//--> //--> //--> //-->
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:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Correlation"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatilität
Correlation
Estimation theory
226
Schätztheorie
226
Forecasting model
123
Prognoseverfahren
123
Zeitreihenanalyse
84
Estimation
37
Schätzung
37
Volatility
30
Theorie
29
Theory
29
Regression analysis
28
Regressionsanalyse
26
ARCH model
24
ARCH-Modell
24
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Bayes-Statistik
16
Bayesian inference
16
Capital income
15
Kapitaleinkommen
15
Forecasting
14
Risikomaß
14
Risk measure
14
USA
14
United States
14
Forecast
13
Korrelation
13
Statistical distribution
12
Statistische Verteilung
12
Economic forecast
11
Probability theory
11
Statistical test
11
Statistischer Test
11
Stochastic process
11
Stochastischer Prozess
11
Wahrscheinlichkeitsrechnung
11
Wirtschaftsprognose
11
more ...
less ...
Online availability
All
Undetermined
53
Type of publication
All
Article
104
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
106
Aufsatz in Zeitschrift
106
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
106
Author
All
Hyndman, Rob J.
4
Corsi, Fulvio
3
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Chen, Yi-ting
2
Clements, Adam
2
Croux, Christophe
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Engle, Robert F.
2
Espasa Terrades, Antoni
2
Frederiksen, Per
2
Harvey, Andrew C.
2
Kock, Anders Bredahl
2
Kokoszka, Piotr
2
Koopman, Siem Jan
2
Lucas, André
2
Lütkepohl, Helmut
2
Miao, Hong
2
Oryshchenko, Vitaliy
2
Ruiz, Esther
2
Taylor, James W.
2
Teräsvirta, Timo
2
Ahlgren, Niklas
1
Albertson, Kevin
1
Allaj, Erindi
1
Andreou, Alena
1
Antell, Jan
1
Audrino, Francesco
1
Aylen, Jonathan
1
Bagnato, Luca
1
Balter, Janine
1
Barreto-Souza, Wagner
1
Barrow, Devon K.
1
Bastos, Fernando de Souza
1
Bauwens, Luc
1
Beaumont, Adrian N.
1
Becker, Ralf
1
Benítez Sánchez, José Manuel
1
Bergmeir, Christoph
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
403
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Econometric theory
177
Economics letters
175
Discussion paper / Tinbergen Institute
110
Econometric reviews
104
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
67
Journal of forecasting
64
Applied economics letters
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometrics : open access journal
56
NBER Working Paper
54
Journal of the American Statistical Association : JASA
50
The econometrics journal
48
Cowles Foundation discussion paper
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Economic modelling
44
Journal of empirical finance
43
Computational economics
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
40
Applied economics
39
SFB 649 discussion paper
39
NBER working paper series
36
Journal of applied econometrics
35
EUI working paper / ECO
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Working paper / National Bureau of Economic Research, Inc.
31
Finance research letters
28
Journal of banking & finance
28
Cambridge working papers in economics
27
NBER technical working paper series
27
Technical working paper / National Bureau of Economic Research
27
Working paper
27
Working paper series
26
Discussion paper / Center for Economic Research, Tilburg University
24
more ...
less ...
Source
All
ECONIS (ZBW)
106
Showing
1
-
10
of
106
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
4
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
5
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
6
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
7
Shrinkage estimator for exponential smoothing models
Pritularga, Kandrika F.
;
Svetunkov, Ivan
;
Kourentzes, …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1351-1365
Persistent link: https://www.econbiz.de/10014465285
Saved in:
8
Model combinations through revised base rates
Petropoulos, Fotios
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1477-1492
Persistent link: https://www.econbiz.de/10014465296
Saved in:
9
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
10
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->