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:"Statistische Verteilung"
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
Monitoring parameter change fo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistische Verteilung
Schätztheorie
35,903
Estimation theory
35,276
Zeitreihenanalyse
29,743
Time series analysis
28,721
Theorie
23,107
Theory
22,388
Schätzung
12,472
Estimation
12,230
ARCH-Modell
10,584
ARCH model
10,403
Volatilität
9,332
Volatility
9,198
Prognoseverfahren
8,420
Forecasting model
8,236
USA
5,064
United States
4,892
Regressionsanalyse
4,685
Regression analysis
4,657
Börsenkurs
4,319
Share price
4,229
Kapitaleinkommen
4,165
Capital income
4,149
Nichtparametrisches Verfahren
4,054
Nonparametric statistics
3,922
Kointegration
2,984
Cointegration
2,933
Aktienmarkt
2,917
Stock market
2,877
Statistischer Test
2,537
Stochastischer Prozess
2,483
Statistical test
2,453
Stochastic process
2,417
Panel
2,395
Panel study
2,338
VAR-Modell
2,324
Welt
2,308
VAR model
2,288
Konjunktur
2,268
World
2,259
more ...
less ...
Online availability
All
Free
996
Undetermined
602
Type of publication
All
Article
1,220
Book / Working Paper
1,060
Type of publication (narrower categories)
All
Article in journal
1,157
Aufsatz in Zeitschrift
1,157
Working Paper
593
Arbeitspapier
545
Graue Literatur
521
Non-commercial literature
521
Aufsatz im Buch
58
Book section
58
Hochschulschrift
35
Thesis
28
Conference paper
11
Konferenzbeitrag
11
Collection of articles written by one author
8
Sammlung
8
Amtsdruckschrift
5
Government document
5
Aufgabensammlung
4
Lehrbuch
4
Collection of articles of several authors
3
Sammelwerk
3
Textbook
3
Bibliografie enthalten
2
Bibliography included
2
Forschungsbericht
2
Handbook
2
Handbuch
2
Article
1
Aufsatzsammlung
1
Festschrift
1
Konferenzschrift
1
Mikroform
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,261
German
14
French
2
Czech
1
Italian
1
Polish
1
Author
All
Dijk, Herman K. van
23
Paolella, Marc S.
22
Phillips, Peter C. B.
22
Lucas, André
21
Einmahl, John H. J.
18
Ravazzolo, Francesco
17
Opschoor, Anne
16
Harvey, Andrew C.
15
Casarin, Roberto
14
Koopman, Siem Jan
14
Hoogerheide, Lennart
12
McAleer, Michael
12
Perote, Javier
12
Hoogerheide, Lennart F.
11
Wu, Ximing
11
Ardia, David
10
Billio, Monica
10
Hallin, Marc
10
Okhrin, Ostap
10
Okhrin, Yarema
10
Ñíguez, Trino-Manuel
10
Mitchell, James
9
Polak, Pawel
9
White, Halbert
9
Wied, Dominik
9
Bandi, Federico M.
8
Bouezmarni, Taoufik
8
Dijk, Dick van
8
Fabozzi, Frank J.
8
Fischer, Matthias
8
Haas, Markus
8
Härdle, Wolfgang
8
Linton, Oliver
8
Nadarajah, Saralees
8
Park, Joon Y.
8
Rombouts, Jeroen V. K.
8
Segers, Johan
8
Stupfler, Gilles
8
Theodossiou, Panayiotis
8
Chernozhukov, Victor
7
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
National Bureau of Economic Research
7
Center for Economic Research <Tilburg>
3
Econometrisch Instituut <Rotterdam>
3
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
London School of Economics and Political Science
2
Robert Schuman Centre for Advanced Studies
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Australian National University / Faculty of Economics
1
Deutsche Forschungsgemeinschaft
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Cleveland
1
Institut National de Statistique <Brüssel>
1
International Center for Financial Asset Management and Engineering
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
State University of New York at Albany / Department of Economics
1
Technische Universität Dresden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of California, San Diego / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Universität Zürich / Sozialökonomisches Institut
1
more ...
less ...
Published in...
All
Journal of econometrics
87
Discussion paper / Tinbergen Institute
48
Insurance / Mathematics & economics
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
International journal of forecasting
34
Economics letters
31
Econometric theory
30
Econometric reviews
26
Statistics in transition : an international journal of the Polish Statistical Association
24
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of forecasting
21
Journal of empirical finance
20
Applied economics
19
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Finance research letters
19
The econometrics journal
18
Economic modelling
17
Journal of the American Statistical Association : JASA
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometrics : open access journal
16
Computational economics
15
Journal of banking & finance
15
Journal of risk and financial management : JRFM
15
Risks : open access journal
15
The European journal of finance
14
Tinbergen Institute Discussion Paper
14
Discussion papers of interdisciplinary research project 373
13
ECARES working paper
13
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Research paper series / Swiss Finance Institute
13
Statistical papers
13
Applied economics letters
12
Swiss Finance Institute Research Paper
12
Working papers
12
Journal of risk
11
SFB 649 discussion paper
11
Working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Cambridge working papers in economics
10
more ...
less ...
Source
All
ECONIS (ZBW)
2,231
EconStor
49
Showing
1
-
10
of
2,280
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
4
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
-
2018
-
Version: January 2018
Persistent link: https://www.econbiz.de/10011819298
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
6
A heavy-tailed distribution for ARCH residuals with application to volatility prediction
Politis, Dimitris N.
- In:
Annals of economics and finance
5
(
2004
)
2
,
pp. 283-298
Persistent link: https://www.econbiz.de/10002544919
Saved in:
7
Asymmetric business cycle fluctuations in Caribbean economies
Kiani, Khurshid M.
- In:
International journal of economic perspectives : IJEP
5
(
2011
)
2
,
pp. 121-140
Persistent link: https://www.econbiz.de/10011587461
Saved in:
8
Density estimation for nonlinear parametric models with conditional
heteroscedasticity
Zhao, Zhibiao
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 71-82
Persistent link: https://www.econbiz.de/10003965383
Saved in:
9
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
10
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
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...
