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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~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
326
Schätztheorie
326
Estimation
70
Schätzung
69
Time series analysis
66
Zeitreihenanalyse
66
Regression analysis
47
Regressionsanalyse
47
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Technical efficiency
32
Technische Effizienz
32
ARCH model
30
ARCH-Modell
30
Volatilität
30
Production function
29
Produktionsfunktion
29
Mathematical programming
25
Mathematische Optimierung
25
Simulation
25
Kointegration
23
Data envelopment analysis
22
Data-Envelopment-Analyse
22
Forecasting model
22
Prognoseverfahren
22
Robust statistics
22
Robustes Verfahren
22
Stochastic process
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Portfolio selection
20
Portfolio-Management
20
Statistische Verteilung
20
Bayes-Statistik
18
Bayesian inference
18
Capital income
16
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81
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English
81
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Dritsaki, Chaido
2
Heidergott, Bernd
2
Li, Jing
2
Schweikert, Karsten
2
Tsionas, Efthymios G.
2
Abbara, Omar
1
Adcock, C. J.
1
Ahmad, Shabbir
1
Anatolyev, Stanislav
1
Andreeva, Galina
1
Badescu, Alexandru
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Beasley, John E.
1
Bekiros, Stelios
1
Belasri, Yassine
1
Blazsek, Szabolcs
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Bu, Ruijun
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chan, Joshua C. C.
1
Chen, Piao
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Crook, Jonathan N.
1
Daei-Karimzadeh, Saeed
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
1
Daryanto, Arief
1
De Angelis, Luca
1
Dritsaki, Melina
1
Dyer, James S.
1
Eliasson, Ann-Charlotte
1
Ellaia, Rachid
1
Elliott, Robert J.
1
Enders, Walter
1
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European journal of operational research : EJOR
International journal of economics and financial issues : IJEFI
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
72
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
30
Journal of empirical finance
28
Discussion paper / Center for Economic Research, Tilburg University
26
Discussion papers of interdisciplinary research project 373
26
Applied economics
24
Finance research letters
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
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
Quantitative 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
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 theoretical and applied finance
17
NBER Working Paper
17
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ECONIS (ZBW)
81
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1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
2
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
3
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
4
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:
5
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:
6
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
7
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:
8
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:
9
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:
10
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
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