//--> //--> //--> //-->
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:"free"
~isPartOf:"CREATES research paper"
~subject:"Nichtlineare Regression"
~subject:"Schätztheorie"
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
An additive property of the in...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Nichtlineare Regression
Schätztheorie
Theorie
211
Theory
211
Time series analysis
70
Zeitreihenanalyse
70
Forecasting model
48
Prognoseverfahren
48
Volatility
43
Volatilität
43
Stochastic process
36
Stochastischer Prozess
36
Estimation
33
Schätzung
33
Estimation theory
23
USA
21
United States
21
Statistical distribution
18
Statistische Verteilung
18
Capital income
17
Kapitaleinkommen
17
Yield curve
17
Zinsstruktur
17
VAR model
16
VAR-Modell
16
Börsenkurs
15
Share price
15
CAPM
14
Cointegration
13
Kointegration
13
Risikoprämie
13
Risk premium
13
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
31
Type of publication (narrower categories)
All
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Language
All
English
31
Author
All
Santucci de Magistris, Paolo
3
Demetrescu, Matei
2
Kock, Anders Bredahl
2
Kristensen, Dennis
2
Kruse, Robinson
2
Parra-Alvarez, Juan Carlos
2
Posch, Olaf
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Veraart, Almut E. D.
2
Wang, Mu-Chun
2
Yang, Yukai
2
Andreasen, Martin Møller
1
Barndorff-Nielsen, Ole E.
1
Bauwens, Luc
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Cattaneo, Matias D.
1
Christensen, Kim
1
Christoffersen, Peter F.
1
Creel, Michael D.
1
Crump, Richard K.
1
Dorion, Christian
1
Fernández-Villaverde, Jesús
1
Grassi, Stefano
1
Guégan, Dominique
1
Hansen, Peter Reinhard
1
He, Changli
1
Hillebrand, Eric
1
Horel, Guillaume
1
Jacobs, Kris
1
Jansson, Michael
1
Kang, Jian
1
Karoui, Lotfi
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Lange, Theis
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper series / IZA
58
IZA Discussion Papers
45
SFB 649 discussion paper
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Tinbergen Institute Discussion Paper
43
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Working paper / National Bureau of Economic Research, Inc.
38
SFB 649 Discussion Paper
37
Discussion paper / Tinbergen Institute
35
Cowles Foundation discussion paper
34
Discussion paper / Center for Economic Research, Tilburg University
33
Technical Report
27
Discussion papers of interdisciplinary research project 373
25
Statistics in transition : an international journal of the Polish Statistical Association
23
Working Paper
23
CESifo working papers
22
CESifo Working Paper
21
Technical working paper / National Bureau of Economic Research
20
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
18
cemmap working paper
18
Finance and economics discussion series
17
Discussion paper
15
Mathematics Preprint Archive
15
Cambridge working papers in economics
13
Econometrics : open access journal
13
Working papers / Rutgers University, Department of Economics
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
13
ECARES working paper
11
Economics working paper
11
Risks : open access journal
11
SFB 373 Discussion Paper
11
Working papers / TSE : WP
11
ZEW Discussion Papers
11
Diskussionsbeiträge - Serie II
10
Journal of risk and financial management : JRFM
10
KBI
10
SSE EFI working paper series in economics and finance
10
Working papers
10
CoFE Discussion Paper
9
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
Veraart, Almut E. D.
-
2010
Persistent link: https://www.econbiz.de/10008659414
Saved in:
2
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
Persistent link: https://www.econbiz.de/10011750340
Saved in:
5
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
6
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
7
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
Saved in:
8
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
9
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
10
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->