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subject:"India"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Risikomaß"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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India
Risikomaß
Stochastic process
Estimation theory
318
Schätztheorie
318
Theorie
165
Theory
165
Time series analysis
52
Zeitreihenanalyse
52
Estimation
42
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Kristensen, Dennis
2
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Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Journal of econometrics
72
The Indian economic journal
33
Insurance / Mathematics & economics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Discussion paper / Tinbergen Institute
25
Journal of risk
22
The Indian journal of economics
22
Econometric reviews
20
European journal of operational research : EJOR
17
Economics letters
16
CREATES research paper
15
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15
SFB 649 discussion paper
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14
Economic modelling
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13
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13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Finance research letters
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Journal of financial econometrics
12
Risks : open access journal
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Cowles Foundation discussion paper
11
The journal of risk model validation
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Discussion papers of interdisciplinary research project 373
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Journal of mathematical finance
10
Journal of risk and financial management : JRFM
10
Occasional papers / Reserve Bank of India
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
The econometrics journal
10
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ECONIS (ZBW)
55
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1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
3
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
4
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
5
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
6
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
7
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
8
An application of quah and vahey's SVAR methodology for estimating core inflation in India : a note
John, Joice
;
Das, Abhiman
;
Singh, Sanjay
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
1
,
pp. 151-158
Persistent link: https://www.econbiz.de/10011639860
Saved in:
9
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
Saved in:
10
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
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