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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of forecasting"
~subject:"Maximum likelihood estimation"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Maximum likelihood estimation
Theory
Estimation theory
435
Schätztheorie
435
Regression analysis
87
Regressionsanalyse
87
Forecasting model
84
Prognoseverfahren
84
Time series analysis
74
Zeitreihenanalyse
74
Nichtparametrisches Verfahren
71
Nonparametric statistics
71
Theorie
57
Estimation
51
Schätzung
50
Technical efficiency
32
Technische Effizienz
32
Production function
30
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Robustes Verfahren
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Mathematical programming
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24
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Data-Envelopment-Analyse
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Statistischer Test
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Härdle, Wolfgang
4
Tsionas, Efthymios G.
4
Ravishanker, Nalini
3
Spokojnyj, Vladimir G.
3
Taylor, James W.
3
Banerjee, Anurag Narayan
2
Cai, Zongwu
2
Chan, Ngai Hang
2
Heidergott, Bernd
2
Küchler, Uwe
2
Leybourne, Stephen James
2
Reiß, Markus
2
Santos, M. Isabel Reis dos
2
Santos, Pedro M. Reis dos
2
Abraham, Bovas
1
Aczel, Amir D.
1
Alpuim, M. Teresa
1
An, Yang
1
Badescu, Alexandru
1
Badunkenko, Oleg
1
Balakrishna, N.
1
Banachewicz, Konrad
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Basu, Parantap
1
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1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
1
Bunke, Olaf
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Camlong-Viot, Christine
1
Cantrell, R. Stephen
1
Caporale, Guglielmo Maria
1
Chan, Felix Tung Sun
1
Chan, Wai-Sum
1
Charemza, Wojciech
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
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Discussion papers of interdisciplinary research project 373
European journal of operational research : EJOR
Journal of forecasting
Journal of econometrics
565
Economics letters
435
Econometric theory
314
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Econometric reviews
173
Série des documents de travail / Centre de Recherche en Économie et Statistique
165
Journal of applied econometrics
143
Journal of quantitative economics : official journal of the Indian Econometric Society
139
Discussion paper / Tinbergen Institute
127
The review of economics and statistics
124
Oxford bulletin of economics and statistics
104
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Center for Economic Research, Tilburg University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
84
Statistical papers
79
CORE discussion paper : DP
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
The review of economic studies
61
International economic review
60
Applied economics
58
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Working paper series
56
American journal of agricultural economics
54
Discussion paper series / IZA
54
Technical working paper / National Bureau of Economic Research
54
Cowles Foundation discussion paper
51
The econometrics journal
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
CREATES research paper
46
SFB 649 discussion paper
45
Working paper
45
Europäische Hochschulschriften / 5
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Journal of economic dynamics & control
44
Economic modelling
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Journal of the Royal Statistical Society
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International journal of forecasting
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ECONIS (ZBW)
107
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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2
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
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3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
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
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6
Robust maximum likelihood estimation of stochastic frontier models
Stead, Alexander D.
;
Wheat, Phill
;
Greene, William H.
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 188-201
Persistent link: https://www.econbiz.de/10014290421
Saved in:
7
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
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8
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
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9
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:
10
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
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