//--> //--> //-->
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"
~person:"Gerlach, Richard"
~person:"Jucknewitz, Roland"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Bayes-Statistik
Estimation
10
Schätzung
10
Zeitreihenanalyse
8
Theorie
7
Theory
7
Forecasting model
6
Prognoseverfahren
6
Risikomaß
6
Risk measure
6
ARCH model
3
ARCH-Modell
3
Capital income
3
Kapitaleinkommen
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Volatility
3
Volatilität
3
Bayesian inference
2
Cointegration
2
Economic forecast
2
Expected shortfall
2
Inflation
2
Kointegration
2
Markov chain Monte Carlo
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Sampling
2
State space model
2
Stichprobenerhebung
2
Time
2
Value-at-Risk
2
Wirtschaftsprognose
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
9
Author
All
Gerlach, Richard
Jucknewitz, Roland
Lu, Jin
Gupta, Rangan
66
Gil-Alaña, Luis A.
41
Marcellino, Massimiliano
24
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
17
Balcilar, Mehmet
15
Gambetti, Luca
15
Tiwari, Aviral Kumar
15
Wohar, Mark E.
15
Forni, Mario
14
Chan, Joshua
13
Ghysels, Eric
13
Massa, Massimo
13
Salisu, Afees A.
13
Timmermann, Allan
13
Caporale, Guglielmo Maria
11
Ranjbar, Omid
11
Apergēs, Nikolaos
10
Heckman, James J.
10
Huber, Florian
10
Li, Jia
10
Miller, Stephen M.
10
Nonejad, Nima
10
Hamermesh, Daniel S.
9
Kelly, Bryan T.
9
Koopman, Siem Jan
9
Lettau, Martin
9
Ludvigson, Sydney C.
9
Ma, Feng
9
Moosa, Imad A.
9
Morley, James C.
9
Sala, Luca
9
Schorfheide, Frank
9
Stulz, René M.
9
Tsionas, Efthymios G.
9
Adrian, Tobias
8
Bouri, Elie
8
Casarin, Roberto
8
Hammoudeh, Shawkat
8
Koop, Gary
8
more ...
less ...
Published in...
All
Journal of financial econometrics
3
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
International journal of forecasting
1
Journal of econometrics
1
Journal of forecasting
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
Saved in:
2
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:
3
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
4
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:
5
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
6
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
Gerlach, Richard
;
Naimoli, Antonio
;
Storti, Giuseppe
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1849-1878
Persistent link: https://www.econbiz.de/10012295647
Saved in:
7
Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
Saved in:
8
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
9
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
-
2014
Persistent link: https://www.econbiz.de/10010416755
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->