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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~accessRights:"restricted"
~isPartOf:"Journal of mathematical finance"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Estimation theory
Estimation
19
Schätzung
19
Volatility
11
Volatilität
11
ARCH model
7
ARCH-Modell
7
Risikomaß
6
Risk measure
6
Schätztheorie
6
Theorie
6
Theory
6
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Share price
5
Risiko
4
Risk
4
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
Aktienmarkt
3
Cointegration
3
GARCH
3
Kointegration
3
Stock market
3
VaR
3
Backtesting
2
Causality analysis
2
China
2
Correlation
2
Credit derivative
2
Credit risk
2
Derivat
2
Derivative
2
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2
Forecasting model
2
Kausalanalyse
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Amtsdruckschrift
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6
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English
6
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Adewuyi, Adejumo Wahab
1
Ensor, Katherine Bennett
1
Esen, Halil Erturk
1
Ginley, Matthew
1
Gumbo, Victor
1
Mundia, Simon
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Scott, David W.
1
Siziba, Simiso
1
Zhao, Dianli
1
Zhou, Hanghang
1
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Journal of mathematical finance
Journal of econometrics
151
Economics letters
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric reviews
44
Economic modelling
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Applied economics letters
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Finance research letters
17
International journal of forecasting
17
Journal of financial econometrics
16
Applied economics
15
Computational economics
15
The econometrics journal
15
Journal of economic dynamics & control
14
Journal of banking & finance
12
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
Econometric theory
10
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
10
Journal of risk
10
Quantitative finance
10
Journal of quantitative economics
9
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
Journal of time series econometrics
6
Letters in spatial and resource sciences : LSRS
6
The journal of risk model validation
6
International journal of economics and finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Regional science & urban economics
5
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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