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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Iranian economic review : journal of University of Tehran"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Estimation theory
37
Schätztheorie
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Time series analysis
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Estimation
13
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Regression analysis
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Regressionsanalyse
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Alfelt, Gustav
1
Bodnar, Taras
1
Einmahl, John H. J.
1
Emec, Hamdi
1
Gulay, Emrah
1
He, Yi
1
Javed, Farrukh
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
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Stupfler, G.
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Tyrcha, Joanna
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
Iranian economic review : journal of University of Tehran
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Econometrics : open access journal
6
Journal of risk and financial management : JRFM
6
International journal of economics and financial issues : IJEFI
5
Cogent economics & finance
4
CBN journal of applied statistics
2
Quantitative finance and economics
2
Risks : open access journal
2
Administrative Sciences : open access journal
1
Analele Universităţii Dunărea de Jos Galaţi / 1
1
Análisis económico
1
Asian journal of accounting research
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Cambridge working papers in economics
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Decision analytics journal
1
Economic review : journal of economics & business
1
Economics and Business Letters : EBL
1
Economics, management and financial markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Future Business Journal
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of sustainable economies management : IJSEM ; an official publication of the Information Resources Management Association
1
Journal of banking and financial economics
1
Journal of business and finance
1
Journal of economic integration : jei
1
Journal of finance and investment analysis
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of statistical and econometric methods
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Management : journal of contemporary management issues
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Review of accounting studies
1
Swiss journal of economics and statistics
1
The econometrics journal
1
The engineering economist : a journal devoted to the problems of capital investment
1
The journal of asset management : a major new, international quarterly journal for the financial community
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
The stock returns volatility based on the GARCH (1,1) model : the superiority of the truncated standard normal distribution in forecasting volatility
Gulay, Emrah
;
Emec, Hamdi
- In:
Iranian economic review : journal of University of Tehran
23
(
2019
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10012152550
Saved in:
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