//--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Kapetanios, George"
~person:"Xiao, Zhijie"
~subject:"Time series analysis"
~subject:"Volatilität"
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
Volatility
Time series analysis
Volatilität
Estimation theory
19
Schätztheorie
19
Zeitreihenanalyse
9
Regression analysis
7
Regressionsanalyse
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Estimation
4
Schätzung
4
Forecasting model
3
Induktive Statistik
3
Prognoseverfahren
3
Statistical inference
3
Einheitswurzeltest
2
Heteroscedasticity
2
Heteroskedastizität
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Probability theory
2
Statistical distribution
2
Statistische Verteilung
2
Structural break
2
Strukturbruch
2
U-statistic
2
Unit root test
2
VAR model
2
VAR-Modell
2
Wahrscheinlichkeitsrechnung
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Asymptotic contraction mapping
1
Ausreißer
1
Autoregressive approximation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
10
Author
All
Kapetanios, George
Xiao, Zhijie
Li, Jia
10
Phillips, Peter C. B.
10
Todorov, Viktor
10
Kumar, Dilip
9
Zhu, Ke
9
Francq, Christian
8
Gao, Jiti
8
Linton, Oliver
8
Demetrescu, Matei
7
Koopman, Siem Jan
7
Lütkepohl, Helmut
7
Taylor, Robert
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Mykland, Per A.
6
Nielsen, Morten Ørregaard
6
Tauchen, George Eugene
6
Andersen, Torben
5
Bauwens, Luc
5
Blasques, Francisco
5
Cavaliere, Giuseppe
5
Davis, Richard A.
5
Dong, Chaohua
5
Li, Dong
5
Liu, Zhi
5
Maheswaran, S.
5
Omay, Tolga
5
Poskitt, Donald Stephen
5
Shang, Han Lin
5
Sucarrat, Genaro
5
Zakoïan, Jean-Michel
5
Agiakloglou, Christos N.
4
Bollerslev, Tim
4
Fan, Jianqing
4
more ...
less ...
Published in...
All
Journal of econometrics
3
Econometric reviews
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
3
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
5
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
6
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
7
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
8
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
9
On the estimation of short memory components in long memory time series models
Baillie, Richard
;
Kapetanios, George
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
Saved in:
10
Testing unit root based on partially adaptive estimation
Lima, Luiz Renato
;
Xiao, Zhijie
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009623325
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->