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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH-Modell"
~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
ARCH-Modell
Panel study
Statistische Verteilung
Time series analysis
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH model
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
8
Strukturbruch
8
Cointegration
7
Kointegration
7
ARMA model
6
ARMA-Modell
6
Forecasting model
6
Prognoseverfahren
6
Regression analysis
6
Regressionsanalyse
6
Estimation
5
Schätzung
5
cointegration
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
VAR model
4
VAR-Modell
4
bootstrap
4
Autocorrelation
3
Autokorrelation
3
Bias
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
State space model
3
Stochastic process
3
Stochastischer Prozess
3
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43
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Article in journal
Government document
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Aufsatz in Zeitschrift
43
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English
43
Author
All
Asai, Manabu
3
Arvanitis, Stelios
2
Kurozumi, Eiji
2
McAleer, Michael
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Ardia, David
1
Bardet, Jean-Marc
1
Bluteau, Keven
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hendry, David F.
1
Hoogerheide, Lennart
1
Hunt, Richard
1
Javed, Farrukh
1
Jensen, Anders Tolver
1
Lange, Theis
1
Larsson, Rolf
1
Laurini, Márcio Poletti
1
Lima, Luiz Renato
1
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Journal of time series econometrics
Journal of econometrics
555
Economics letters
266
Econometric theory
239
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
223
Econometric reviews
173
The econometrics journal
97
Applied economics letters
80
International journal of forecasting
78
Econometrics : open access journal
69
Journal of forecasting
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
61
Economic modelling
59
Journal of the American Statistical Association : JASA
57
Applied economics
54
Computational economics
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Insurance / Mathematics & economics
50
Journal of empirical finance
45
Journal of applied econometrics
44
Oxford bulletin of economics and statistics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Journal of risk and financial management : JRFM
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Journal of banking & finance
29
Statistics in transition : an international journal of the Polish Statistical Association
28
Finance research letters
27
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
International journal of economics and financial issues : IJEFI
21
Quantitative finance
20
Statistical papers
20
The review of economics and statistics
19
Journal of economic dynamics & control
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of quantitative economics
17
Journal of risk
17
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43
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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
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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