//--> //--> //-->
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"
~person:"Francq, Christian"
~person:"Zhu, Lingjiong"
~subject:"Monte Carlo simulation"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Simulation
Monte Carlo simulation
Estimation theory
29
Schätztheorie
29
ARCH model
19
ARCH-Modell
19
Estimation
7
Schätzung
7
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risikomaß
5
Risk measure
5
Börsenkurs
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Statistical test
3
Statistischer Test
3
ARMA model
2
ARMA-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Dynamic portfolio
2
EGARCH
2
Filtered historical simulation
2
Forecasting model
2
Induktive Statistik
2
Kapitaleinkommen
2
Measurement
2
Messung
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Francq, Christian
Zhu, Lingjiong
Dufour, Jean-Marie
8
Fu, Michael
7
Tsionas, Efthymios G.
7
Fingleton, Bernard
6
Khalaf, Lynda
6
Lechner, Michael
6
Lee, Lung-fei
6
Li, Yong
6
Goldsman, David Morris
5
Kilian, Lutz
5
Månsson, Kristofer
5
Peng, Yijie
5
Pesaran, M. Hashem
5
Stengos, Thanasēs
5
Zhang, Xibin
5
Alexopoulos, Christos
4
Baltagi, Badi H.
4
Hajivassiliou, Vassilis Argyrou
4
Horowitz, Joel
4
Koopman, Siem Jan
4
Korn, Ralf
4
Li, Qi
4
Lux, Thomas
4
Maheswaran, S.
4
Shukur, Ghazi
4
Agiakloglou, Christos N.
3
Bergström, Pål
3
Boubaker, Heni
3
Calzolari, Giorgio
3
Chib, Siddhartha
3
Creel, Michael D.
3
Cui, Zhenyu
3
Deb, Partha
3
Ghysels, Eric
3
Gregory, Allan W.
3
Hong, Han
3
Huber, Martin
3
Inoue, Atsushi
3
Jensen, Mark J.
3
more ...
less ...
Published in...
All
Journal of econometrics
3
European journal of operational research : EJOR
1
INFORMS journal on computing : JOC
1
Operations research letters
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the optimal design of the randomized unbiased Monte Carlo estimators
Cui, Zhenyu
;
Lee, Chihoon
;
Zhu, Lingjiong
;
Zhu, Yunfan
- In:
Operations research letters
49
(
2021
)
4
,
pp. 477-484
Persistent link: https://www.econbiz.de/10012649016
Saved in:
2
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Saved in:
3
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
4
Optimal unbiased estimation for expected cumulative discounted cost
Cui, Zhenyu
;
Fu, Michael
;
Peng, Yijie
;
Zhu, Lingjiong
- In:
European journal of operational research : EJOR
286
(
2020
)
2
,
pp. 604-618
Persistent link: https://www.econbiz.de/10012291551
Saved in:
5
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
6
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->