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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Operations research"
~isPartOf:"SFB 649 discussion paper"
~subject:"Risiko"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Risiko
Estimation theory
346
Schätztheorie
346
Estimation
72
Schätzung
68
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Statistical distribution
59
Statistische Verteilung
59
Theorie
53
Theory
53
Regression analysis
48
Regressionsanalyse
48
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46
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41
Portfolio selection
33
Portfolio-Management
33
Stochastic process
32
Risk
29
Forecasting model
25
Prognoseverfahren
25
Multivariate Verteilung
24
Multivariate distribution
24
Volatilität
23
Correlation
22
Korrelation
22
Bayesian inference
20
Simulation
20
Bayes-Statistik
19
Bootstrap approach
18
Bootstrap-Verfahren
18
Maximum likelihood estimation
18
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74
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Reiß, Markus
6
Bibinger, Markus
5
Zhang, Zhimin
4
Guillou, Armelle
3
Hautsch, Nikolaus
3
Avanzi, Benjamin
2
Chavez-Demoulin, Valérie
2
Fu, Michael
2
Härdle, Wolfgang
2
Kappus, Johanna
2
Lam, Henry
2
Malec, Peter
2
Pitera, Marcin
2
Rösch, Daniel
2
Schmidt, Thorsten
2
Stupfler, Gilles
2
Söhl, Jakob
2
Taylor, Greg
2
Wang, Xing
2
Wong, Bernard
2
Xie, Jiayi
2
Yang, Fan
2
Yang, Fuyu
2
Ahn, Jae Youn
1
Aigner, Maximilian
1
Alexander, Carol
1
Altmeyer, Randolf
1
Baillon, Aurélien
1
Bansal, Saurabh
1
Bleichrodt, Han
1
Bocart, Fabian Y. R. P.
1
Brailsford, Timothy J.
1
Braverman, Anton
1
Bregantini, Daniele
1
Broadie, Mark
1
Cenedese, Gino
1
Chao, Shih-Kang
1
Chen, Bor-Chung
1
Cillo, Alessandra
1
Claußen, Arndt
1
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Insurance / Mathematics & economics
Journal of banking & finance
Operations research
SFB 649 discussion paper
Journal of econometrics
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Discussion paper / Tinbergen Institute
37
Economics letters
36
Econometric reviews
30
Economic modelling
27
CREATES research paper
26
Econometric theory
25
Journal of empirical finance
23
International journal of forecasting
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Finance research letters
18
European journal of operational research : EJOR
17
International journal of theoretical and applied finance
17
Quantitative finance
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Journal of financial econometrics
15
Journal of forecasting
15
The econometrics journal
15
Journal of risk and financial management : JRFM
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometrics : open access journal
13
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
13
Mathematics of operations research
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NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Journal of risk
12
Computational economics
11
Discussion papers of interdisciplinary research project 373
11
Finance and stochastics
11
NBER working paper series
11
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
2
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
3
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
4
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:
5
Subsampling to enhance efficiency in input uncertainty quantification
Lam, Henry
;
Qian, Huajie
- In:
Operations research
70
(
2022
)
3
,
pp. 1891-1913
Persistent link: https://www.econbiz.de/10013366289
Saved in:
6
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
7
Measuring and comparing risks of different types
Aigner, Maximilian
;
Chavez-Demoulin, Valérie
;
Guillou, …
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013271951
Saved in:
8
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:
9
Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Wang, Wenyuan
;
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 133-157
Persistent link: https://www.econbiz.de/10013264942
Saved in:
10
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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