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
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 scaling function-based est...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
6,292
Monte-Carlo-Simulation
5,674
Theorie
2,896
Theory
2,848
ARMA-Modell
1,434
ARMA model
1,399
Schätztheorie
1,172
Estimation theory
1,161
Zeitreihenanalyse
1,144
Time series analysis
1,120
Markov-Kette
885
Markov chain
884
Prognoseverfahren
850
Forecasting model
836
Simulation
782
Bayesian inference
753
Bayes-Statistik
747
Schätzung
733
Estimation
716
Stochastischer Prozess
666
Stochastic process
657
Optionspreistheorie
621
Option pricing theory
612
Volatilität
597
Volatility
590
USA
457
United States
446
Statistischer Test
338
Statistical test
325
Panel
308
Panel study
303
ARCH-Modell
291
ARCH model
285
Portfolio-Management
281
Portfolio selection
276
VAR-Modell
276
VAR model
272
Regression analysis
267
Regressionsanalyse
266
Cointegration
264
more ...
less ...
Online availability
All
Free
3,028
Undetermined
1,883
Type of publication
All
Article
4,524
Book / Working Paper
3,602
Other
3
Type of publication (narrower categories)
All
Article in journal
3,614
Aufsatz in Zeitschrift
3,614
Working Paper
1,966
Arbeitspapier
1,818
Graue Literatur
1,802
Non-commercial literature
1,802
Aufsatz im Buch
250
Book section
250
Hochschulschrift
183
Thesis
161
Article
48
research-article
44
Collection of articles written by one author
27
Sammlung
27
Dissertation u.a. Prüfungsschriften
23
Lehrbuch
23
Conference paper
22
Konferenzbeitrag
22
Collection of articles of several authors
21
Sammelwerk
21
Textbook
21
Amtsdruckschrift
20
Government document
20
Case study
17
Fallstudie
17
Aufsatzsammlung
14
Bibliografie enthalten
10
Bibliography included
10
Systematic review
10
Übersichtsarbeit
10
Forschungsbericht
9
Konferenzschrift
8
Mehrbändiges Werk
6
Multi-volume publication
6
Bibliografie
3
Congress Report
3
Reprint
3
Rezension
3
conceptual-paper
3
technical-paper
3
more ...
less ...
Language
All
English
7,118
Undetermined
700
German
242
Spanish
24
French
22
Portuguese
8
Polish
4
Czech
3
Finnish
3
Italian
3
Hungarian
2
Slovak
2
Croatian
1
Lithuanian
1
Romanian
1
Russian
1
more ...
less ...
Author
All
Koopman, Siem Jan
65
McAleer, Michael
52
Kapetanios, George
47
Dijk, Herman K. van
46
Joshi, Mark S.
42
Pesaran, M. Hashem
39
Gil-Alaña, Luis A.
36
Tsionas, Efthymios G.
35
Reed, W. Robert
34
Beran, Jan
26
Dufour, Jean-Marie
26
Asai, Manabu
25
Sibbertsen, Philipp
23
Westerlund, Joakim
23
Pfaffermayr, Michael
20
Caporale, Guglielmo Maria
19
Koop, Gary
19
Martin, Gael M.
19
Schorfheide, Frank
19
Stentoft, Lars
19
Zhang, Xibin
19
Bos, Charles S.
18
Hoogerheide, Lennart
18
Kilian, Lutz
18
Nielsen, Morten Ørregaard
18
Bauwens, Luc
17
Casarin, Roberto
17
Chib, Siddhartha
17
Dijk, Dick van
17
Feng, Yuanhua
17
Frühwirth-Schnatter, Sylvia
17
Hecq, Alain W. J.
17
Kano, Takashi
17
Kleijnen, Jack P. C.
17
Liesenfeld, Roman
17
Scaillet, Olivier
17
Schoenmakers, John
17
Urga, Giovanni
17
Belomestny, Denis
16
Chiarella, Carl
16
more ...
less ...
