//--> //--> //--> //-->
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
~person:"Silvapulle, Paramsothy"
~subject:"Statistical test"
~subject:"Statistical theory"
~subject:"Volatilität"
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:"Schätzer"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Statistical test
Statistical theory
Volatilität
Estimation theory
35
Schätztheorie
35
Theorie
14
Theory
14
Statistische Methodenlehre
6
Time series analysis
6
Zeitreihenanalyse
6
Australia
5
Australien
5
Estimation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätzung
5
Interest rate
4
Volatility
4
Zins
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Hypothesentest
3
Inflation
3
Correlation
2
Credit risk
2
Heteroscedasticity
2
Heteroskedastizität
2
Insolvency
2
Insolvenz
2
Korrelation
2
Kreditrisiko
2
Logit model
2
Logit-Modell
2
Loss given default
2
Philippinen
2
Philippines
2
Reismarkt
2
Rice market
2
Statistical distribution
2
Statistische Verteilung
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Book / Working Paper
9
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
12
Author
All
Silvapulle, Paramsothy
Phillips, Peter C. B.
50
Dufour, Jean-Marie
36
Andrews, Donald W. K.
28
Sentana, Enrique
27
Bera, Anil K.
25
McAleer, Michael
22
Shi, Xiaoxia
22
Sun, Yixiao
21
Koopman, Siem Jan
20
Pesaran, M. Hashem
19
Teräsvirta, Timo
19
Todorov, Viktor
19
White, Halbert
19
Amengual, Dante
18
Cai, Zongwu
18
Diebold, Francis X.
18
Kristensen, Dennis
18
Li, Jia
18
Canay, Ivan A.
17
Ghysels, Eric
17
Härdle, Wolfgang
17
Fiorentini, Gabriele
16
Kumar, Dilip
16
Li, Yingying
16
Baltagi, Badi H.
15
Horowitz, Joel
15
Hsu, Yu-Chin
15
Khalaf, Lynda
15
Linton, Oliver
15
Xu, Ke-Li
15
Angrist, Joshua D.
14
Guggenberger, Patrik
14
Kuan, Chung-ming
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Bugni, Federico A.
13
Chernozhukov, Victor
13
Gao, Jiti
13
Gouriéroux, Christian
13
more ...
less ...
Institution
All
School of Economics <Bundoora, Victoria> / Department of Economics
2
Published in...
All
Economics and commerce : discussion papers
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economics letters
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
2
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
3
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000878845
Saved in:
4
Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy
;
Evans, Merran
-
1993
Persistent link: https://www.econbiz.de/10000878855
Saved in:
5
Testing for a unit root in a time series with mean shifts
Silvapulle, Paramsothy
-
1993
Persistent link: https://www.econbiz.de/10000142819
Saved in:
6
Some robust properties of unit root tests
Silvapulle, Paramsothy
-
1993
Persistent link: https://www.econbiz.de/10000142820
Saved in:
7
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H.
-
1993
Persistent link: https://www.econbiz.de/10000142832
Saved in:
8
Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy
;
Evans, Merran
-
1993
Persistent link: https://www.econbiz.de/10000142833
Saved in:
9
Testing AR(1) against MA(1) disturbances in the dynamic linear regression model
Silvapulle, Paramsothy
-
1992
Persistent link: https://www.econbiz.de/10000837423
Saved in:
10
Unit root testing : AR(1) against IMA(1,1) disturbances in the linear regression model
Silvapulle, Paramsothy
-
1992
Persistent link: https://www.econbiz.de/10000837471
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->