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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Cointegration
Statistical distribution
Estimation theory
471
Schätztheorie
471
Estimation
99
Schätzung
98
Time series analysis
88
Zeitreihenanalyse
88
Regression analysis
66
Regressionsanalyse
66
Theorie
66
Theory
66
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Technical efficiency
41
Technische Effizienz
41
Production function
39
Produktionsfunktion
39
Simulation
31
Forecasting model
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Prognoseverfahren
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Robust statistics
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Robustes Verfahren
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Volatilität
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Mathematical programming
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Mathematische Optimierung
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Stochastic process
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Kointegration
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Statistical test
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Statistischer Test
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Data envelopment analysis
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Data-Envelopment-Analyse
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Statistische Verteilung
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Panel
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85
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Lee, Hyejin
3
Hadri, Kaddour
2
Heidergott, Bernd
2
Lee, Cheng-Feng
2
Li, Jing
2
Maki, Daiki
2
Meng, Ming
2
Oh, Dong-Yop
2
Schweikert, Karsten
2
Tsionas, Efthymios G.
2
Tsong, Ching-Chuan
2
Abbara, Omar
1
Adcock, C. J.
1
Anatolyev, Stanislav
1
Andreeva, Galina
1
Aquino, Juan Carlos
1
Badescu, Alexandru
1
Banerjee, Anurag Narayan
1
Barrio Castro, Tomas del
1
Baruník, Jozef
1
Beasley, John E.
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Brzezinski, Michal
1
Bu, Ruijun
1
Camarero Olivas, Mariam
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
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Chan, Joshua C. C.
1
Chen, Piao
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Cromwell, Jeff B.
1
Crook, Jonathan N.
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
European journal of operational research : EJOR
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
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
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
Computational economics
18
International journal of economics and financial issues : IJEFI
17
International journal of theoretical and applied finance
17
NBER Working Paper
17
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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
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
6
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:
7
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:
8
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
9
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
10
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
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