//--> //--> //-->
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
type:"article"
type_genre:"Article in journal"
~person:"Nonejad, Nima"
~subject:"Sampling"
~subject:"Volatility"
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
Sampling
Volatility
Estimation theory
4
Schätztheorie
4
Time series analysis
3
Zeitreihenanalyse
3
Estimation
2
Gibbs sampling
2
Oil price
2
Particle filtering
2
Schätzung
2
Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
Volatilität
2
Ölpreis
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Bayes
1
Börsenkurs
1
Crude oil
1
Crude oil price
1
Erdöl
1
Forecasting model
1
Fractional integration
1
Innovation
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Metropolis-Hastings
1
Model comparison
1
Oil market
1
Parameter instability
1
Petroleum
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Share price
1
State space model
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Nonejad, Nima
Kumar, Dilip
17
Maheswaran, S.
15
Li, Jia
12
Todorov, Viktor
12
Mykland, Per A.
11
Tauchen, George Eugene
10
Ghysels, Eric
8
Liu, Zhi
8
Teräsvirta, Timo
8
Andersen, Torben
7
Aït-Sahalia, Yacine
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Wang, Yazhen
6
Wywiał, Janusz
6
Bollerslev, Tim
5
Fan, Jianqing
5
Hafner, Christian M.
5
Jing, Bingyi
5
Koopman, Siem Jan
5
Shin, Dong-wan
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Zhang, Lan
5
Arnerić, Josip
4
Chaudhuri, Arijit
4
Clements, Adam
4
Elliott, Robert J.
4
Escanciano, Juan Carlos
4
Fičura, Milan
4
Hwang, Eunju
4
Jacod, Jean
4
Kleibergen, Frank
4
Kong, Lingwei
4
Kunitomo, Naoto
4
Li, Wai Keung
4
Mancino, Maria Elvira
4
Nolte, Ingmar
4
more ...
less ...
Published in...
All
Computational economics
1
Economic modelling
1
Economics letters
1
Journal of forecasting
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
2
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
3
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
4
Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima
- In:
Economics letters
133
(
2015
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->