//--> //--> //--> //-->
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:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working papers"
~subject:"ARCH model"
~subject:"VAR model"
~type_genre:"Konferenzbeitrag"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
ARCH model
VAR model
Estimation theory
213
Schätztheorie
213
Time series analysis
75
Zeitreihenanalyse
75
Estimation
46
Nichtparametrisches Verfahren
46
Nonparametric statistics
46
Schätzung
46
Panel
29
Panel study
29
Regression analysis
29
Regressionsanalyse
29
Bayes-Statistik
27
Bayesian inference
27
Forecasting model
26
Prognoseverfahren
26
Theorie
19
Theory
19
Statistical test
14
Statistischer Test
14
VAR-Modell
14
Volatility
12
Cointegration
11
Kointegration
11
Factor analysis
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Bootstrap approach
9
Bootstrap-Verfahren
9
Faktorenanalyse
9
Method of moments
9
Momentenmethode
9
Statistical distribution
9
Statistische Verteilung
9
ARCH-Modell
8
Correlation
8
Korrelation
8
more ...
less ...
Online availability
All
Free
29
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Working Paper
Konferenzbeitrag
Arbeitspapier
31
Graue Literatur
30
Non-commercial literature
30
Forschungsbericht
1
Language
All
English
31
Author
All
Gao, Jiti
5
Peng, Bin
5
Athanasopoulos, George
4
Casarin, Roberto
4
Li, Degui
4
Vahid, Farshid
4
Billio, Monica
3
Yan, Yayi
3
Zhang, Xibin
3
Hyndman, Rob J.
2
Jiang, Bin
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Panagiotelis, Anastasios
2
Tang, Songqiao
2
Wu, Weibiao
2
Afonso, António
1
Ahelegbey, Daniel Felix
1
Amengual, Dante
1
Buczyński, Mateusz
1
Caporin, Massimiliano
1
Chen, Xiangjin B.
1
Cheng, Tingting
1
Chlebus, Marcin
1
Conrad, Christian
1
Corradin, Fausto
1
Engle, Robert F.
1
Fiorentini, Gabriele
1
Forbes, Catherine Scipione
1
Frazier, David T.
1
Gobbo, Michele
1
Guerrero Escobar, Santiago
1
Guillén, Osmani Teixeira de Carvalho
1
Harris, David
1
Hernández del Valle, Gerardo
1
Hernández, Juan Ramón
1
Issler, João Victor
1
Jalles, João Tovar
1
Juodis, Artūras
1
Juárez Torres, Miriam
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Working papers
Discussion paper / Tinbergen Institute
41
CREATES research paper
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
SFB 649 discussion paper
18
CESifo working papers
14
Discussion papers / CEPR
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Working paper
14
Discussion papers of interdisciplinary research project 373
12
CORE discussion papers : DP
10
Discussion paper / Centre for Economic Policy Research
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers / Department of Economics, University of Copenhagen
8
Federal Reserve Bank of Cleveland working paper series
8
Working paper series
8
KBI
7
Queen's Economics Department working paper
7
Série des documents de travail
7
Working paper / National Bureau of Economic Research, Inc.
7
CEMFI working paper
6
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Documento de trabajo
6
Economics discussion papers
6
Finance and economics discussion series
6
GRIPS discussion papers
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Working paper / Federal Reserve Bank of Dallas, Research Department
6
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
CFS working paper series
5
Cowles Foundation discussion paper
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Ensaios econômicos
5
Research paper series / Swiss Finance Institute
5
Technical working paper / National Bureau of Economic Research
5
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014305848
Saved in:
3
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
4
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
5
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
6
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
7
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
8
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
9
Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin
;
Keith, Jonathan
;
Zhang, Xibin
-
2020
Persistent link: https://www.econbiz.de/10012697180
Saved in:
10
Sign restrictions in high-dimensional vector autoregressions
Korobilis, Dimitris
-
2020
Persistent link: https://www.econbiz.de/10012317435
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->