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subject:"Großbritannien"
subject:"Kanada"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Kanada
Monte Carlo simulation
Volatilität
Estimation theory
350
Schätztheorie
350
Regression analysis
93
Regressionsanalyse
93
Nichtparametrisches Verfahren
77
Nonparametric statistics
77
Time series analysis
43
Zeitreihenanalyse
43
Estimation
36
Schätzung
36
Sampling
21
Stichprobenerhebung
21
Statistical distribution
20
Statistische Verteilung
20
Correlation
18
Induktive Statistik
18
Korrelation
18
Statistical inference
18
Forecasting model
17
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Prognoseverfahren
17
Multivariate Analyse
16
Multivariate analysis
16
Bayes-Statistik
15
Bayesian inference
15
Volatility
14
Statistical error
13
Statistischer Fehler
13
Robust statistics
12
Robustes Verfahren
12
Statistical test
12
Statistischer Test
12
ARCH model
11
ARCH-Modell
11
Bootstrap approach
9
Bootstrap-Verfahren
9
Monte-Carlo-Simulation
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English
24
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Fan, Jianqing
2
Liu, Zhi
2
Alañón Pardo, Ángel
1
Arize, Augustine Chuck
1
Aït-Sahalia, Yacine
1
Chafai͏̈, Djalil
1
Chen, Cathy W. S.
1
Chen, Rong
1
Concordet, Didier
1
De Valpine, Perry
1
Doucet, Arnaud
1
Díaz-Mendoza, Ana-Carmen
1
Fan, Yingying
1
Gandy, Axel
1
Garratt, Anthony
1
Godsill, Simon J.
1
Guha, Subharup
1
Guillén, Montserrat
1
Horváth, Roman
1
Jiang, Jiancheng
1
Jing, Bingyi
1
Juneja, Januj
1
Kong, Xinbing
1
Kumar, Satish
1
Kunitomo, Naoto
1
Lange, Ronald Henry
1
Lee, Kevin C.
1
Li, Leon
1
Lin, Ming
1
Lin, Tsai-Yu
1
Liu, Jun S.
1
Liu, Qiang
1
Liu, Yiqi
1
MacEachern, Steven N.
1
Moneva, J. M.
1
Mykland, Per A.
1
Ortas, E.
1
Peng, Heng
1
Perote, Javier
1
Pesaran, M. Hashem
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Journal of the American Statistical Association : JASA
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
51
Discussion paper / Tinbergen Institute
43
Econometric reviews
40
Economic modelling
29
Econometric theory
25
Working paper / National Bureau of Economic Research, Inc.
24
Applied economics
23
Computational economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
NBER Working Paper
22
The econometrics journal
22
Applied economics letters
20
Journal of empirical finance
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
NBER working paper series
19
Oxford bulletin of economics and statistics
19
Quantitative finance
18
CREATES research paper
17
Working paper
17
Econometrics : open access journal
16
Finance research letters
16
International journal of theoretical and applied finance
16
Journal of banking & finance
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of forecasting
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of applied econometrics
14
Journal of risk and financial management : JRFM
13
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Discussion paper
11
Risks : open access journal
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
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ECONIS (ZBW)
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1
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
2
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
3
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
4
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
5
The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
Saved in:
6
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
7
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
8
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
9
Evidence of information transmission across currency futures markets using frequency domain tests
Kumar, Satish
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 319-327
Persistent link: https://www.econbiz.de/10011672977
Saved in:
10
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
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