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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:"Regressionsanalyse"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Time series analysis
USA
Volatilität
Zeitreihenanalyse
Estimation theory
102
Schätztheorie
102
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Regression analysis
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
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Undetermined
66
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1
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Article
67
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Article in journal
Aufsatz in Zeitschrift
67
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English
67
Author
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Enders, Walter
2
Li, Jing
2
Schweikert, Karsten
2
Teräsvirta, Timo
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Atems, Bebonchu
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Bergtold, Jason
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chen, Haiqiang
1
Cheng, Jie
1
Chevallier, Julien
1
Chong, Terence Tai-Leung
1
Chu, Ba
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
De Angelis, Luca
1
Donayre, Luiggi
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Eo, Yunjong
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Falk, Barry
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Flachaire, Emmanuel
1
Gil-Alaña, Luis A.
1
Gong, Jinguo
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
614
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
300
Econometric theory
253
Economics letters
248
Econometric reviews
157
Journal of the American Statistical Association : JASA
125
The econometrics journal
94
International journal of forecasting
87
Journal of forecasting
73
Applied economics letters
71
Econometrics : open access journal
70
Journal of applied econometrics
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
65
Economic modelling
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
The review of economics and statistics
56
Applied economics
54
Computational economics
53
Journal of time series econometrics
45
Journal of empirical finance
44
European journal of operational research : EJOR
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Oxford bulletin of economics and statistics
37
Journal of risk and financial management : JRFM
35
Quantitative economics : QE ; journal of the Econometric Society
35
Journal of banking & finance
30
Insurance / Mathematics & economics
28
The review of economic studies
27
American journal of agricultural economics
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Finance research letters
24
Journal of quantitative economics
23
Journal of financial econometrics
22
The empirical economics letters : a monthly international journal of economics
22
Journal of macroeconomics
21
Statistical papers
21
International journal of economics and financial issues : IJEFI
20
The journal of futures markets
20
Journal of economic dynamics & control
19
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ECONIS (ZBW)
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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
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
3
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:
4
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:
5
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
Saved in:
6
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
7
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
8
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
9
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
10
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
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