//--> //--> //-->
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_genre:"Graue Literatur"
~person:"Storti, Giuseppe"
~type_genre:"Arbeitspapier"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
4
Schätztheorie
4
ARCH model
3
ARCH-Modell
3
Correlation
2
Korrelation
2
Linear algebra
2
Lineare Algebra
2
Analysis of variance
1
Capital income
1
Dynamic conditional correlations
1
GARCH (1,1)
1
Kapitaleinkommen
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Multiplicative models
1
Realized covariances
1
Varianzanalyse
1
Wishart distribution
1
asymptotic normality
1
consistency
1
heavy tails
1
least squares estimation
1
two-step estimator
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
Non-commercial literature
4
Working Paper
4
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Storti, Giuseppe
Härdle, Wolfgang
114
Phillips, Peter C. B.
98
Pesaran, M. Hashem
78
Gao, Jiti
76
Linton, Oliver
67
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
60
McAleer, Michael
53
Newey, Whitney K.
48
Otsu, Taisuke
48
Lütkepohl, Helmut
46
Gouriéroux, Christian
45
Kapetanios, George
44
Nielsen, Morten Ørregaard
42
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Johansen, Søren
36
Swanson, Norman R.
36
Croux, Christophe
34
Marcellino, Massimiliano
34
Scaillet, Olivier
34
Weidner, Martin
34
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
32
Kilian, Lutz
31
Cai, Zongwu
30
Andrews, Donald W. K.
29
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Smith, Richard J.
29
Kitagawa, Toru
28
Kiviet, J. F.
28
more ...
less ...
Published in...
All
CORE discussion papers : DP
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
Saved in:
2
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
3
Dynamic conditional correlation models for realized covariance matrices
Bauwens, Luc
;
Storti, Giuseppe
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009722576
Saved in:
4
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
Preminger, Arie
(
contributor
);
Storti, Giuseppe
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375861
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->