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isPartOf:"Journal of economic behavior & organization : JEBO"
subject:"Schätzung"
~accessRights:"restricted"
~isPartOf:"Journal of mathematical finance"
~source:"econis"
~subject:"Theory"
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Schätzung
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Estimation theory
21
Schätztheorie
21
Estimation
9
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7
ARCH-Modell
7
Statistical distribution
7
Statistische Verteilung
7
Volatility
6
Volatilität
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Time series analysis
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GARCH
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Risk measure
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Nichtparametrisches Verfahren
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Adewuyi, Adejumo Wahab
1
Chiarella, Carl
1
Ensor, Katherine Bennett
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Esen, Halil Erturk
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Ginley, Matthew
1
Gumbo, Victor
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He, Xue-zhong
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Lorko, Matej
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Mundia, Simon
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Ngunyi, Anthony
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Omari, Cyprian Ondieki
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Rainone, Edoardo
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Scott, David W.
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Servátka, Maroš
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Siziba, Simiso
1
Zenou, Yves
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Zhang, Le
1
Zhao, Dianli
1
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1
Zhou, Hanghang
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Journal of economic behavior & organization : JEBO
Journal of mathematical finance
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
70
Econometric reviews
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Economic modelling
34
Discussion paper / Centre for Economic Policy Research
33
Discussion papers / CEPR
29
Applied economics letters
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
International journal of forecasting
18
Working paper / National Bureau of Economic Research, Inc.
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Finance research letters
17
SpringerLink / Bücher
17
Journal of financial econometrics
16
The econometrics journal
16
Applied economics
15
Computational economics
14
Journal of banking & finance
12
Econometric theory
11
Energy economics
11
Journal of applied econometrics
11
Journal of empirical finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
The review of economics and statistics
11
European journal of operational research : EJOR
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Jahrbücher für Nationalökonomie und Statistik
10
Journal of economic dynamics & control
10
Journal of risk
10
Quantitative finance
10
Journal of quantitative economics
8
Insurance / Mathematics & economics
7
Journal of econometric methods
7
Journal of forecasting
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Theoretical economics letters
7
Letters in spatial and resource sciences : LSRS
6
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ECONIS (ZBW)
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1
Anchoring in project duration estimation
Lorko, Matej
;
Servátka, Maroš
;
Zhang, Le
- In:
Journal of economic behavior & organization : JEBO
162
(
2019
),
pp. 49-65
Persistent link: https://www.econbiz.de/10012140297
Saved in:
2
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:
3
Heterogeneous peer effects in education
Patacchini, Eleonora
;
Rainone, Edoardo
;
Zenou, Yves
- In:
Journal of economic behavior & organization : JEBO
134
(
2017
),
pp. 190-227
Persistent link: https://www.econbiz.de/10011740731
Saved in:
4
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:
5
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:
6
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:
7
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
8
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
9
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
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