch
5
Book section
5
Forschungsbericht
1
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Language
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English
98
Author
All
Fiorentini, Gabriele
Härdle, Wolfgang
Teräsvirta, Timo
Phillips, Peter C. B.
45
Pesaran, M. Hashem
35
Franses, Philip Hans
30
Sentana, Enrique
27
Swanson, Norman R.
27
Gouriéroux, Christian
25
Imbens, Guido
23
Maravall Herrero, Agustín
23
Spokojnyj, Vladimir G.
21
Kleibergen, Frank
20
Brännäs, Kurt
19
Kohn, Robert
19
Andrews, Donald W. K.
18
Heckman, James J.
18
Koopman, Siem Jan
18
Robert, Christian P.
18
Stahlecker, Peter
18
Chernozhukov, Victor
17
Dette, Holger
17
McAleer, Michael
17
Lucas, André
16
Zakoïan, Jean-Michel
16
Amengual, Dante
15
Dufour, Jean-Marie
15
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Kiviet, J. F.
14
Reiß, Markus
14
Breitung, Jörg
13
Giles, Judith A.
13
Newey, Whitney K.
13
Arnold, Bernhard
12
Bauwens, Luc
12
Bera, Anil K.
12
Dijk, Dick van
12
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
Ekonomiska forskningsinstitutet <Stockholm>
3
European University Institute / Department of Economics
2
Norges Bank / Utredningsavdelingen
2
Umeå universitet
1
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CORE discussion paper : DP
17
SFB 649 discussion paper
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion paper / A
7
CEMFI working paper
6
CREATES research paper
6
Discussion papers of interdisciplinary research project 373
6
Discussion paper / Center for Economic Research, Tilburg University
4
Working paper series in economics and finance
3
A discusión : trabajos en curso ; working papers
2
Arbeidsnotat / Norges Bank
2
Arbeidsnotat / Norges Bank / Norges Bank
2
DISIA working paper
2
Discussion paper / Tinbergen Institute
2
Documento de trabajo / Centro de Estudios Monetarios y Financieros
2
EUI working paper / ECO
2
SSE EFI working paper series in economics and finance
2
Working papers
2
CEA_372Cass working paper series
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Econometrics papers
1
NCER working paper series
1
Umeå economic studies
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
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ECONIS (ZBW)
98
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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
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
3
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
4
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
5
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
6
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:
7
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:
8
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
9
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
10
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
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