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subject:"Volatilität"
type:"book"
~isPartOf:"CREATES research paper"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatilität
Time series analysis
Estimation theory
137
Schätztheorie
137
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
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Statistischer Test
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Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
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USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
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6
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65
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Non-commercial literature
Arbeitspapier
65
Graue Literatur
65
Working Paper
65
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English
65
Author
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Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
8
Johansen, Søren
7
Kristensen, Dennis
5
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kruse, Robinson
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Yang, Yukai
2
Amado, Cristina
1
Barndorff-Nielsen, Ole E.
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Catani, Paul
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Creel, Michael D.
1
Dahl, Christian M.
1
Demetrescum, Matei
1
Dobrev, Dobrislav
1
Floor Brix, Anne
1
Franchi, Massimo
1
Gao, Jiti
1
Gijbels, Irène
1
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CREATES research paper
Discussion paper / Tinbergen Institute
92
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Cowles Foundation discussion paper
28
SFB 649 discussion paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Working paper series
24
Umeå economic studies
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Working paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Discussion paper / Center for Economic Research, Tilburg University
18
Discussion papers of interdisciplinary research project 373
18
EUI working paper / ECO
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
CESifo working papers
15
Discussion papers / Department of Economics, University of Copenhagen
15
Discussion paper
14
Série des documents de travail
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
Economics discussion papers
13
Queen's Economics Department working paper
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Discussion papers in economics
12
Report / Econometric Institute, Erasmus University Rotterdam
12
Working papers
12
Working papers / Rutgers University, Department of Economics
12
Discussion paper / Tinbergen Institute / Tinbergen Institute
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
KBI
11
CORE discussion paper : DP
10
Cambridge working papers in economics
10
Technical working paper / National Bureau of Economic Research
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Working papers series in theoretical and applied economics
9
CORE discussion papers : DP
8
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ECONIS (ZBW)
65
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
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:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
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
Saved in:
9
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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