//--> //--> //--> //-->
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:"Statistical theory"
type:"article"
~isPartOf:"Journal of mathematical finance"
~subject:"Statistische Verteilung"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Statistical theory
Statistische Verteilung
Volatility
Estimation theory
25
Schätztheorie
25
ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
Statistical distribution
7
Volatilität
7
Stochastic process
6
Stochastischer Prozess
6
Capital income
5
Kapitaleinkommen
5
Time series analysis
5
Zeitreihenanalyse
5
Forecasting model
4
GARCH
4
Prognoseverfahren
4
Risikomaß
4
Risk measure
4
Börsenkurs
3
Correlation
3
Korrelation
3
Share price
3
Yield curve
3
Zinsstruktur
3
Autocorrelation Function
2
Change-Point
2
Consistency
2
Density Estimation
2
Diffusion Processes
2
Interest Rate Models
2
Interest rate
2
Manhattan Distance
2
Markov chain
2
Markov-Kette
2
Maximum Likelihood Estimation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Bishwal, Jaya Prakasah Narayan
1
Cheng, Hao
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Ginley, Matthew
1
Gumbo, Victor
1
Kosta, Olga
1
Koulis, Theodoro
1
Lim, Kian-Guan
1
Ma, Changie
1
McDonald, James B.
1
Michelfelder, Richard A.
1
Mundia, Simon
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Paseka, Alexander
1
Scott, David W.
1
Sen, Rituparna
1
Shen, Huihui
1
Siziba, Simiso
1
Stepanova, Natalia
1
Thavaneswaran, Aerambamoorthy
1
Yap, Nelson K. L.
1
Zhao, Dianli
1
Zhou, Hanghang
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Journal of econometrics
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Economics letters
70
Econometric reviews
67
Econometric theory
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Insurance / Mathematics & economics
45
The econometrics journal
29
Journal of empirical finance
25
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
International journal of forecasting
23
Journal of the American Statistical Association : JASA
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Economic modelling
19
Journal of financial econometrics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Finance research letters
18
Journal of banking & finance
18
Quantitative finance
18
Journal of risk and financial management : JRFM
17
Computational economics
16
European journal of operational research : EJOR
16
Journal of forecasting
16
International journal of theoretical and applied finance
15
Oxford bulletin of economics and statistics
15
Risks : open access journal
14
Applied economics
13
Statistical papers
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of quantitative economics : official journal of the Indian Econometric Society
12
Journal of risk
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics letters
11
International economic review
11
American journal of agricultural economics
10
The European journal of finance
10
Annales d'économie et de statistique
9
Finance and stochastics
9
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
3
Partially adaptive and robust estimation of asset models : accommodating skewness and kurtosis in returns
McDonald, James B.
;
Michelfelder, Richard A.
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011658478
Saved in:
4
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
5
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
6
The detection and empirical study of variance change points on housing prices : taking Wuhan City commodity prices as an example
Shen, Huihui
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 699-710
Persistent link: https://www.econbiz.de/10011657583
Saved in:
7
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
8
New approach to density estimation and application to value-at-risk
Lim, Kian-Guan
;
Cheng, Hao
;
Yap, Nelson K. L.
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10011440077
Saved in:
9
Forecasting density function : application in finance
Sen, Rituparna
;
Ma, Changie
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 433-447
Persistent link: https://www.econbiz.de/10011440098
Saved in:
10
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->