//--> //--> //-->
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:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~person:"Gerlach, Richard"
~person:"Gong, Yuting"
~person:"Lu, Jin"
~subject:"Bayes-Statistik"
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"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Bayes-Statistik
Estimation
3
Schätzung
3
Zeitreihenanalyse
3
Capital income
2
Kapitaleinkommen
2
Risikomaß
2
Risk measure
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Bayesian inference
1
Börsenkurs
1
Cointegration
1
Estimation theory
1
Expected Shortfall
1
Forecasting model
1
Kointegration
1
Markov Chain Monte Carlo
1
Markov chain
1
Markov-Kette
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Verteilung
1
Multivariate distribution
1
Oil price
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Schätztheorie
1
Share price
1
Stock market
1
Theorie
1
Theory
1
USA
1
more ...
less ...
Online availability
All
Undetermined
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
Gerlach, Richard
Gong, Yuting
Lu, Jin
Andreou, Elena
1
Bu, Ruijun
1
Calzolari, Giorgio
1
Cenesizoglu, Tolga
1
Chen, Qiang
1
Erdemlioglu, Deniz
1
Gagliardini, Patrick
1
Ghysels, Eric
1
Gorgi, P.
1
Grønneberg, Steffen
1
Halbleib, Roxana
1
Han, Heejoon
1
Hansen, Anne Lundgaard
1
Hansen, Peter Reinhard
1
Hartl, Tobias
1
Hassler, Uwe
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Ibrushi, Denada
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Janus, Paweł
1
Jiang, Binyan
1
Jucknewitz, Roland
1
Jung, Whayoung
1
Kang, Kyu Ho
1
Kim, Young Min
1
Ko, Yi-Chen
1
Koopman, Siem Jan
1
Kruttli, Mathias S.
1
Kurozumi, Eiji
1
Lee, Ji Hyung
1
Liu, Cheng
1
Livieri, Giulia
1
Lucas, André
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Discussion paper / Centre for Economic Policy Research
1
International journal of forecasting
1
Journal of econometrics
1
Journal of forecasting
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
2
What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Gong, Yuting
;
Bu, Ruijun
;
Chen, Qiang
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
Saved in:
3
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->