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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Risk measure
Statistische Verteilung
Estimation theory
1,163
Schätztheorie
1,163
Theorie
397
Theory
397
Estimation
156
Time series analysis
154
Zeitreihenanalyse
154
Schätzung
150
Regression analysis
119
Regressionsanalyse
119
Nichtparametrisches Verfahren
102
Nonparametric statistics
102
Panel
93
Panel study
93
Statistical distribution
74
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55
Statistischer Test
55
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46
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46
Volatilität
38
Autocorrelation
37
Autokorrelation
37
Method of moments
37
Momentenmethode
37
Bias
36
Correlation
36
Korrelation
36
Maximum likelihood estimation
36
Systematischer Fehler
36
Maximum-Likelihood-Schätzung
35
Risikomaß
34
ARCH model
32
ARCH-Modell
32
Portfolio selection
30
Portfolio-Management
30
Panel data
29
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29
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English
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Guillou, Armelle
6
Goegebeur, Yuri
4
Hwang, Eunju
3
Kim, Joseph H. T.
3
Peng, Liang
3
Qin, Jing
3
Shin, Dong-wan
3
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Forchini, Giovanni
2
Guillén, Montserrat
2
Hou, Yanxi
2
Li, Yifan
2
Linton, Oliver
2
Moura, Guilherme Valle
2
Perote, Javier
2
Pitera, Marcin
2
Rösch, Daniel
2
Schmidt, Thorsten
2
Stupfler, Gilles
2
Wang, Xing
2
Wen, Kuangyu
2
Wong, Bernard
2
Wooldridge, Jeffrey M.
2
Wu, Ximing
2
Yang, Fan
2
Abdelli, Jihane
1
Abul Naga, Ramses H.
1
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Alexander, Carol
1
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Arvanitis, Stelios
1
Atak, Alev
1
Benkhelifa, Lazhar
1
Bermúdez, Lluís
1
Bladt, Martin
1
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Economics letters
Insurance / Mathematics & economics
Journal of banking & finance
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Discussion paper / Tinbergen Institute
54
Econometric reviews
51
Econometric theory
48
The econometrics journal
31
CREATES research paper
30
Economic modelling
29
Journal of empirical finance
29
European journal of operational research : EJOR
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International journal of forecasting
27
Econometrics : open access journal
26
Finance research letters
26
Journal of risk
25
SFB 649 discussion paper
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
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 / Center for Economic Research, Tilburg University
23
Journal of financial econometrics
22
Quantitative finance
22
Discussion papers of interdisciplinary research project 373
21
Journal of risk and financial management : JRFM
21
Computational economics
20
Cowles Foundation discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
International journal of theoretical and applied finance
20
Journal of forecasting
20
Risks : open access journal
20
Journal of mathematical finance
16
Operations research
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Working papers
15
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ECONIS (ZBW)
141
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1
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
2
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
3
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
4
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
5
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
6
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
7
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
8
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
Saved in:
9
A general optimal approach to Bühlmann credibility theory
Yan, Yujie
;
Song, Kai-Sheng
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 262-282
Persistent link: https://www.econbiz.de/10013264957
Saved in:
10
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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