//--> //--> //--> //-->
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"
~isPartOf:"Computational economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Cointegration"
~subject:"Statistical distribution"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Cointegration
Statistical distribution
Estimation theory
288
Schätztheorie
288
Regression analysis
48
Regressionsanalyse
48
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Estimation
37
Time series analysis
36
Zeitreihenanalyse
36
Schätzung
35
Simulation
33
Technical efficiency
33
Technische Effizienz
33
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Mathematical programming
29
Mathematische Optimierung
29
Production function
28
Produktionsfunktion
28
Data envelopment analysis
23
Data-Envelopment-Analyse
23
Portfolio selection
22
Portfolio-Management
22
Stochastic process
21
Robust statistics
20
Robustes Verfahren
20
Statistische Verteilung
20
Bayes-Statistik
18
Bayesian inference
18
Forecasting model
18
Prognoseverfahren
18
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Least squares method
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Kleinste-Quadrate-Methode
15
Probability theory
12
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
42
Author
All
Boubaker, Heni
2
Heidergott, Bernd
2
Tsionas, Efthymios G.
2
Adcock, C. J.
1
Akira Toda, Alexis
1
Aloy, Marcel
1
Alvarez, Susana
1
Andreasen, Martin Møller
1
Andreeva, Galina
1
Badescu, Alexandru
1
Baixauli, J. Samuel
1
Bartolucci, Francesco
1
Beasley, John E.
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Cagnone, Silvia
1
Chan, Joshua C. C.
1
Chen, Piao
1
Chia, Bryan
1
Choudhry, Taufiq
1
Crook, Jonathan N.
1
Dempsey, Michael
1
Dyer, James S.
1
Elliott, Robert J.
1
Fernández, Arturo J.
1
Fouskakis, D.
1
Goverde, Rob M. P.
1
Grover, Martha A.
1
Hahn, Warren J.
1
Hernandez, Andres F.
1
Huang, Chao
1
Huang, Jinlong
1
Huwang, Longcheen
1
Iren, Perihan
1
Irresberger, Felix
1
Kakamu, Kazuhiko
1
Khorunzhina, Natalia
1
Koch, Erwan
1
Kohansal, Akram
1
Kroese, Dirk P.
1
more ...
less ...
Published in...
All
Computational economics
European journal of operational research : EJOR
Journal of econometrics
246
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
73
Econometric reviews
69
Econometric theory
69
Discussion paper / Tinbergen Institute
64
Insurance / Mathematics & economics
51
Economic modelling
43
CREATES research paper
42
The econometrics journal
40
Econometrics : open access journal
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Cowles Foundation discussion paper
34
International journal of forecasting
32
Applied economics letters
29
Journal of empirical finance
28
Discussion papers of interdisciplinary research project 373
26
Discussion paper / Center for Economic Research, Tilburg University
25
Applied economics
24
Journal of the American Statistical Association : JASA
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Finance research letters
22
Journal of financial econometrics
22
Journal of forecasting
22
Journal of risk and financial management : JRFM
22
SFB 649 discussion paper
22
Journal of banking & finance
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Quantitative finance
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
International journal of economics and financial issues : IJEFI
17
International journal of theoretical and applied finance
17
NBER Working Paper
17
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
3
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
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
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
6
Stochastic derivative estimation for max-stable random fields
Koch, Erwan
;
Robert, Christian Yann
- In:
European journal of operational research : EJOR
302
(
2022
)
2
,
pp. 575-588
Persistent link: https://www.econbiz.de/10013270124
Saved in:
7
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
8
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->