//--> //--> //--> //-->
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:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance and economics discussion series"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Hochschulschrift"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Prognoseverfahren
Time series analysis
USA
Estimation theory
186
Schätztheorie
186
Zeitreihenanalyse
67
Theorie
38
Theory
38
Estimation
32
Schätzung
32
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Stochastic process
18
Stochastischer Prozess
18
Cointegration
17
Kointegration
17
ARCH model
16
ARCH-Modell
16
Volatility
16
Forecasting model
15
Regression analysis
14
Regressionsanalyse
14
United States
13
Bootstrap approach
12
Bootstrap-Verfahren
12
Statistical test
12
Statistischer Test
12
Induktive Statistik
10
Statistical inference
10
VAR model
9
VAR-Modell
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Statistical distribution
8
Statistische Verteilung
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Autocorrelation
6
Autokorrelation
6
more ...
less ...
Online availability
All
Free
87
Undetermined
2
Type of publication
All
Book / Working Paper
92
Type of publication (narrower categories)
All
Working Paper
Hochschulschrift
Arbeitspapier
92
Graue Literatur
90
Non-commercial literature
90
Language
All
English
92
Author
All
Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
8
Johansen, Søren
7
Kristensen, Dennis
5
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kruse, Robinson
3
Nalewaik, Jeremy
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Barbarino, Alessandro
2
Bennedsen, Mikkel
2
Berkowitz, Jeremy
2
Bura, Efstathia
2
Callot, Laurent
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Herbst, Edward P.
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kilian, Lutz
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Lunde, Asger
2
Medeiros, Marcelo C.
2
Nielsen, Bent
2
Rossi, Eduardo
2
Schorfheide, Frank
2
Seong, Dakyung
2
Veraart, Almut E. D.
2
Yang, Yukai
2
Amado, Cristina
1
Barigozzi, Matteo
1
more ...
less ...
Institution
All
Federal Reserve System / Division of Research and Statistics
2
Published in...
All
CREATES research paper
Finance and economics discussion series
Discussion paper / Tinbergen Institute
119
Working paper / Department of Econometrics and Business Statistics, Monash University
76
Working paper / National Bureau of Economic Research, Inc.
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Cowles Foundation discussion paper
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
34
Technical working paper / National Bureau of Economic Research
34
SFB 649 discussion paper
33
Discussion paper / Center for Economic Research, Tilburg University
28
Working paper
27
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Working paper series
25
Report / Econometric Institute, Erasmus University Rotterdam
24
Discussion paper
23
CESifo working papers
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Discussion paper / Centre for Economic Policy Research
20
EUI working paper / ECO
19
Discussion paper series / IZA
18
Discussion papers of interdisciplinary research project 373
18
Discussion papers in economics
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
17
Working papers / Rutgers University, Department of Economics
17
CORE discussion paper : DP
16
Discussion papers / CEPR
16
Discussion papers / Department of Economics, University of Copenhagen
16
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
16
Umeå economic studies
16
Working papers
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Economics discussion papers
15
Discussion paper / Tinbergen Institute / Tinbergen Institute
14
NBER working paper series
14
Queen's Economics Department working paper
14
Série des documents de travail
14
Working papers series in theoretical and applied economics
14
Discussion paper / Department of Economics, University of California San Diego
12
more ...
less ...
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
9
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
10
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
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...
//-->