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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Bayes-Statistik"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
Capital income
Estimation
Statistical distribution
Estimation theory
107
Schätztheorie
107
Time series analysis
50
Zeitreihenanalyse
50
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatilität
17
Regression analysis
15
Regressionsanalyse
15
Cointegration
13
Kointegration
13
Markov chain
11
Markov-Kette
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistical test
11
Statistischer Test
11
Stochastic process
10
Stochastischer Prozess
10
Bayesian inference
9
Kapitaleinkommen
9
VAR model
9
VAR-Modell
9
Forecasting model
8
Prognoseverfahren
8
Statistische Verteilung
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Structural break
7
Strukturbruch
7
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6
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56
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Article in journal
Aufsatz in Zeitschrift
56
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English
56
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Enders, Walter
2
Koop, Gary
2
Li, Jing
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Brugnolini, Luca
1
Bu, Ruijun
1
Byoung Hark Yoo
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Catania, Leopoldo
1
Celani, Alessandro
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Chu, Ba
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Eisenstat, Eric
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Falk, Barry
1
Flachaire, Emmanuel
1
Fonseca, José da
1
Gong, Jinguo
1
Goutte, Stéphane
1
Grasselli, Martino
1
Hadri, Kaddour
1
Hansen, Pernille
1
Haurin, Donald R.
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
378
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
186
Economics letters
155
Econometric reviews
95
Economic modelling
71
Applied economics letters
65
Econometric theory
62
Insurance / Mathematics & economics
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
The econometrics journal
53
Journal of the American Statistical Association : JASA
52
Journal of applied econometrics
51
Applied economics
49
International journal of forecasting
48
Journal of empirical finance
48
Econometrics : open access journal
43
Journal of banking & finance
42
Quantitative economics : QE ; journal of the Econometric Society
42
Computational economics
40
European journal of operational research : EJOR
39
Journal of forecasting
39
Finance research letters
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Journal of risk and financial management : JRFM
31
Journal of financial econometrics
30
Statistics in transition : an international journal of the Polish Statistical Association
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Quantitative finance
27
Journal of economic dynamics & control
26
International journal of economics and financial issues : IJEFI
24
The review of economics and statistics
24
Energy economics
22
Journal of risk
22
Journal of quantitative economics
20
Risks : open access journal
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of mathematical finance
18
The European journal of finance
17
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ECONIS (ZBW)
56
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1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
2
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
3
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:
4
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
5
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
6
Bayesian flexible local projections
Brugnolini, Luca
;
Catania, Leopoldo
;
Hansen, Pernille
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10014632013
Saved in:
7
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
8
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
9
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
10
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
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