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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:"Journal of mathematical finance"
~subject:"Capital income"
~subject:"Monte-Carlo-Simulation"
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Stochastischer Prozess
Volatility
Capital income
Monte-Carlo-Simulation
Estimation theory
230
Schätztheorie
230
Theorie
66
Theory
66
Estimation
57
Schätzung
57
Time series analysis
41
Zeitreihenanalyse
41
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Regression analysis
25
Regressionsanalyse
25
Volatilität
19
Forecasting model
17
Prognoseverfahren
17
Monte Carlo simulation
16
Stochastic process
15
Panel
13
Panel study
13
Deutschland
12
Germany
12
Statistical distribution
12
Statistische Verteilung
12
Cointegration
11
Kointegration
11
Production function
11
Produktionsfunktion
11
Börsenkurs
10
Share price
10
Geldnachfrage
9
Kapitaleinkommen
9
Money demand
9
Option pricing theory
9
Optionspreistheorie
9
Statistical test
9
Statistischer Test
9
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48
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48
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English
48
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Koulis, Theodoro
2
Krämer, Walter
2
Azencott, Robert
1
Bhattacharyya, Malay
1
Bishwal, Jaya Prakasah Narayan
1
Brzezinski, Michal
1
Cromwell, Jeff B.
1
Cui, Guowei
1
Dai, Xianhua
1
Ditzen, Jan
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Fernández-Vázquez, Esteban
1
Filipović, Damir
1
Fingleton, Bernard
1
Fukasawa, Masaaki
1
Gao, Kun
1
Gaß, Maximilian
1
Giannakas, Kōnstantinos
1
Ginley, Matthew
1
Glau, Kathrin
1
Gloter, Arnaud
1
Guermat, Cherif
1
Gumbo, Victor
1
Gundlach, Erich
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Huber, Martin
1
Hurley, William J.
1
Härdle, Wolfgang
1
Jin, Sainan
1
Kalckreuth, Ulf von
1
Kouassi, Eugène
1
Labys, Walter C.
1
Lechner, Michael
1
Lee, Roger
1
Leung, Siu Fai
1
Li, Hong
1
Liu, Zhi
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance and stochastics
Journal of mathematical finance
Journal of econometrics
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
63
Discussion paper / Tinbergen Institute
51
Econometric reviews
49
Economic modelling
38
Journal of empirical finance
37
Econometric theory
33
Computational economics
31
CREATES research paper
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Finance research letters
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
European journal of operational research : EJOR
26
The econometrics journal
26
Working paper / National Bureau of Economic Research, Inc.
25
NBER Working Paper
24
Econometrics : open access journal
23
Journal of risk and financial management : JRFM
22
Journal of forecasting
21
Quantitative finance
21
Applied economics
20
Applied economics letters
20
International journal of forecasting
20
International journal of theoretical and applied finance
20
Journal of banking & finance
20
NBER working paper series
20
Journal of financial econometrics
19
Working paper
18
SFB 649 discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Insurance / Mathematics & economics
15
Journal of economic dynamics & control
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Cowles Foundation discussion paper
14
Journal of the American Statistical Association : JASA
14
Operations research
14
Risks : open access journal
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ECONIS (ZBW)
48
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1
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
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:
3
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:
4
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:
5
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:
6
Chebyshev interpolation for parametric option pricing
Gaß, Maximilian
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 701-731
Persistent link: https://www.econbiz.de/10011945899
Saved in:
7
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
8
Partially adaptive and robust estimation of asset models : accommodating skewness and kurtosis in returns
McDonald, James B.
;
Michelfelder, Richard A.
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011658478
Saved in:
9
A Monte Carlo comparison of estimating the number of dynamic factors
Zhao, Zhao
;
Cui, Guowei
;
Wang, Shaoping
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 1217-1241
Persistent link: https://www.econbiz.de/10011893009
Saved in:
10
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
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