//--> //--> //--> //-->
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"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation discussion paper"
~subject:"Germany"
~subject:"Nonlinear regression"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Germany
Nonlinear regression
Estimation theory
352
Schätztheorie
352
Time series analysis
100
Zeitreihenanalyse
100
Theorie
55
Theory
55
Nichtparametrisches Verfahren
53
Nonparametric statistics
53
Regression analysis
52
Regressionsanalyse
52
Statistical test
43
Statistischer Test
43
Cointegration
28
Estimation
28
Kointegration
28
Schätzung
28
Induktive Statistik
27
Statistical inference
27
Stochastic process
26
Stochastischer Prozess
26
Method of moments
25
Momentenmethode
25
Bootstrap approach
24
Bootstrap-Verfahren
24
Autocorrelation
18
Autokorrelation
18
Volatilität
18
Forecasting model
14
Heteroscedasticity
14
Heteroskedastizität
14
Modellierung
14
Prognoseverfahren
14
Scientific modelling
14
ARCH model
13
ARCH-Modell
13
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Panel
13
Panel study
13
more ...
less ...
Online availability
All
Free
29
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Arbeitspapier
31
Working Paper
31
Graue Literatur
30
Non-commercial literature
30
Language
All
English
31
Author
All
Phillips, Peter C. B.
8
Teräsvirta, Timo
8
Silvennoinen, Annastiina
3
Wang, Qiying
3
Kang, Jian
2
Kristensen, Dennis
2
Kruse, Robinson
2
Mandelbrot, Benoît B.
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Barral, Julien
1
Callot, Laurent
1
Calvet, Laurent E.
1
Caner, Mehmet
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Chang, Yoosoon
1
Cho, Jin Seo
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Fisher, Adlai
1
Floor Brix, Anne
1
Gijbels, Irène
1
Hall, Anthony D.
1
Hanck, Christoph
1
He, Changli
1
Hounyo, Ulrich
1
Hu, Zhishui
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kock, Anders Bredahl
1
Li, Jia
1
Lunde, Asger
1
Malinvaud, Edmond
1
Nielsen, Morten Ørregaard
1
Park, Joon Y.
1
Riquelme, Juan Andres
1
more ...
less ...
Published in...
All
CREATES research paper
Cowles Foundation discussion paper
Journal of econometrics
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Discussion paper / Tinbergen Institute
36
Economics letters
36
Econometric reviews
34
Econometric theory
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of empirical finance
21
NBER Working Paper
21
Economic modelling
19
International journal of forecasting
19
NBER working paper series
19
The econometrics journal
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Discussion paper
16
Quantitative finance
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Working paper / National Bureau of Economic Research, Inc.
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Europäische Hochschulschriften / 5
15
SFB 649 discussion paper
14
Discussion papers of interdisciplinary research project 373
13
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Discussion paper series / IZA
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
Computational economics
11
Journal of forecasting
11
Journal of the American Statistical Association : JASA
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk and financial management : JRFM
10
Applied economics letters
9
Discussion paper / Center for Economic Research, Tilburg University
9
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
-
2019
Persistent link: https://www.econbiz.de/10012132062
Saved in:
7
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
8
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
9
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->