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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of mathematical finance"
~subject:"Capital income"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Capital income
Estimation theory
71
Schätztheorie
71
Estimation
30
Schätzung
30
Time series analysis
19
Zeitreihenanalyse
19
Regression analysis
14
Regressionsanalyse
14
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Volatilität
10
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
ARCH model
7
ARCH-Modell
7
Cointegration
6
Kointegration
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
VAR model
5
VAR-Modell
5
Bayes-Statistik
4
Bayesian inference
4
Bootstrap approach
4
Bootstrap-Verfahren
4
EU countries
4
EU-Staaten
4
GARCH
4
Gravitationsmodell
4
Gravity model
4
Panel
4
Panel study
4
Quantile regression
4
Risikomaß
4
Risk measure
4
Robust statistics
4
Robustes Verfahren
4
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12
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12
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12
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English
12
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Azencott, Robert
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Ginley, Matthew
1
Gumbo, Victor
1
Liu, Zhi
1
Mancini, Cecilia
1
Marie, Nicolas
1
Mattiussi, Vanessa
1
McDonald, James B.
1
Michelfelder, Richard A.
1
Mundia, Simon
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Ren, Peng
1
Renò, Roberto
1
Scott, David W.
1
Serletis, Apostolos
1
Siziba, Simiso
1
Szulczyk, Kenneth R.
1
Timofeyev, Ilya
1
Xu, Libo
1
Zhang, Changyong
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance and stochastics
Journal of mathematical finance
Journal of econometrics
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Finance research letters
23
Econometric reviews
21
Economics letters
21
Journal of empirical finance
19
Economic modelling
16
International journal of forecasting
15
Journal of financial econometrics
15
Quantitative finance
15
Econometric theory
14
Computational economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
European journal of operational research : EJOR
9
Journal of forecasting
9
Journal of banking & finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of risk
8
Insurance / Mathematics & economics
7
Operations research
7
Discussion papers / CEPR
6
International journal of financial engineering
6
Journal of financial economics
6
Journal of quantitative economics
6
Journal of time series econometrics
6
Operations research letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Energy economics
5
Journal of economic dynamics & control
5
Mathematics of operations research
5
The European journal of finance
5
The econometrics journal
5
The journal of risk model validation
5
Theoretical economics letters
5
Annals of finance
4
Applied economics letters
4
Computational management science
4
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ECONIS (ZBW)
12
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1
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
2
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
3
Switching-regime regression for modeling and predicting a stock market return
Szulczyk, Kenneth R.
;
Zhang, Changyong
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2385-2403
Persistent link: https://www.econbiz.de/10012314364
Saved in:
4
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
5
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:
6
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:
7
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:
8
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
9
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:
10
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
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