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type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH model"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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ARCH model
Statistical distribution
Estimation theory
782
Schätztheorie
782
Theorie
285
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285
Time series analysis
197
Zeitreihenanalyse
197
Nichtparametrisches Verfahren
106
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106
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97
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52
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45
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Collection of articles of several authors
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69
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Linton, Oliver
6
Chan, Ngai Hang
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Zhang, Rongmao
3
Arvanitis, Stelios
2
Asai, Manabu
2
Berkes, István
2
Francq, Christian
2
Leeb, Hannes
2
Ling, Shiqing
2
Politis, Dimitris N.
2
Pötscher, Benedikt M.
2
Saikkonen, Pentti
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Andrews, Beth
1
Ardia, David
1
Avarucci, Marco
1
Bandi, Federico M.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Galvão Júnior, Antônio Fialho
1
Gao, Feng
1
Gao, Jiti
1
George, Edward I.
1
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Econometric theory
Journal of time series econometrics
Journal of econometrics
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Insurance / Mathematics & economics
45
Economics letters
40
Econometric reviews
35
The econometrics journal
28
Statistics in transition : an international journal of the Polish Statistical Association
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International journal of forecasting
20
Journal of the American Statistical Association : JASA
19
Finance research letters
17
Journal of empirical finance
17
Applied economics
16
Econometrics : open access journal
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Journal of forecasting
15
Journal of risk and financial management : JRFM
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Applied economics letters
13
European journal of operational research : EJOR
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Journal of banking & finance
13
Journal of financial econometrics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of mathematical finance
13
Economic modelling
12
International journal of economics and financial issues : IJEFI
11
Risks : open access journal
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Statistical papers
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of risk model validation
10
The European journal of finance
8
Astin bulletin : the journal of the International Actuarial Association
7
Annals of financial economics
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of quality & reliability management
6
Quantitative finance
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The journal of operational risk
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ECONIS (ZBW)
69
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
3
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
4
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
5
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
6
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
7
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
8
Nonparametric density estimation by B-spline duality
Cui, Zhenyu
;
Kirkby, Justin Lars
;
Nguyen, Duy
- In:
Econometric theory
36
(
2020
)
2
,
pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
Saved in:
9
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
10
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
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