//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"ARCH model"
~subject:"Multivariate distribution"
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
ARCH model
Multivariate distribution
Estimation theory
49
Schätztheorie
49
Estimation
15
Schätzung
15
Time series analysis
11
Zeitreihenanalyse
11
ARCH-Modell
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
6
Statistische Verteilung
6
Panel
5
Panel study
5
Regression analysis
5
Regressionsanalyse
5
Cointegration
4
Einheitswurzeltest
4
Kointegration
4
Unit root test
4
Correlation
3
Korrelation
3
Multivariate Verteilung
3
Sampling
3
Stichprobenerhebung
3
Technical efficiency
3
Technische Effizienz
3
Tobit model
3
Tobit-Modell
3
Volatility
3
Volatilität
3
Ausreißer
2
Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
Bias
2
Bickel-Doksum
2
Bootstrap approach
2
Bootstrap-Verfahren
2
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Kim, Jong-Min
3
Blazsek, Szabolcs
2
Jung, Hojin
2
Licht, Adrian
2
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Chiu, Yen-Chen
1
Chuang, I-Yuan
1
De Jongh, Riaan
1
Díaz Hernández, Adán
1
Hwang, Sun Young
1
Ladopoulos, Konstantinos
1
Nolasco Jáuregui, Oralia
1
Panagiōtidēs, Theodōros
1
Qin, Li
1
Quezada-Téllez, Luis Alberto
1
Salazar Flores, Yuri
1
Van Vuuren, Gary
1
more ...
less ...
Published in...
All
Applied economics
The journal of finance : the journal of the American Finance Association
Journal of econometrics
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric reviews
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Economics letters
14
Finance research letters
14
International journal of forecasting
13
Journal of risk
11
Computational economics
10
Journal of time series econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of financial econometrics
8
Insurance / Mathematics & economics
7
Journal of empirical finance
7
Journal of mathematical finance
7
The journal of risk model validation
6
Econometric theory
5
Robustness in econometrics
5
The econometrics journal
5
European journal of operational research : EJOR
4
Journal of banking & finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of forecasting
4
The European journal of finance
4
Theoretical economics letters
4
Economic modelling
3
Energy economics
3
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
Annals of financial economics
2
Applied economics letters
2
Discussion papers / CEPR
2
International journal of economics and finance
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of international trade & commerce
2
Journal of risk : JOR
2
Research in international business and finance
2
Review of Pacific Basin financial markets and policies
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
4
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
5
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
6
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
7
Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
41
,
pp. 4418-4426
Persistent link: https://www.econbiz.de/10012061173
Saved in:
8
A comparison of risk aggregation estimates using copulas and Fleishman distributions
Van Vuuren, Gary
;
De Jongh, Riaan
- In:
Applied economics
49
(
2017
)
17
,
pp. 1715-1731
Persistent link: https://www.econbiz.de/10011815395
Saved in:
9
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->