//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Simulation"
type:"article"
~isPartOf:"Computational economics"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Simulation
Portfolio-Management
Estimation theory
111
Schätztheorie
111
Time series analysis
32
Zeitreihenanalyse
32
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
20
Regressionsanalyse
20
Estimation
19
Schätzung
18
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
ARCH model
7
ARCH-Modell
7
Portfolio selection
7
Correlation
6
Korrelation
6
Mathematical programming
6
Mathematische Optimierung
6
Option pricing theory
6
Optionspreistheorie
6
Risikomaß
6
more ...
less ...
Online availability
All
Undetermined
17
Free
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Boubaker, Heni
3
Gulliksson, Mårten
2
Lux, Thomas
2
Mazur, Stepan
2
Behrenz, Lars
1
Chang, Sheng-kai
1
Chen, Zhenxi
1
Deng, Xue
1
Dias, Fabio S.
1
Gao, Kang
1
Jebabli, Ikram
1
Juneja, Januj Amar
1
Karlsson, Peter S.
1
Kouaissah, Noureddine
1
Kumar, Sumit
1
Kundu, Arindam
1
Li, Yong
1
Liang, Ying
1
Oleynik, Anna
1
Ortobelli Lozza, Sergio
1
Otero, Jesús G.
1
Panagiōtidēs, Theodōros
1
Papapanagiotou, Georgios
1
Peters, Gareth
1
Platt, Donovan
1
Shukur, Ghazi
1
Su, Kuangxi
1
Sun, Edward W.
1
Tomar, Nutan Kumar
1
Vinod, Hrishikesh D.
1
Viole, Fred
1
Wang, Yu-Jen
1
Xie, Wenzhao
1
Yalta, A. Talha
1
Yao, Yinhong
1
Yu, Min-Teh
1
Zhang, Jinyu
1
Zhang, Qiaosen
1
Zheng, Chengli
1
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
European journal of operational research : EJOR
35
Econometric reviews
25
Economics letters
23
Finance research letters
20
Journal of banking & finance
20
Operations research
19
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Journal of risk
13
Insurance / Mathematics & economics
11
Journal of empirical finance
11
INFORMS journal on computing : JOC
10
International journal of theoretical and applied finance
10
Journal of economic dynamics & control
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Economic modelling
9
Quantitative finance
9
Journal of financial econometrics
8
Risks : open access journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Financial markets and portfolio management
7
International journal of forecasting
7
Journal of applied econometrics
7
Journal of risk and financial management : JRFM
7
Statistics in transition : an international journal of the Polish Statistical Association
7
The econometrics journal
7
The review of economics and statistics
7
Applied economics
6
Computational Management Science : CMS
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International economic review
6
Journal of financial and quantitative analysis : JFQA
6
Operations research letters
6
The journal of computational finance
6
The review of economic studies
6
Applied economics letters
5
Econometric theory
5
Journal of forecasting
5
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
- In:
Computational economics
63
(
2024
)
6
,
pp. 2247-2269
Persistent link: https://www.econbiz.de/10014636734
Saved in:
2
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
5
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
6
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
7
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
8
Maximum likelihood estimation methods for Copula models
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
;
Zhang, Qiaosen
- In:
Computational economics
60
(
2022
)
1
,
pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
Saved in:
9
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
10
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->