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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of mathematical finance"
~subject:"Capital income"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Capital income
Estimation theory
348
Schätztheorie
348
Estimation
75
Schätzung
72
Theorie
66
Theory
66
Statistical distribution
55
Statistische Verteilung
55
Time series analysis
49
Zeitreihenanalyse
49
Regression analysis
45
Regressionsanalyse
45
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Forecasting model
29
Prognoseverfahren
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Risikomaß
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Risk measure
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Stochastic process
23
Monte Carlo simulation
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Monte-Carlo-Simulation
20
Volatilität
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Multivariate Verteilung
19
Multivariate distribution
19
Risk
19
Measurement
18
Messung
18
Risiko
18
Bayes-Statistik
16
Bayesian inference
16
Maximum likelihood estimation
15
Maximum-Likelihood-Schätzung
15
Outliers
14
Statistical test
14
Statistischer Test
14
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English
46
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Guillou, Armelle
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Koulis, Theodoro
2
Krämer, Walter
2
Taylor, Greg
2
Wong, Bernard
2
Azencott, Robert
1
Bhattacharyya, Malay
1
Bishwal, Jaya Prakasah Narayan
1
Chavez-Demoulin, Valérie
1
Cromwell, Jeff B.
1
Dai, Xianhua
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Esmaeili, Habib
1
Filipović, Damir
1
Fukasawa, Masaaki
1
Gao, Kun
1
Giannakas, Kōnstantinos
1
Ginley, Matthew
1
Gloter, Arnaud
1
Goegebeur, Yuri
1
Guermat, Cherif
1
Gumbo, Victor
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Hartman, Brian
1
Huang, Chao
1
Hurley, William J.
1
Härdle, Wolfgang
1
Jin, Sainan
1
Kalckreuth, Ulf von
1
Kamdem, J. Sadefo
1
Klüppelberg, Claudia
1
Kouassi, Eugène
1
Labys, Walter C.
1
Lally, Nathan
1
Lee, Roger
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance and stochastics
Insurance / Mathematics & economics
Journal of mathematical finance
Journal of econometrics
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
42
Discussion paper / Tinbergen Institute
38
Journal of empirical finance
37
Econometric reviews
32
Economic modelling
28
CREATES research paper
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Econometric theory
25
Finance research letters
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of banking & finance
20
Journal of risk and financial management : JRFM
19
Quantitative finance
19
Journal of financial econometrics
18
International journal of forecasting
17
International journal of theoretical and applied finance
17
Journal of forecasting
17
SFB 649 discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Econometrics : open access journal
16
European journal of operational research : EJOR
16
The econometrics journal
16
Computational economics
14
Cowles Foundation discussion paper
13
Journal of financial economics
13
NBER Working Paper
13
The European journal of finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper
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Discussion papers of interdisciplinary research project 373
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of economics and financial issues : IJEFI
11
Mathematics of operations research
11
NBER working paper series
11
The review of financial studies
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ECONIS (ZBW)
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Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
2
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
3
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
4
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
5
Switching-regime regression for modeling and predicting a stock market return
Szulczyk, Kenneth R.
;
Zhang, Changyong
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2385-2403
Persistent link: https://www.econbiz.de/10012314364
Saved in:
6
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
7
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
8
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
9
Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
Saved in:
10
Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
Lally, Nathan
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011929845
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