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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Computational economics"
~isPartOf:"Journal of econometrics"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Monte Carlo simulation
Volatilität
Theorie
2,132
Theory
2,132
Time series analysis
397
Zeitreihenanalyse
397
Estimation theory
368
Forecasting model
215
Prognoseverfahren
215
Estimation
200
Schätzung
199
Volatility
169
Nichtparametrisches Verfahren
147
Nonparametric statistics
147
Stochastic process
146
Stochastischer Prozess
146
Statistical test
135
Statistischer Test
135
Regression analysis
127
Regressionsanalyse
127
USA
113
United States
113
Bayes-Statistik
105
Bayesian inference
105
Portfolio selection
101
Portfolio-Management
101
Statistical distribution
97
Statistische Verteilung
97
Monte-Carlo-Simulation
96
Markov chain
92
Markov-Kette
92
Panel
92
Panel study
92
Ökonometrie
87
Econometrics
86
Mathematical programming
81
Mathematische Optimierung
81
Method of moments
80
Momentenmethode
80
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Undetermined
109
Free
5
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Article
596
Book / Working Paper
3
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Aufsatz in Zeitschrift
Article in journal
599
Collection of articles of several authors
8
Sammelwerk
8
Conference proceedings
3
Konferenzschrift
3
Language
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English
599
Author
All
Chib, Siddhartha
12
Koop, Gary
7
Aït-Sahalia, Yacine
6
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
Li, Yong
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
Baltagi, Badi H.
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Schmidt, Peter
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Songnian
3
Cheung, Yin-Wong
3
Christensen, Bent Jesper
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
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Published in...
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Computational economics
Journal of econometrics
Economics letters
489
Econometric theory
305
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
281
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
253
Econometric reviews
197
Journal of applied econometrics
178
Journal of quantitative economics : official journal of the Indian Econometric Society
144
The review of economics and statistics
135
Journal of banking & finance
126
Journal of economic dynamics & control
123
Applied economics
121
Oxford bulletin of economics and statistics
115
Journal of forecasting
111
International journal of forecasting
107
Economic modelling
100
Journal of empirical finance
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Finance research letters
93
Journal of international money and finance
89
Statistical papers
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
International journal of theoretical and applied finance
85
Journal of financial economics
80
The review of financial studies
76
International economic review
75
American journal of agricultural economics
68
The review of economic studies
68
The European journal of finance
67
International review of financial analysis
66
The journal of finance : the journal of the American Finance Association
66
Annales d'économie et de statistique
64
Applied economics letters
63
Energy economics
61
Journal of monetary economics
61
International review of economics & finance : IREF
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Finance and stochastics
59
The journal of futures markets
59
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ECONIS (ZBW)
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599
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
3
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
4
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
5
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
6
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
7
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
8
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
9
Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao
;
Azencott, Robert
;
Zhu, Hongliang
;
Li, Xindan
- In:
Computational economics
63
(
2024
)
4
,
pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027
Saved in:
10
Tobin tax, carry trade, and the exchange rate dynamics
Li, Xiaoping
;
Zhou, Chunyang
- In:
Computational economics
63
(
2024
)
4
,
pp. 1627-1647
Persistent link: https://www.econbiz.de/10014549140
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