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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Analysis of variance"
~subject:"Estimation"
~subject:"Noise Trading"
~subject:"Risikomaß"
~subject:"Statistical distribution"
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Volatility
Analysis of variance
Estimation
Noise Trading
Risikomaß
Statistical distribution
Estimation theory
254
Schätztheorie
254
Regression analysis
35
Regressionsanalyse
35
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Schätzung
32
Technical efficiency
32
Technische Effizienz
32
Production function
28
Produktionsfunktion
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Mathematical programming
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Mathematische Optimierung
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Time series analysis
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Zeitreihenanalyse
25
Data envelopment analysis
22
Data-Envelopment-Analyse
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Robust statistics
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Robustes Verfahren
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Volatilität
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Portfolio selection
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Simulation
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Stochastic process
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Stochastischer Prozess
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Prognoseverfahren
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Risk measure
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Statistische Verteilung
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ARCH model
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ARCH-Modell
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Least squares method
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Monte Carlo simulation
13
Monte-Carlo-Simulation
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Bayes-Statistik
12
Bayesian inference
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English
75
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Kumbhakar, Subal
4
Audrino, Francesco
2
Bodnar, Taras
2
Chen, Yi-ting
2
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Taylor, James W.
2
Tsionas, Efthymios G.
2
Zakoïan, Jean-Michel
2
Adcock, C. J.
1
Ahlgren, Niklas
1
Andreeva, Galina
1
Andreou, Alena
1
Antell, Jan
1
Badescu, Alexandru
1
Badunkenko, Oleg
1
Balter, Janine
1
Beasley, John E.
1
Behr, Andreas
1
Bormann, Carsten
1
Borovkova, Svetlana
1
Bos, Charles S.
1
Boudt, Kris
1
Brandão, Luiz Eduardo Teixeira
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Bu, Ruijun
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Calabrese, Raffaella
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Calvet, Laurent E.
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Chan, Joshua C. C.
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Chaudhuri, Kausik
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Chen, Piao
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Chiou, Wan-jiun Paul
1
Christoffersen, Peter F.
1
Crook, Jonathan N.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
European journal of operational research : EJOR
Journal of econometrics
342
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Economics letters
144
Econometric reviews
89
Discussion paper / Tinbergen Institute
70
CEMMAP working papers / Centre for Microdata Methods and Practice
69
Economic modelling
65
Discussion paper series / IZA
64
Applied economics letters
61
Econometric theory
61
Insurance / Mathematics & economics
59
NBER Working Paper
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The econometrics journal
52
NBER working paper series
51
Applied economics
49
Journal of the American Statistical Association : JASA
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of banking & finance
44
Working paper / Department of Econometrics and Business Statistics, Monash University
44
International journal of forecasting
43
Working paper
42
Journal of applied econometrics
41
Journal of empirical finance
40
Working paper / National Bureau of Economic Research, Inc.
38
Econometrics : open access journal
37
IZA Discussion Paper
36
Computational economics
35
CESifo working papers
33
Discussion papers / CEPR
33
Quantitative economics : QE ; journal of the Econometric Society
33
SFB 649 discussion paper
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CREATES research paper
32
Finance research letters
32
Journal of financial econometrics
32
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Discussion paper
30
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1
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:
2
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
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
Generalized quantile and expectile properties for shape constrained nonparametric estimation
Dai, Sheng
;
Kuosmanen, Timo
;
Zhou, Xun
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 914-927
Persistent link: https://www.econbiz.de/10014340805
Saved in:
5
Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators
Cave, Joshua
;
Chaudhuri, Kausik
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 447-467
Persistent link: https://www.econbiz.de/10014293030
Saved in:
6
What causes post-decision disappointment? : estimating the contributions of systematic and selection biases
Vilkkumaa, Eeva
;
Liesiö, Juuso
- In:
European journal of operational research : EJOR
296
(
2022
)
2
,
pp. 587-600
Persistent link: https://www.econbiz.de/10012663368
Saved in:
7
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
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8
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
9
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
10
A comparison of tail dependence estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
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