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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:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Subject
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Stochastischer Prozess
Volatility
Statistischer Test
Theory
Estimation theory
170
Schätztheorie
170
Theorie
74
Regression analysis
41
Regressionsanalyse
41
Time series analysis
38
Zeitreihenanalyse
38
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Statistical test
20
ARCH model
14
ARCH-Modell
14
Estimation
14
Multivariate Analyse
14
Multivariate analysis
14
Schätzung
14
Volatilität
14
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
VAR model
9
VAR-Modell
9
Deutschland
8
Germany
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Hessian matrix
6
National income
6
Nationaleinkommen
6
Nichtlineare Regression
6
Nonlinear regression
6
Option pricing theory
6
Optionspreistheorie
6
Autocorrelation
5
Autokorrelation
5
Börsenkurs
4
Capital income
4
Correlation
4
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Free
42
Undetermined
1
Type of publication
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Book / Working Paper
100
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
100
Graue Literatur
98
Non-commercial literature
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
100
Author
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Fiorentini, Gabriele
Härdle, Wolfgang
Teräsvirta, Timo
Phillips, Peter C. B.
46
Pesaran, M. Hashem
37
Franses, Philip Hans
30
Sentana, Enrique
29
Swanson, Norman R.
27
Gouriéroux, Christian
25
Maravall Herrero, Agustín
24
Imbens, Guido
22
McAleer, Michael
21
Kleibergen, Frank
20
Heckman, James J.
19
Kohn, Robert
19
Spokojnyj, Vladimir G.
19
Andrews, Donald W. K.
18
Dette, Holger
18
Koopman, Siem Jan
18
Robert, Christian P.
18
Stahlecker, Peter
18
Chernozhukov, Victor
17
Lucas, André
16
Zakoïan, Jean-Michel
16
Amengual, Dante
15
Diebold, Francis X.
15
Dufour, Jean-Marie
15
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Kiviet, J. F.
14
Reiß, Markus
14
Giles, Judith A.
13
Newey, Whitney K.
13
Arnold, Bernhard
12
Bauwens, Luc
12
Bera, Anil K.
12
Breitung, Jörg
12
Brännäs, Kurt
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
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CORE discussion paper : DP
17
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
CEMFI working paper
7
Discussion paper / A
7
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
Oxford Financial Research Centre economics series
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
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ECONIS (ZBW)
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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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