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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatility
Maximum-Likelihood-Schätzung
Volatilität
Estimation theory
225
Schätztheorie
225
Statistical distribution
51
Statistische Verteilung
51
Regression analysis
40
Regressionsanalyse
40
Time series analysis
39
Zeitreihenanalyse
39
Estimation
37
Schätzung
33
Risikomaß
30
Risk measure
30
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Multivariate Verteilung
22
Multivariate distribution
22
Forecasting model
20
Prognoseverfahren
20
Maximum likelihood estimation
18
Risk
18
Bayes-Statistik
17
Bayesian inference
17
Risiko
17
Simulation
17
Stochastic process
17
Stochastischer Prozess
17
Portfolio selection
15
Portfolio-Management
15
Measurement
14
Messung
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Ausreißer
12
Outliers
12
Probability theory
11
State space model
11
Statistical test
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1
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Article
24
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Article in journal
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24
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English
24
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Guillou, Armelle
2
Aloy, Marcel
1
Andreasen, Martin Møller
1
Asamoah, Kwadwo
1
Badounas, Ioannis
1
Bartolucci, Francesco
1
Brio, Esther B. del
1
Cagnone, Silvia
1
Cervellera, Gian P.
1
Chan, Kung-sik
1
Chavez-Demoulin, Valérie
1
Choudhry, Taufiq
1
De Rossi, Giuliano
1
Dempsey, Michael
1
Fung, Tsz Chai
1
Gao, Guangyuan
1
Gao, Kang
1
Grigoriadou, Vasiliki
1
Herbst, Edward P.
1
Huang, Jinlong
1
Jiménez-Gamero, M. Dolores
1
Jodrá, P.
1
Khorunzhina, Natalia
1
Kibria, B. M. Golam
1
Li, Yong
1
Lin, Jin-Guan
1
Loisel, Stéphane
1
Meng, Jin
1
Meng, Shengwang
1
Mozumder, Sharif
1
Månsson, Kristofer
1
Perote, Javier
1
Pitselis, Georgios
1
Qiu, Chunjuan
1
Richard, Jean-François
1
Santos, Antonio A. F.
1
Shi, Yanlin
1
Stupfler, Gilles
1
Truchis, Gilles de
1
Tucci, Marco Paolo
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Computational economics
Insurance / Mathematics & economics
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
45
Econometric reviews
41
Economic modelling
24
Econometric theory
22
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The econometrics journal
19
Econometrics : open access journal
17
International journal of forecasting
17
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
Journal of financial econometrics
15
European journal of operational research : EJOR
14
Finance research letters
14
Journal of banking & finance
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Applied economics letters
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Quantitative economics : QE ; journal of the Econometric Society
7
The European journal of finance
7
The journal of risk model validation
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of applied econometrics
6
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1
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
2
Maximum likelihood estimation methods for Copula models
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
;
Zhang, Qiaosen
- In:
Computational economics
60
(
2022
)
1
,
pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
Saved in:
3
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
Saved in:
4
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
Saved in:
5
Dispersion modelling of outstanding claims with double Poisson regression models
Gao, Guangyuan
;
Meng, Shengwang
;
Shi, Yanlin
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 572-586
Persistent link: https://www.econbiz.de/10012793953
Saved in:
6
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
7
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
8
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
9
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
10
Estimating dynamic binary panel data model with random effects : a computational note
Yu, Gang
;
Wei Gao
;
Wang, Weiguo
;
Wang, Shaoping
- In:
Computational economics
51
(
2018
)
3
,
pp. 535-539
Persistent link: https://www.econbiz.de/10011963705
Saved in:
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