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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~accessRights:"restricted"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
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11
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10
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9
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6
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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48
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37
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36
European journal of operational research : EJOR
35
Journal of international economics
35
Journal of applied econometrics
33
Journal of financial econometrics
32
Review of economic dynamics
30
Journal of forecasting
28
The econometrics journal
28
The European journal of finance
27
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
4,618
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1
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
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2
Threshold mixed data sampling models with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1708-1716
Persistent link: https://www.econbiz.de/10014304954
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3
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
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4
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
5
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
6
Technology diffusion and international business cycles
Aysun, Uluc
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014451377
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7
Robust and heterogenous odds ratio : estimating price sensitivity for unbought items
Pauphilet, Jean
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10014471180
Saved in:
8
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
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9
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
10
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
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