//--> //--> //--> //-->
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
Retain my current filters
accessRights:"restricted"
subject:"Monte Carlo simulation"
~subject:"Maximum likelihood estimation"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Maximum likelihood estimation
Statistische Verteilung
Volatilität
Estimation theory
5,327
Schätztheorie
5,326
Estimation
1,285
Schätzung
1,260
Time series analysis
978
Zeitreihenanalyse
978
Regression analysis
934
Regressionsanalyse
931
Nichtparametrisches Verfahren
737
Nonparametric statistics
737
Prognoseverfahren
534
Forecasting model
533
Panel
424
Panel study
424
Volatility
418
Statistical test
395
Statistischer Test
395
Statistical distribution
348
Bayesian inference
326
Bayes-Statistik
323
ARCH model
295
ARCH-Modell
295
Stochastic process
270
Stochastischer Prozess
270
Maximum-Likelihood-Schätzung
263
Capital income
253
Kapitaleinkommen
253
Method of moments
246
Correlation
245
Momentenmethode
245
Korrelation
244
Statistical inference
226
Induktive Statistik
223
Autocorrelation
221
Autokorrelation
219
Monte-Carlo-Simulation
217
more ...
less ...
Online availability
All
Undetermined
Free
1,847
Type of publication
All
Article
1,080
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
1,051
Aufsatz in Zeitschrift
1,051
Arbeitspapier
29
Aufsatz im Buch
29
Book section
29
Working Paper
29
Graue Literatur
25
Non-commercial literature
25
Conference paper
7
Konferenzbeitrag
7
Aufgabensammlung
1
Hochschulschrift
1
Konferenzschrift
1
Lehrbuch
1
Thesis
1
more ...
less ...
Language
All
English
1,115
German
1
Author
All
Tsionas, Efthymios G.
13
Lee, Lung-fei
12
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Sentana, Enrique
9
Francq, Christian
7
Jin, Fei
7
Parmeter, Christopher F.
7
Wu, Ximing
7
Dufour, Jean-Marie
6
Fiorentini, Gabriele
6
Hoga, Yannick
6
Kim, Donggyu
6
Li, Yingying
6
Li, Yong
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Tran, Kien C.
6
Andersen, Torben
5
Cui, Zhenyu
5
Gao, Jiti
5
Koopman, Siem Jan
5
Li, Dong
5
Li, Kunpeng
5
Liu, Zhi
5
Maheswaran, S.
5
Schorfheide, Frank
5
Sucarrat, Genaro
5
Wang, Hansheng
5
Wu, Xinyu
5
Zhang, Xibin
5
Amengual, Dante
4
Ardia, David
4
Bollerslev, Tim
4
Boubaker, Heni
4
Fernández-Villaverde, Jesús
4
Guillou, Armelle
4
Herbst, Edward P.
4
Kumbhakar, Subal
4
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Springer Fachmedien Wiesbaden
1
Published in...
All
Journal of econometrics
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economics letters
51
Econometric reviews
50
Insurance / Mathematics & economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Computational economics
27
International journal of forecasting
27
European journal of operational research : EJOR
22
Finance research letters
21
Journal of financial econometrics
19
Econometric theory
17
Economic modelling
17
The econometrics journal
17
Applied economics
16
Quantitative finance
16
Discussion papers / CEPR
13
Applied economics letters
11
Journal of empirical finance
11
Journal of mathematical finance
11
Journal of economic dynamics & control
10
Journal of quantitative economics
10
Journal of risk
10
Operations research
10
Journal of forecasting
9
Operations research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of banking & finance
8
Journal of time series econometrics
8
The journal of risk model validation
8
The journal of computational finance
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Energy economics
6
Journal of econometric methods
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The journal of operational risk
6
Theoretical economics letters
6
Working paper / National Bureau of Economic Research, Inc.
6
Astin bulletin : the journal of the International Actuarial Association
5
more ...
less ...
Source
All
ECONIS (ZBW)
1,116
Showing
1
-
10
of
1,116
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
2
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
3
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
4
On asymmetry and quantile estimation of the stochastic frontier model
Horrace, William C.
;
Parmeter, Christopher F.
;
Wright, Ian
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10014502458
Saved in:
5
The wrong skewness problem in stochastic frontier analysis : a review
Papadopoulos, Alecos
;
Parmeter, Christopher F.
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
2
,
pp. 121-134
Persistent link: https://www.econbiz.de/10014502478
Saved in:
6
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
7
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
8
Multi-factor default correlation model estimation : enhancement with bootstrapping
Yang, Zhihui
;
Ray Majumder, Saikat
;
Shen, Weiwei
;
Karm, …
- In:
Journal of risk : JOR
26
(
2024
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10014487316
Saved in:
9
Robust estimation techniques for the tail index of the new Pareto-type distribution
Muhammad Aslam Mohd Safari
;
Masseran, Nurulkamal
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10014519737
Saved in:
10
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador
Centorrino, Samuele
;
Pérez-Urdiales, María
; …
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10014517488
Saved in:
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...
//-->