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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance and economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätztheorie"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Schätztheorie
Estimation theory
5
ARCH model
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Bayes-Statistik
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Audrino, Francesco
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Barth, James R.
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Camponovo, Lorenzo
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Das, Atanu
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Dwarika, Nitesha
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Han, Sumin
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Joo, Sunghoon
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Lee, Kang Bok
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Maglic, Stevan
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Roth, Constantin
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Quantitative finance and economics
Econometrics : open access journal
144
Quantitative economics : QE ; journal of the Econometric Society
94
Statistics in transition : an international journal of the Polish Statistical Association
77
Journal of risk and financial management : JRFM
60
Risks : open access journal
52
International journal of economics and financial issues : IJEFI
37
Cambridge working papers in economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cogent economics & finance
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CBN journal of applied statistics
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Econometric reviews
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Econometric theory
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Energy reports
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Computational economics
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Economics : the open-access, open-assessment journal
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Journal of statistical and econometric methods
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Financial innovation : FIN
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Journal of applied econometrics
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The econometrics journal
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Journal of financial econometrics
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SERIEs : Journal of the Spanish Economic Association
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Cambridge-INET working papers
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Iranian economic review : journal of University of Tehran
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Oxford bulletin of economics and statistics
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Quantitative finance
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Central European journal of economic modelling and econometrics
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Journal of industrial engineering international
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Pakistan journal of commerce and social sciences
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Technology audit and production reserves
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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International Journal of Financial Studies : open access journal
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Revista de métodos cuantitativos para la economía y la empresa
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Revista română de economie
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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
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The risk-return relationship and volatility feedback in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Dwarika, Nitesha
- In:
Quantitative finance and economics
7
(
2023
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10014279147
Saved in:
2
Performance evaluation of modified adaptive Kalman filters, least means square and recursive least square methods for market risk beta and VaR estimation
Das, Atanu
- In:
Quantitative finance and economics
3
(
2019
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10012176444
Saved in:
3
Wild multiplicative bootstrap for M and GMM estimators in time series
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
- In:
Quantitative finance and economics
3
(
2019
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10012176455
Saved in:
4
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
Saved in:
5
Forecasting net charge-off rates of banks : what model works best?
Barth, James R.
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kang Bok
; …
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 554-589
Persistent link: https://www.econbiz.de/10012156806
Saved in:
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