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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Bayes-Statistik"
~subject:"Messung"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Bayes-Statistik
Messung
Estimation theory
190
Schätztheorie
190
Statistical distribution
45
Statistische Verteilung
45
Estimation
33
Risikomaß
33
Risk measure
33
Schätzung
30
Time series analysis
28
Zeitreihenanalyse
28
Regression analysis
27
Regressionsanalyse
27
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Multivariate Verteilung
20
Multivariate distribution
20
Forecasting model
19
Prognoseverfahren
19
Risk
18
Risiko
17
Volatilität
17
Measurement
15
Stochastic process
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ARCH model
14
ARCH-Modell
14
Ausreißer
13
Capital income
13
Kapitaleinkommen
13
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
13
Outliers
13
Portfolio selection
13
Portfolio-Management
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Bayesian inference
11
Probability theory
11
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English
51
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Guillou, Armelle
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Boratyńska, Agata
2
Chavez-Demoulin, Valérie
2
Gallant, A. Ronald
2
Stupfler, Gilles
2
Taylor, Greg
2
Wang, Xing
2
Wong, Bernard
2
Yang, Fan
2
Abdelli, Jihane
1
Ahn, Jae Youn
1
Aigner, Maximilian
1
Amengual, Dante
1
Andreou, Alena
1
Ang, Zi Qing
1
Balter, Janine
1
Baumgartner, Carolin
1
Bos, Charles S.
1
Brahimi, Brahim
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Corsi, Fulvio
1
Czado, Claudia
1
Esmaeili, Habib
1
Fan, Jianqing
1
Fan, Yingying
1
Fang, Runhuan
1
Feng, Dingan
1
Francq, Christian
1
Frederiksen, Per
1
Geweke, John
1
Ghysels, Eric
1
Giet, Ludovic
1
Gruber, Lutz F.
1
Hadri, Kaddour
1
Hartman, Brian
1
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Insurance / Mathematics & economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
51
Econometric reviews
37
Economic modelling
37
Econometric theory
31
International journal of forecasting
28
European journal of operational research : EJOR
26
Journal of empirical finance
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of the American Statistical Association : JASA
22
Econometrics : open access journal
21
Finance research letters
21
The econometrics journal
21
Journal of applied econometrics
19
Journal of banking & finance
19
Journal of forecasting
19
Quantitative finance
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Computational economics
17
International journal of theoretical and applied finance
17
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
Applied economics letters
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of economic dynamics & control
14
Mathematics of operations research
14
Operations research
14
Quantitative economics : QE ; journal of the Econometric Society
14
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of quantitative economics
12
Applied economics
11
Finance and stochastics
11
International journal of production research
11
Journal of mathematical finance
11
Journal of productivity analysis
11
Risks : open access journal
10
Statistics in transition : an international journal of the Polish Statistical Association
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ECONIS (ZBW)
51
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1
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:
2
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:
3
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:
4
Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels
Ang, Zi Qing
;
Lee, See Keong
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 54-63
Persistent link: https://www.econbiz.de/10013348919
Saved in:
5
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
Boratyńska, Agata
;
Zielińska-Kolasińska, Zofia
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 194-202
Persistent link: https://www.econbiz.de/10013349008
Saved in:
6
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
7
Sensitivity analysis and tail variability for the Wang's actuarial index
Psarrakos, Georgios
;
Vliora, Polyxeni
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 147-152
Persistent link: https://www.econbiz.de/10012545279
Saved in:
8
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:
9
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
Saved in:
10
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
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