//--> //--> //--> //-->
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:"CREATES research paper"
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
The exact distribution of the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
137
Schätztheorie
137
Time series analysis
68
Zeitreihenanalyse
68
Theorie
41
Theory
41
CAPM
32
Estimation
26
Schätzung
26
Volatility
24
Volatilität
24
Stochastic process
22
Stochastischer Prozess
22
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Statistical test
19
Statistischer Test
19
Statistical distribution
18
Statistische Verteilung
18
Capital income
17
Kapitaleinkommen
17
Forecasting model
16
Prognoseverfahren
16
ARCH model
15
ARCH-Modell
15
Cointegration
15
Kointegration
15
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
USA
13
United States
13
Bootstrap approach
12
Bootstrap-Verfahren
12
Börsenkurs
12
Share price
12
Induktive Statistik
11
Regression analysis
11
Regressionsanalyse
11
Statistical inference
11
VAR model
10
more ...
less ...
Online availability
All
Free
184
Type of publication
All
Book / Working Paper
184
Type of publication (narrower categories)
All
Arbeitspapier
184
Graue Literatur
184
Non-commercial literature
184
Working Paper
184
Language
All
English
184
Author
All
Nielsen, Morten Ørregaard
17
Johansen, Søren
11
Kristensen, Dennis
11
Teräsvirta, Timo
11
Jansson, Michael
8
Podolskij, Mark
8
Andersen, Torben
6
Cattaneo, Matias D.
6
Christensen, Bent Jesper
6
Christensen, Kim
6
Christoffersen, Peter F.
6
Hounyo, Ulrich
6
Kruse, Robinson
6
Varneskov, Rasmus Tangsgaard
6
Hillebrand, Eric
5
Jacobs, Kris
5
Santucci de Magistris, Paolo
5
Todorov, Viktor
5
Christiansen, Charlotte
4
Lunde, Asger
4
MacKinnon, James G.
4
Posch, Olaf
4
Rahbek, Anders
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Veliyev, Bezirgen
4
Bennedsen, Mikkel
3
Bollerslev, Tim
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Dahl, Christian M.
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Parra-Alvarez, Juan Carlos
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Sibbertsen, Philipp
3
Sørensen, Michael
3
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
1,854
Economics letters
1,169
Econometric theory
772
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
735
NBER working paper series
731
NBER Working Paper
650
Working paper / National Bureau of Economic Research, Inc.
597
Econometric reviews
505
Discussion paper / Tinbergen Institute
475
CEMMAP working papers / Centre for Microdata Methods and Practice
397
Journal of banking & finance
397
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
385
Journal of financial economics
352
Journal of the American Statistical Association : JASA
345
Applied economics
317
Finance research letters
303
Insurance / Mathematics & economics
293
The econometrics journal
292
Journal of economic dynamics & control
289
Applied economics letters
283
European journal of operational research : EJOR
280
The journal of finance : the journal of the American Finance Association
273
Journal of applied econometrics
270
Working paper
270
Economic modelling
268
Journal of empirical finance
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
265
The review of financial studies
253
Cowles Foundation discussion paper
246
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
240
International journal of forecasting
239
Discussion paper / Center for Economic Research, Tilburg University
227
Discussion paper series / IZA
227
Discussion paper
220
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
220
Oxford bulletin of economics and statistics
204
Discussion paper / Centre for Economic Policy Research
200
Working paper / Department of Econometrics and Business Statistics, Monash University
200
Management science : journal of the Institute for Operations Research and the Management Sciences
192
more ...
less ...
Source
All
ECONIS (ZBW)
184
Showing
1
-
10
of
184
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
3
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
4
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
5
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
6
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
7
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->