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~subject:"Estimation theory"
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Estimation theory
Theorie
139
Theory
138
Volatility
84
Volatilität
84
USA
79
Time series analysis
77
Zeitreihenanalyse
77
Schätzung
75
Estimation
74
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74
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67
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66
Schätztheorie
56
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52
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51
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51
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50
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41
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39
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39
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Forecasting model
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Optionspreistheorie
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31
Welt
31
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31
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30
Systemic risk
27
CAPM
26
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25
Hedging
25
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25
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24
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23
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23
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Free
17
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Book / Working Paper
39
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18
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Article in journal
15
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13
Graue Literatur
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Non-commercial literature
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3
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3
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2
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English
57
Author
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Engle, Robert F.
53
Sheppard, Kevin
7
Bollerslev, Tim
6
Nelson, Daniel B.
4
Rosenberg, Joshua V.
4
Russell, Jeffrey R.
4
Rothschild, Michael
3
Shephard, Neil G.
3
Conrad, Christian
2
Granger, C. W. J.
2
Kroner, Kenneth F.
2
Ng, Victor
2
Robins, Russell P.
2
Smith, Aaron D.
2
Vahid, Farshid
2
Bali, Turan G.
1
Ding, Zhuanxin
1
Engle, Roger F.
1
González-Rivera, Gloria
1
Issler, João Victor
1
Itō, Takatoshi
1
Jung, Hyeyoon
1
Ledoit, Olivier
1
Lee, Gary G. J.
1
Lilien, David M.
1
Lin, Wen-ling Tsai
1
Lunde, Asger
1
Murray, Scott
1
Ng, Victor K.
1
Pakel, Cavit
1
Rangel, Jose Gonzalo
1
Smith, Aaron
1
Wolf, Michael
1
Wooldridge, Jeffrey M.
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National Bureau of Economic Research
4
Federal Reserve Bank of New York
1
University of Chicago / Graduate School of Business / Department of Economics
1
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Discussion paper / Department of Economics, University of California San Diego
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Advanced texts in econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Chung-hua series of lectures by invited eminent economists
1
Department of Economics discussion paper series / University of Oxford
1
Econometric reviews
1
Econometric theory
1
Economics discussion papers
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of political economy
1
Model reliability
1
NBER technical working paper series
1
NYU Stern School of Business
1
Staff Reports / Federal Reserve Bank of New York
1
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1
The review of economics and statistics
1
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1
University of Zurich, Department of Economics, Working Paper
1
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ECONIS (ZBW)
56
RePEc
1
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1
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
2
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
3
CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001633554
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Common trends and common cycles in Latin America
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000862856
Saved in:
6
Common trends and common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841625
Saved in:
7
Multivariate simultaneous generalized ARCH
Engle, Robert F.
;
Kroner, Kenneth F.
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000878056
Saved in:
8
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
9
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
10
Long-run economic relationships : readings in cointegration
Engle, Roger F.
(
contributor
);
Engle, Robert F.
(
ed.
)
-
1991
Persistent link: https://www.econbiz.de/10000330850
Saved in:
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