//--> //--> //-->
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"
~accessRights:"restricted"
~isPartOf:"Theoretical economics letters"
~language:"eng"
~subject:"HAR"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
HAR
Time series analysis
Estimation theory
17
Schätztheorie
17
Estimation
7
Schätzung
7
ARCH model
4
ARCH-Modell
4
Exchange rate
4
Volatilität
4
Wechselkurs
4
Capital income
3
Forecasting model
3
India
3
Indien
3
Kapitaleinkommen
3
Prognoseverfahren
3
Zeitreihenanalyse
3
Causality
2
Correlation
2
Gauss-Hermite Quadrature
2
Gradient
2
Hessian
2
Korrelation
2
Panel
2
Panel study
2
Simulation
2
VAR model
2
VAR-Modell
2
ARCH-M Model
1
AddRS Estimator
1
Aktienmarkt
1
Anlageverhalten
1
Asymptotic Approximation Distribution
1
Ausreißer
1
Behavioural finance
1
Bias
1
Bias-Corrected Extreme Value Estimator
1
Bivariate Dynamic Probit
1
Börsenkurs
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
Author
All
Kumar, Dilip
2
Abdulmuhyi, M. A.
1
Auwal, H. M.
1
Bhat, Aparna
1
Chattopadhyay, Siddhartha
1
Mangat, Manveer Kaur
1
Reschenhofer, Erhard
1
Saakshi
1
Sahu, Sohini
1
Stark, Thomas
1
Talwar, Shalini
1
Usman, U.
1
more ...
less ...
Published in...
All
Theoretical economics letters
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Economics letters
51
International journal of forecasting
44
Econometric theory
41
Journal of time series econometrics
38
Computational economics
28
Economic modelling
23
Finance research letters
21
The econometrics journal
18
Applied economics letters
17
Journal of empirical finance
15
Journal of financial econometrics
15
Journal of forecasting
14
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of quantitative economics
12
Applied economics
11
Energy economics
10
Essays in honor of Joon Y. Park : econometric theory
9
Discussion papers / CEPR
8
Journal of banking & finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
European journal of operational research : EJOR
7
Journal of mathematical finance
7
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
Journal of risk
6
Research in international business and finance
6
Finance and stochastics
5
Insurance / Mathematics & economics
5
The journal of risk model validation
5
International journal of computational economics and econometrics : IJCEE
4
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improved estimation of the memory parameter
Reschenhofer, Erhard
;
Mangat, Manveer Kaur
;
Stark, Thomas
- In:
Theoretical economics letters
10
(
2020
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10012491433
Saved in:
2
Estimation of unobserved inflation expectations in India using state-space model
Chattopadhyay, Siddhartha
;
Sahu, Sohini
;
Saakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1480-1488
Persistent link: https://www.econbiz.de/10012104486
Saved in:
3
Unravelling the cipher of Indian rupee's volatility : testing the forecasting efficacy of the rolling symmetric and asymmetric GARCH models
Talwar, Shalini
;
Bhat, Aparna
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1188-1217
Persistent link: https://www.econbiz.de/10011888179
Saved in:
4
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
5
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
6
Fitting the Nigeria stock market return series using GARCH models
Usman, U.
;
Auwal, H. M.
;
Abdulmuhyi, M. A.
- In:
Theoretical economics letters
7
(
2017
)
7
,
pp. 2159-2176
Persistent link: https://www.econbiz.de/10011785913
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->