//--> //--> //--> //-->
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
~isPartOf:"Adaptive information systems and modelling in economics and management science"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Nonparametric dynamic modelling"
~person:"Al-Azzam, Moh’d"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"McAleer, Michael"
~subject:"Bayes-Statistik"
~subject:"Dynamisches Gleichgewicht"
~subject:"Nichtparametrisches Verfahren"
~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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Dynamisches Gleichgewicht
Nichtparametrisches Verfahren
Volatilität
Theorie
25
Theory
25
Bayesian inference
9
Estimation
8
Schätzung
8
Volatility
7
Time series analysis
6
Zeitreihenanalyse
6
Stochastic process
5
Stochastischer Prozess
5
Method of moments
4
Momentenmethode
4
Capital income
3
Econometrics
3
Factor analysis
3
Faktorenanalyse
3
Kapitaleinkommen
3
Nonparametric statistics
3
Statistical distribution
3
Statistische Verteilung
3
Ökonometrie
3
Börsenkurs
2
Forecasting model
2
Immaterialgüterrechte
2
Intellectual property rights
2
Leverage effects
2
Long memory
2
Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate stochastic volatility
2
Option trading
2
Optionsgeschäft
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikomanagement
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
2
Book section
2
Language
All
English
16
Author
All
Al-Azzam, Moh’d
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
McAleer, Michael
Linton, Oliver
10
Yu, Jun
8
Aït-Sahalia, Yacine
7
Phillips, Peter C. B.
7
Bollerslev, Tim
6
Koop, Gary
6
Schorfheide, Frank
6
Chen, Xiaohong
5
Hallin, Marc
5
Li, Yong
5
Pisani, Massimiliano
5
Renault, Eric
5
Robinson, Peter M.
5
Simar, Léopold
5
Tauchen, George Eugene
5
Todorov, Viktor
5
Andersen, Torben
4
Casarin, Roberto
4
Gouriéroux, Christian
4
Jensen, Mark J.
4
Kolasa, Marcin
4
Lewbel, Arthur
4
Swanson, Norman R.
4
Asai, Manabu
3
Barigozzi, Matteo
3
Billio, Monica
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Songnian
3
Diebold, Francis X.
3
Fan, Yanqin
3
Gagliardini, Patrick
3
Gao, Jiti
3
Griffin, Jim E.
3
Hidalgo, Javier
3
Hong, Yongmiao
3
more ...
less ...
Published in...
All
Adaptive information systems and modelling in economics and management science
Economic modelling
Journal of econometrics
Nonparametric dynamic modelling
Working paper
11
Econometric Institute research papers
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Discussion paper / Tinbergen Institute
8
Econometric reviews
7
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Discussion paper series / IZA
2
Econometrics : open access journal
2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
Tinbergen Institute Discussion Paper
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
ERID working paper
1
Econometric theory
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics letters
1
Energy economics
1
FRB International Finance Discussion Paper
1
Faculty research papers / The Fuqua School of Business, Duke University
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
International finance discussion papers
1
International journal of economic theory
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
NBER Working Paper
1
NBER working paper series
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Texto para discussão
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
2
Capturing unobserved consumer heterogeneity using the Bayesian heterogeneity model
Frühwirth-Schnatter, Sylvia
;
Tüchler, Regina
;
Otter, …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 57-70)
.
2005
Persistent link: https://www.econbiz.de/10003319808
Saved in:
3
Non-linear volatility modeling in classical and Bayesian frameworks with applications to risk management
Miazhynskaia, Tatiana
;
Dockner, Engelbert J.
; …
- In:
Adaptive information systems and modelling in economics …
,
(pp. 73-98)
.
2005
Persistent link: https://www.econbiz.de/10003319811
Saved in:
4
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
7
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
8
Cross-validated SNP density estimates
Coppejans, Mark
;
Gallant, A. Ronald
- In:
Journal of econometrics
110
(
2002
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10001689441
Saved in:
9
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
10
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->