//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Al-Azzam, Moh’d"
~person:"Chan, Joshua"
~person:"Fernandes, Marcelo"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Jensen, Mark J."
~person:"Nielsen, Morten Ørregaard"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Dynamisches Gleichgewicht"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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
| 14 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Börsenkurs
Dynamisches Gleichgewicht
Stochastischer Prozess
Volatility
Theorie
24
Theory
24
Bayesian inference
13
Estimation
9
Schätzung
9
Volatilität
9
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Stochastic process
7
Time series analysis
7
Zeitreihenanalyse
7
Method of moments
4
Momentenmethode
4
Stochastic volatility
4
Forecasting model
3
Prognoseverfahren
3
Share price
3
State space model
3
USA
3
United States
3
VAR model
3
VAR-Modell
3
Zustandsraummodell
3
Bayesian nonparametrics
2
Cointegration
2
Factor analysis
2
Faktorenanalyse
2
Hierarchical priors
2
Investment Fund
2
Investmentfonds
2
Kointegration
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Panel
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Al-Azzam, Moh’d
Chan, Joshua
Fernandes, Marcelo
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Jensen, Mark J.
Nielsen, Morten Ørregaard
Yu, Jun
9
Phillips, Peter C. B.
8
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Koop, Gary
6
McAleer, Michael
6
Schorfheide, Frank
6
Li, Yong
5
Pisani, Massimiliano
5
Renault, Eric
5
Tauchen, George Eugene
5
Taylor, Robert
5
Todorov, Viktor
5
Andersen, Torben
4
Casarin, Roberto
4
Hallin, Marc
4
Kolasa, Marcin
4
Yang, Chunpeng
4
Asai, Manabu
3
Barigozzi, Matteo
3
Billio, Monica
3
Cavaliere, Giuseppe
3
Diebold, Francis X.
3
Gouriéroux, Christian
3
Grammig, Joachim
3
Griffin, Jim E.
3
Jacquinot, Pascal
3
Kleibergen, Frank
3
Korobilis, Dimitris
3
Liao, Yuan
3
Linton, Oliver
3
Maheu, John M.
3
Mykland, Per A.
3
Norets, Andriy
3
Paolella, Marc S.
3
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
CAMA working paper series
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Queen's Economics Department working paper
8
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Working papers / Federal Reserve Bank of Atlanta
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
FRB Atlanta Working Paper
3
Queen's Economics Department Working Paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Adaptive information systems and modelling in economics and management science
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
CAMA Working Paper
2
Discussion paper series / IZA
2
EUI working paper / ECO
2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
2
International journal of forecasting
2
Journal of economic dynamics & control
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion paper : DP
1
CREATES Research Paper
1
CREATES Research Paper 2009-55
1
CREATES research paper
1
Computation and estimation in finance and economics
1
ERID working paper
1
Econometric exercises
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics letters
1
FRB Atlanta Working Paper Series
1
FRB International Finance Discussion Paper
1
Faculty research papers / The Fuqua School of Business, Duke University
1
Federal Reserve Bank of Cleveland working paper series
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
2
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
3
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
4
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
5
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:
6
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
7
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
8
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
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...
//-->