//--> //--> //--> //-->
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:"Capital income"
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
Monte Carlo smoothing for nonl...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
Schätztheorie
36,004
Estimation theory
35,377
Zeitreihenanalyse
29,795
Time series analysis
28,773
Theorie
23,689
Theory
23,009
Schätzung
11,154
Estimation
10,958
Prognoseverfahren
7,618
Forecasting model
7,454
Monte Carlo simulation
6,299
Monte-Carlo-Simulation
5,681
Regressionsanalyse
4,890
Regression analysis
4,861
Volatilität
4,632
USA
4,622
Volatility
4,546
United States
4,481
Nichtparametrisches Verfahren
4,115
Nonparametric statistics
3,985
Nonlinear regression
3,177
Nichtlineare Regression
3,169
Kointegration
3,155
Cointegration
3,112
Stochastischer Prozess
2,702
Panel
2,686
Börsenkurs
2,675
Statistischer Test
2,673
ARCH-Modell
2,643
Bayes-Statistik
2,643
Stochastic process
2,638
Panel study
2,626
Share price
2,616
Bayesian inference
2,614
ARCH model
2,602
Kapitaleinkommen
2,591
Statistical test
2,591
Konjunktur
2,275
VAR-Modell
2,203
more ...
less ...
Online availability
All
Free
858
Undetermined
819
Type of publication
All
Article
1,655
Book / Working Paper
928
Type of publication (narrower categories)
All
Article in journal
1,599
Aufsatz in Zeitschrift
1,599
Graue Literatur
497
Non-commercial literature
497
Arbeitspapier
480
Working Paper
480
Hochschulschrift
55
Aufsatz im Buch
54
Book section
54
Thesis
45
Collection of articles written by one author
16
Sammlung
16
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
5
Sammelwerk
5
Aufsatzsammlung
4
Bibliografie enthalten
4
Bibliography included
4
Case study
2
Fallstudie
2
Forschungsbericht
2
Lehrbuch
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
2,556
German
20
French
5
Italian
1
Spanish
1
Author
All
Gil-Alaña, Luis A.
29
Gupta, Rangan
28
Caporale, Guglielmo Maria
27
Bollerslev, Tim
24
Lux, Thomas
23
Diebold, Francis X.
19
McAleer, Michael
16
Tauchen, George Eugene
16
Andersen, Torben
15
McMillan, David G.
15
Sibbertsen, Philipp
13
Timmermann, Allan
13
Brandt, Michael W.
12
Chang, Chia-Lin
12
Koopman, Siem Jan
12
Kumar, Dilip
12
Linton, Oliver
12
Lucas, André
12
Engle, Robert F.
11
Guidolin, Massimo
11
Pesaran, M. Hashem
11
Prokopczuk, Marcel
11
Caporin, Massimiliano
10
Cheema, Muhammad A.
10
Kapetanios, George
10
Pástor, Ľuboš
10
Sizova, Natalia
10
Teräsvirta, Timo
10
Asai, Manabu
9
Li, Youwei
9
Maheswaran, S.
9
Stambaugh, Robert F.
9
Tiwari, Aviral Kumar
9
Todorov, Viktor
9
Bekaert, Geert
8
Dijk, Dick van
8
Harvey, Campbell R.
8
Li, Jia
8
Ma, Feng
8
Meddahi, Nour
8
more ...
less ...
Institution
All
National Bureau of Economic Research
17
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Rodney L. White Center for Financial Research
3
Gottfried Wilhelm Leibniz Universität Hannover
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
The Wharton Financial Institutions Center
2
University of Chicago / Center for Research in Security Prices
2
Birkbeck College / Department of Economics
1
Chambre de commerce et d'industrie de Paris
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Nationalekonomiska Institutionen <Göteborg>
1
Nationalekonomiska Institutionen <Lund>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
University of Toronto / Department of Economics
1
Universität Dortmund
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
Journal of econometrics
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Journal of empirical finance
56
Finance research letters
52
International journal of forecasting
35
Economic modelling
31
International review of financial analysis
31
Journal of forecasting
31
Economics letters
28
International review of economics & finance : IREF
28
Journal of banking & finance
26
Journal of financial economics
25
Applied economics
24
Discussion paper / Tinbergen Institute
23
The North American journal of economics and finance : a journal of financial economics studies
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The European journal of finance
20
Applied economics letters
19
Energy economics
19
The journal of finance : the journal of the American Finance Association
19
Journal of risk and financial management : JRFM
18
Journal of financial econometrics
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
NBER working paper series
17
Quantitative finance
17
Review of quantitative finance and accounting
17
Working paper / National Bureau of Economic Research, Inc.
17
Journal of economic dynamics & control
16
Journal of international financial markets, institutions & money
16
Research in international business and finance
16
Working paper
16
Applied financial economics
15
Econometric reviews
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The review of financial studies
14
NBER Working Paper
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
CESifo working papers
12
Computational economics
12
Applied financial economics letters
11
more ...
less ...
Source
All
ECONIS (ZBW)
2,583
Showing
1
-
10
of
2,583
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
2
Semi-parametric single-index predictive regression models with cointegrated regressors
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015073842
Saved in:
3
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
4
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
5
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
6
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
7
A nonlinear panel data model of cross-sectional dependence
Kapetanios, George
;
Mitchell, James
;
Shin, Yongcheol
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
Saved in:
8
A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
Saved in:
9
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
10
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
-
2010
Persistent link: https://www.econbiz.de/10008668600
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...
//-->