//--> //--> //-->
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"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The econometrics journal"
~person:"Blazsek, Szabolcs"
~person:"White, Halbert"
~subject:"Time series analysis"
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
Volatility
Time series analysis
Estimation theory
6
Schätztheorie
6
Theorie
4
Theory
4
Aktienindex
2
Stock index
2
Volatilität
2
Zeitreihenanalyse
2
1987-1994
1
ARCH model
1
ARCH-Modell
1
Chaos theory
1
Chaostheorie
1
Erwartungsbildung
1
Estimation
1
Expectation formation
1
Forecasting model
1
Markov chain
1
Markov-Kette
1
Nichtlineare Regression
1
Nonlinear regression
1
Probability theory
1
Prognoseverfahren
1
Rational expectations
1
Rationale Erwartung
1
Schätzung
1
Statistical test
1
Statistical theory
1
Statistische Methodenlehre
1
Statistischer Test
1
USA
1
United States
1
Wahrscheinlichkeitsrechnung
1
dynamic conditional score (DCS)
1
expected return
1
generalized autoregressive score (GAS)
1
maximum likelihood (ML) conditions for score-driven models
1
volatility forecasting
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Blazsek, Szabolcs
White, Halbert
Phillips, Peter C. B.
5
Nelson, Daniel B.
4
Abadir, Karim Maher
3
Hadri, Kaddour
3
Tauchen, George Eugene
3
Andrews, Donald W. K.
2
Baillie, Richard
2
Dufour, Jean-Marie
2
Foster, Dean P.
2
Kapetanios, George
2
Li, Jia
2
Li, Jing
2
Perron, Pierre
2
Sims, Christopher A.
2
Stock, James H.
2
Teräsvirta, Timo
2
Tzavalis, Elias
2
Uhlig, Harald
2
Velasco, Carlos
2
Watson, Mark W.
2
Abbara, Omar
1
Alvarez, Javier
1
Anatolyev, Stanislav
1
Arellano, Manuel
1
Bai, Jushan
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Bierens, Herman J.
1
Bu, Ruijun
1
Carnero, M. Angeles
1
Chambers, Marcus J.
1
Chan, Jennifer So Kuen
1
Chen, Jia
1
Chen, Xiaohong
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The econometrics journal
Applied economics
2
Econometric theory
1
Journal of econometrics
1
Journal of time series econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
Saved in:
3
Consistent specification testing via nonparametric series regression
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->