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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"European management journal"
~isPartOf:"Journal of risk"
~subject:"Comparing effects"
~subject:"Risiko"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Comparing effects
Risiko
Time series analysis
Estimation theory
24
Schätztheorie
24
Risikomaß
13
Risk measure
13
ARCH model
10
ARCH-Modell
10
Estimation
10
Schätzung
10
Portfolio selection
9
Portfolio-Management
9
Zeitreihenanalyse
6
Risk
5
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
Statistical distribution
4
Statistische Verteilung
4
expected shortfall (ES)
4
value-at-risk (VaR)
4
Bootstrap-Verfahren
3
Forecasting model
3
Measurement
3
Messung
3
Prognoseverfahren
3
generalized autoregressive conditional heteroscedasticity (GARCH)
3
Aktienindex
2
Autocorrelation
2
Autokorrelation
2
Bias
2
Börsenkurs
2
Correlation
2
Kleinste-Quadrate-Methode
2
Korrelation
2
Least squares method
2
Market risk
2
Original research
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Article in journal
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12
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English
12
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Ardia, David
1
Arias-Sema, María A.
1
Auer, Benjamin R.
1
Belhad, Ahmed
1
Caro-Lopera, Francisco J.
1
Cipra, Tomáš
1
Feng, Yuanhua
1
Gatarek, Lukasz
1
Goldman, Elena
1
Hendrych, Radek
1
Hoogerheide, Lennart
1
Kabaila, Paul
1
Lamb, John D.
1
Lauria, Davide
1
Leroi-Werelds, Sara
1
Letmathe, Sebastian
1
Loubes, Jean-Michel
1
Mainzer, Rheanna
1
Monville, Maura E.
1
Qiao, Xiao
1
Schuhmacher, Frank
1
Shen, Xiangjin
1
Streukens, Sandra
1
Tee, Kaihong
1
Trindade, A. Alexandre
1
Uhde, André
1
Wang, Yongning
1
Wu, Xinyu
1
Xia, Michelle
1
Zhang, Huanming
1
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European management journal
Journal of risk
Journal of econometrics
203
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Econometric reviews
68
Economics letters
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
International journal of forecasting
43
Econometric theory
39
Journal of time series econometrics
37
Computational economics
27
The econometrics journal
24
Applied economics letters
18
Finance research letters
18
Economic modelling
17
Insurance / Mathematics & economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Applied economics
14
Journal of financial econometrics
14
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
Journal of forecasting
12
Journal of empirical finance
11
European journal of operational research : EJOR
10
Journal of quantitative economics
10
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
Quantitative finance
8
Scandinavian actuarial journal
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of economics and finance
5
International journal of production economics
5
Journal of applied econometrics
5
Journal of economic dynamics & control
5
Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
Operations research
5
Regional science & urban economics
5
Research in international business and finance
5
The journal of risk model validation
5
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ECONIS (ZBW)
12
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12
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1
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
2
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
3
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
4
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
5
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
Saved in:
6
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
7
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
8
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
9
Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek
;
Cipra, Tomáš
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012117479
Saved in:
10
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
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