//--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Financial markets and portfolio management"
~person:"Koopman, Siem Jan"
~person:"Maheswaran, S."
~subject:"Stochastic process"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Stochastic process
Ausreißer
1
Bias
1
Börsenkurs
1
CAPM
1
Capital income
1
Efficiency
1
Estimation theory
1
Extreme values of asset prices
1
Kapitaleinkommen
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Outliers
1
Robust statistics
1
Robust volatility ratio
1
Robustes Verfahren
1
Schätztheorie
1
Share price
1
Systematischer Fehler
1
Volatility estimators
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Koopman, Siem Jan
Maheswaran, S.
Erdugan, Riza
1
Kulendran, Nada
1
Natoli, Riccardo
1
Shaik, Muneer
1
Published in...
All
Financial markets and portfolio management
Journal of quantitative economics
2
Econometric reviews
1
IIMB management review
1
Journal of econometrics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new unbiased additive robust volatility estimation using extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 313-347
Persistent link: https://www.econbiz.de/10012289673
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->