//--> //--> //--> //-->
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
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Computational economics"
~isPartOf:"Journal of banking & finance"
~subject:"Monte Carlo simulation"
~subject:"Multivariate Analyse"
~subject:"Noise Trading"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Monte Carlo simulation
Multivariate Analyse
Noise Trading
Estimation theory
256
Schätztheorie
256
Estimation
62
Time series analysis
62
Zeitreihenanalyse
62
Schätzung
60
Volatilität
35
Regression analysis
32
Regressionsanalyse
32
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Portfolio selection
28
Portfolio-Management
28
ARCH model
26
ARCH-Modell
26
Forecasting model
25
Monte-Carlo-Simulation
25
Prognoseverfahren
25
Theorie
25
Theory
25
Risikomaß
23
Risk measure
23
Capital income
21
Correlation
21
Kapitaleinkommen
21
Korrelation
21
Stochastic process
21
Stochastischer Prozess
21
Börsenkurs
17
Share price
17
Statistical distribution
17
Statistische Verteilung
17
Simulation
16
Market microstructure
15
Marktmikrostruktur
15
Statistical test
15
Statistischer Test
15
Bayes-Statistik
14
more ...
less ...
Online availability
All
Undetermined
32
Free
3
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Language
All
English
59
Author
All
Boubaker, Heni
3
Corsi, Fulvio
2
Kumar, Sumit
2
Kundu, Arindam
2
Månsson, Kristofer
2
Shukur, Ghazi
2
Tomar, Nutan Kumar
2
Alexander, Carol
1
Aloy, Marcel
1
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Bartolucci, Francesco
1
Behrenz, Lars
1
Bessler, David A.
1
Bormann, Carsten
1
Bos, Charles S.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Bryant, Henry L.
1
Cagnone, Silvia
1
Caldeira, João F.
1
Carrasco, Marine
1
Cenedese, Gino
1
Choudhry, Taufiq
1
Clements, Adam
1
De Luca, Giuseppe
1
Dempsey, Michael
1
Escobar, Marcos
1
Faff, Robert W.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Frühwirth-Schnatter, Sylvia
1
Ghysels, Eric
1
Gibson, Heather D.
1
Golosnoy, Vasyl
1
Guo, Jin
1
Hahn, Markus
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Computational economics
Journal of banking & finance
Journal of econometrics
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Economics letters
45
Discussion paper / Tinbergen Institute
42
Econometric reviews
42
Econometric theory
28
Economic modelling
27
Journal of the American Statistical Association : JASA
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
The econometrics journal
23
CREATES research paper
21
Journal of empirical finance
21
International journal of forecasting
20
Applied economics
19
NBER Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Econometrics : open access journal
18
Quantitative finance
18
Applied economics letters
17
Finance research letters
17
Journal of forecasting
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
16
Journal of financial econometrics
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Journal of risk and financial management : JRFM
14
NBER working paper series
14
SFB 649 discussion paper
14
KBI
12
Risks : open access journal
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper
12
Insurance / Mathematics & economics
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Working papers
11
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
3
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
4
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
5
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
6
Optimality between time of estimation and reliability of model results in the Monte Carlo method : a case for a CGE model
Tanaka, Tetsuji
;
Guo, Jin
;
Hiyama, Naruto
;
Karapınar, …
- In:
Computational economics
59
(
2022
)
1
,
pp. 151-176
Persistent link: https://www.econbiz.de/10013168933
Saved in:
7
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
8
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
9
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
10
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->