//--> //--> //--> //-->
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
~subject:"Schätzung"
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:"Student-t distribution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätzung
Continuous distribution
95
Stetige Verteilung
95
Theorie
58
Theory
56
Statistische Verteilung
32
Statistical distribution
30
Forecasting model
27
Prognoseverfahren
27
Volatility
23
Student-t distribution
21
Volatilität
21
Estimation
17
Risikomaß
16
Risk measure
16
ARCH model
15
ARCH-Modell
15
Capital income
15
Kapitaleinkommen
15
Bayesian inference
12
Stochastic process
11
Stochastischer Prozess
11
Bayes-Statistik
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Student t distribution
10
Stochastic volatility
9
USA
9
United States
9
Börsenkurs
8
Share price
8
State space model
8
Welt
7
World
7
Economic forecast
6
Estimation theory
6
Maximum likelihood estimation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätztheorie
6
more ...
less ...
Online availability
All
Undetermined
7
Free
4
Type of publication
All
Article
11
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
4
Working Paper
4
Hochschulschrift
2
Thesis
1
more ...
less ...
Language
All
English
17
Author
All
Afuecheta, Emmanuel
2
Kiss, Tamás
2
Mazur, Stepan
2
Nadarajah, Saralees
2
Nguyen, Hoang
2
Scharfenaker, Ellis
2
Semieniuk, Gregor
2
Österholm, Pär
2
Eckernkemper, Tobias
1
Gordy, Michael B.
1
Kumar, Dilip
1
Lam, Keith S. K.
1
Lengua Lafosse, Patricia
1
Maheswaran, Srinivasan
1
Mazur, Błażej
1
Morimoto, Takayuki
1
Nugroho, Didit B.
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Panas, Epaminodas
1
Pipień, Mateusz
1
Rodriguez, Gabriel
1
Takaishi, Tetsuya
1
Trojan, Sebastian
1
Zhang, Xiaoyan
1
more ...
less ...
Institution
All
Federal Reserve System / Division of Research and Statistics
1
Published in...
All
Applied economics
1
Applied financial economics
1
Asia-Pacific financial markets
1
Computational economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance and economics discussion series
1
Journal of forecasting
1
Metroeconomica : international review of economics
1
Quantitative finance and economics
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper
1
Working paper / Schwartz Center for Economic Policy Analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
Saved in:
4
Modelling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian disturbances
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
-
2021
Persistent link: https://www.econbiz.de/10012605022
Saved in:
5
A statistical equilibrium approach to the distribution of profit rates
Scharfenaker, Ellis
;
Semieniuk, Gregor
-
2015
Persistent link: https://www.econbiz.de/10011456259
Saved in:
6
Better models for Gibrat's data
Nadarajah, Saralees
;
Afuecheta, Emmanuel
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 2057-2067
Persistent link: https://www.econbiz.de/10013197264
Saved in:
7
Distributional modeling of financial systemic risk and income data
Eckernkemper, Tobias
-
2019
Persistent link: https://www.econbiz.de/10012021672
Saved in:
8
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
9
A statistical equilibrium approach to the distribution of profit rates
Scharfenaker, Ellis
;
Semieniuk, Gregor
- In:
Metroeconomica : international review of economics
68
(
2017
)
3
,
pp. 465-499
Persistent link: https://www.econbiz.de/10011772676
Saved in:
10
An empirical application of a stochastic volatility model with GH skew
Student
's
t-distribution
to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->