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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Panel study"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~type_genre:"Government document"
~type_genre:"Textbook"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel study
Statistische Verteilung
Time series analysis
Estimation theory
96
Schätztheorie
96
Zeitreihenanalyse
48
Estimation
18
Schätzung
18
Regression analysis
17
Regressionsanalyse
17
ARCH model
12
ARCH-Modell
12
Einheitswurzeltest
11
Forecasting model
11
Prognoseverfahren
11
Statistical test
11
Statistischer Test
11
Unit root test
11
Cointegration
10
Kointegration
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Structural break
9
Strukturbruch
9
ARMA model
8
ARMA-Modell
8
Panel
8
Capital income
5
Interest rate
5
Kapitaleinkommen
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
cointegration
5
Autocorrelation
4
Autokorrelation
4
Bias
4
Bootstrap approach
4
Bootstrap-Verfahren
4
State space model
4
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39
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2
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Article
58
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Article in journal
Government document
Textbook
Aufsatz in Zeitschrift
58
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English
58
Author
All
Arvanitis, Stelios
2
Asai, Manabu
2
Chang, Tsangyao
2
Gough, O.
2
Kurozumi, Eiji
2
Nowman, Kalid Ben
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Van Dellen, S.
2
Abadir, Karim Maher
1
Al-Titi, Omar
1
Albuquerque Sendin, Francisco
1
Aleksandrov, Boris
1
Allen, David E.
1
Amorin, Anderson Luis Walker
1
Bardet, Jean-Marc
1
Başci Nur, Hayriye
1
Bhandari, Avishek
1
Born, Benjamin
1
Boubaker, Heni
1
Broadstock, David C.
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Chiu, Chien-Liang
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Doğru, Bülent
1
Dēmos, Antōnēs A.
1
Essayyad, Musa
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
Giacalone, Massimiliano
1
González Olivares, Daniel
1
Goswami, Gour G.
1
Granger, C. W. J.
1
Guizar, Isai
1
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Journal of time series econometrics
The empirical economics letters : a monthly international journal of economics
Journal of econometrics
540
Economics letters
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
215
Econometric theory
208
Econometric reviews
168
The econometrics journal
93
International journal of forecasting
78
Applied economics letters
76
Econometrics : open access journal
69
Journal of forecasting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Economic modelling
58
Journal of the American Statistical Association : JASA
55
Applied economics
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Insurance / Mathematics & economics
49
Computational economics
48
Journal of applied econometrics
43
Journal of empirical finance
42
Oxford bulletin of economics and statistics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Journal of risk and financial management : JRFM
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Statistics in transition : an international journal of the Polish Statistical Association
28
Finance research letters
26
Journal of banking & finance
26
Quantitative economics : QE ; journal of the Econometric Society
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Journal of financial econometrics
25
European journal of operational research : EJOR
21
Quantitative finance
20
Statistical papers
20
International journal of economics and financial issues : IJEFI
19
Journal of economic dynamics & control
18
The review of economics and statistics
18
Journal of quantitative economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
4
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
5
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
6
A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
7
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
8
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
9
Checking model adequacy for count time series by using Pearson residuals
Weiß, Christian H.
;
Scherer, Lukas
;
Aleksandrov, Boris
; …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012258316
Saved in:
10
A comparison of hurst exponent estimators in long-range dependent curve time series
Shang, Han Lin
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012258318
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