//--> //--> //--> //-->
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:"Volatility"
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
Volatility
Estimation theory
108
Schätztheorie
108
Time series analysis
31
Zeitreihenanalyse
31
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
6
ARCH-Modell
6
Option pricing theory
6
Optionspreistheorie
6
Portfolio selection
6
Portfolio-Management
6
Risikomaß
6
Risk measure
6
Statistical test
6
Statistischer Test
6
more ...
less ...
Online availability
All
Undetermined
17
Free
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Boubaker, Heni
3
Lux, Thomas
2
Aloy, Marcel
1
Bartolucci, Francesco
1
Behrenz, Lars
1
Cagnone, Silvia
1
Chang, Sheng-kai
1
Chen, Zhenxi
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Gao, Kang
1
Juneja, Januj Amar
1
Karlsson, Peter S.
1
Khorunzhina, Natalia
1
Kumar, Sumit
1
Kundu, Arindam
1
Li, Yong
1
Mozumder, Sharif
1
Otero, Jesús G.
1
Panagiōtidēs, Theodōros
1
Papapanagiotou, Georgios
1
Platt, Donovan
1
Richard, Jean-François
1
Santos, Antonio A. F.
1
Shukur, Ghazi
1
Tomar, Nutan Kumar
1
Truchis, Gilles de
1
Vinod, Hrishikesh D.
1
Viole, Fred
1
Wang, Bo
1
Yalta, A. Talha
1
Zhang, Jinyu
1
Zhang, Qiaosen
1
Zhu, Shunwei
1
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economics letters
43
Econometric reviews
41
European journal of operational research : EJOR
25
Economic modelling
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
Econometric theory
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
International journal of forecasting
17
Finance research letters
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Journal of banking & finance
15
Operations research
15
The econometrics journal
15
International journal of theoretical and applied finance
14
Journal of financial econometrics
13
Econometrics : open access journal
12
Journal of forecasting
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of applied econometrics
10
Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Finance and stochastics
8
INFORMS journal on computing : JOC
8
International journal of economics and financial issues : IJEFI
8
The review of economics and statistics
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
Statistics in transition : an international journal of the Polish Statistical Association
7
The European journal of finance
7
The journal of risk model validation
7
The review of economic studies
7
Applied economics letters
6
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
8
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
9
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
10
Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.
;
Behrenz, Lars
;
Shukur, Ghazi
- In:
Computational economics
54
(
2019
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10012134085
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->