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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of mathematical finance"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
ARCH-Modell
Estimation theory
Zeitreihenanalyse
Schätztheorie
16
ARCH model
7
Statistical distribution
7
Statistische Verteilung
7
Estimation
6
Schätzung
6
Time series analysis
5
Volatility
5
Volatilität
5
GARCH
4
Risikomaß
4
Risk measure
4
Autocorrelation Function
2
Capital income
2
Change-Point
2
Correlation
2
Density Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Korrelation
2
Manhattan Distance
2
Model Order
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
2
Value-at-Risk
2
ARCH
1
Asymptotic Minimaxity
1
BCa Confidence Intervals
1
Backtesting
1
Bayes-Statistik
1
Bayesian Method
1
Bayesian inference
1
Bitcoin
1
Bond Pricing
1
Börsenkurs
1
Change Point
1
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English
16
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Irungu, Irene W.
2
Mwita, Peter N.
2
Waititu, Antony G.
2
Adewuyi, Adejumo Wahab
1
Burgin, M. S.
1
Cheng, Hao
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Ginama, Isamu
1
Ginley, Matthew
1
Gumbo, Victor
1
Kosta, Olga
1
Lim, Kian-Guan
1
Ma, Changie
1
McDonald, James B.
1
Meissner, Gunter
1
Michelfelder, Richard A.
1
Mundia, Simon
1
Ngunyi, Anthony
1
Odaki, Mitsuhiro
1
Omari, Cyprian Ondieki
1
Scott, David W.
1
Sen, Rituparna
1
Shen, Huihui
1
Siziba, Simiso
1
Stepanova, Natalia
1
Yap, Nelson K. L.
1
Zhao, Dianli
1
Zhou, Hanghang
1
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Journal of mathematical finance
Journal of econometrics
699
Economics letters
278
Econometric reviews
247
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Econometric theory
149
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
European journal of operational research : EJOR
97
The econometrics journal
97
International journal of forecasting
88
Computational economics
75
Insurance / Mathematics & economics
72
Economic modelling
70
Applied economics letters
65
Discussion paper / Centre for Economic Policy Research
63
Discussion papers / CEPR
63
Journal of time series econometrics
56
Finance research letters
54
Applied economics
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Operations research
47
Journal of quantitative economics
46
Working paper / National Bureau of Economic Research, Inc.
44
Journal of financial econometrics
40
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Journal of econometric methods
39
NBER working paper series
36
Operations research letters
36
Journal of economic dynamics & control
34
Journal of forecasting
33
Quantitative finance
31
Journal of empirical finance
28
SpringerLink / Bücher
26
Energy economics
25
Journal of applied econometrics
25
Journal of banking & finance
25
Scandinavian actuarial journal
25
Mathematics of operations research
23
Regional science & urban economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of production research
22
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ECONIS (ZBW)
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1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Consistency of the model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 266-282
Persistent link: https://www.econbiz.de/10011874721
Saved in:
3
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
4
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
5
Partially adaptive and robust estimation of asset models : accommodating skewness and kurtosis in returns
McDonald, James B.
;
Michelfelder, Richard A.
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011658478
Saved in:
6
Production smoothing in developed countries
Ginama, Isamu
;
Odaki, Mitsuhiro
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 333-350
Persistent link: https://www.econbiz.de/10011673922
Saved in:
7
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
8
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
9
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
10
Extended correlations in finance
Burgin, M. S.
;
Meissner, Gunter
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 178-188
Persistent link: https://www.econbiz.de/10011543857
Saved in:
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