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subject:"United Kingdom"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~subject:"Statistische Verteilung"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Statistische Verteilung
Estimation theory
49
Schätztheorie
49
Estimation
20
Schätzung
20
Time series analysis
15
Zeitreihenanalyse
15
Volatility
13
Volatilität
13
Statistical test
10
Statistischer Test
10
Correlation
9
Korrelation
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Statistical distribution
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Induktive Statistik
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Statistical inference
6
Stichprobenerhebung
6
Varianzanalyse
6
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Regression analysis
4
Regressionsanalyse
4
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Article in journal
Working Paper
Aufsatz in Zeitschrift
8
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English
8
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Boudt, Kris
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Cornilly, Dries
1
Dahl, Christian M.
1
Grønneberg, Steffen
1
Hoga, Yannick
1
Hurn, Stan
1
Iglesias, Emma M.
1
Kim, Minjoo
1
Lindsay, Kenneth A.
1
Lucas, André
1
Opschoor, Anne
1
Shin, Yongcheol
1
Stander, Julian
1
Sucarrat, Genaro
1
Verdonck, Tim
1
Xu, Lina
1
Zhang, Qi
1
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Journal of financial econometrics
Journal of econometrics
67
Insurance / Mathematics & economics
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Economics letters
27
Econometric theory
26
Discussion paper / Tinbergen Institute
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Econometric reviews
23
Discussion paper / Center for Economic Research, Tilburg University
18
Journal of the American Statistical Association : JASA
18
Oxford bulletin of economics and statistics
17
The econometrics journal
17
Discussion papers of interdisciplinary research project 373
13
European journal of operational research : EJOR
12
Risks : open access journal
12
ECARES working paper
11
Econometrics : open access journal
11
International journal of forecasting
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Applied economics
10
Applied economics letters
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion paper series / IZA
10
Journal of applied econometrics
10
Journal of banking & finance
10
Statistical papers
10
Working papers / TSE : WP
10
Finance research letters
9
Journal of empirical finance
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Working paper
9
Computational economics
8
Cowles Foundation discussion paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Astin bulletin : the journal of the International Actuarial Association
7
Journal of mathematical finance
7
Journal of risk
7
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ECONIS (ZBW)
8
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1
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
2
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
3
The tail behavior due to the presence of the risk premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean models
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012878189
Saved in:
4
A coskewness shrinkage approach for estimating the skewness of linear combinations of random variables
Boudt, Kris
;
Cornilly, Dries
;
Verdonck, Tim
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012180319
Saved in:
5
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
6
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
7
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
Saved in:
8
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
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