Institution
All
National Bureau of Economic Research
39
International Monetary Fund (IMF)
32
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
21
Nationalekonomiska Institutionen, Ekonomihögskolan
13
Centre for Analytical Finance <Århus>
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Department of Economics, University of Victoria
9
Agricultural and Applied Economics Association - AAEA
8
EconWPA
8
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
8
Institut für Schweizerisches Bankwesen <Zürich>
8
Queen Mary College / Department of Economics
8
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
8
Finance Discipline Group, Business School
7
Nationalekonomiska Institutionen <Lund>
7
Tinbergen Instituut
7
European Association of Agricultural Economists - EAAE
6
HAL
6
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
6
Tinbergen Institute
6
University of Canterbury / Dept. of Economics and Finance
5
Arbeitskreis Quantitative Steuerlehre
4
Deutsche Bundesbank
4
Economics Department, Queen's University
4
Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA
4
Institute for the Study of Labor (IZA)
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
3
Econometrisch Instituut <Rotterdam>
3
European University Institute / Department of Economics
3
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
3
International Monetary Fund
3
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
3
National Centre of Competence in Research North South <Bern>
3
National Institute of Economic and Social Research
3
more ...
less ...
Published in...
All
Journal of econometrics
164
Discussion paper / Tinbergen Institute
110
Economics letters
101
Physica A: Statistical Mechanics and its Applications
99
Computational economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Applied economics
70
European journal of operational research : EJOR
67
Working paper
65
International journal of forecasting
63
Econometric reviews
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
The journal of computational finance
57
CEMMAP working papers / Centre for Microdata Methods and Practice
52
Journal of forecasting
52
Working paper / Department of Econometrics and Business Statistics, Monash University
50
Journal of applied econometrics
48
Econometric theory
47
International journal of theoretical and applied finance
45
Quantitative finance
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Economic modelling
39
Journal of economic dynamics & control
39
The econometrics journal
38
Working paper / National Bureau of Economic Research, Inc.
38
Risks : open access journal
37
Energy economics
36
IMF Working Papers
35
Journal of risk and financial management : JRFM
33
NBER Working Paper
33
NBER working paper series
33
Applied economics letters
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Econometric Institute research papers
30
Finance and stochastics
28
Insurance / Mathematics & economics
27
International journal of production research
26
Journal of banking & finance
26
Journal of the American Statistical Association : JASA
26
CAMA working paper series
25
more ...
less ...
Source
All
ECONIS (ZBW)
6,932
RePEc
799
EconStor
199
USB Cologne (EcoSocSci)
67
Other ZBW resources
61
USB Cologne (business full texts)
37
BASE
29
OLC EcoSci
4
ArchiDok
1
more ...
less ...
Showing
21
-
30
of
8,129
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Change in volatility in the won US dollar daily exchange rate : stochastic volatility model
Lee, Jinsoo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001506579
Saved in:
22
Bayesian analysis of ARMA-GARCH models : a Markov chain sampling approach
Nakatsuma, Teruo
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 57-69
Persistent link: https://www.econbiz.de/10001432516
Saved in:
23
Testing for zeros in the spectrum of an univariate stationary process
Lacroix, Renaud
-
1999
Persistent link: https://www.econbiz.de/10001450190
Saved in:
24
Testing for zeros in the spectrum of an univariate stationary process ; 1
Lacroix, Renaud
-
1999
Persistent link: https://www.econbiz.de/10001450195
Saved in:
25
Testing for zeros in the spectrum of an univariate stationary process ; 2
Lacroix, Renaud
-
1999
Persistent link: https://www.econbiz.de/10001450200
Saved in:
26
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
27
Reversible Jump Markov Chain Monte Carlo : some applications to macroeconometrics
Neuhoff, Daniel Ferdinand
-
2016
Persistent link: https://www.econbiz.de/10011569179
Saved in:
28
Residual-based diagnostic tests for noninvertible ARMA models
Nyholm, Juho
-
2017
Persistent link: https://www.econbiz.de/10011721434
Saved in:
29
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
30
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
First
Prev
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...
