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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Estimation"
~subject:"Maximum likelihood estimation"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Maximum likelihood estimation
Maximum-Likelihood-Schätzung
Statistical distribution
Estimation theory
111
Schätztheorie
111
Time series analysis
32
Zeitreihenanalyse
32
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
20
Regressionsanalyse
20
Schätzung
18
Simulation
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Panel
8
Panel study
8
Prognoseverfahren
8
Statistische Verteilung
8
ARCH model
7
ARCH-Modell
7
Portfolio selection
7
Portfolio-Management
7
Correlation
6
Korrelation
6
Mathematical programming
6
Mathematische Optimierung
6
Option pricing theory
6
Optionspreistheorie
6
Risikomaß
6
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Article
37
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Article in journal
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37
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English
37
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Boubaker, Heni
3
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Aloy, Marcel
1
Alvarez, Susana
1
Andreasen, Martin Møller
1
Baixauli, J. Samuel
1
Bartolucci, Francesco
1
Beek, Misha van
1
Cagnone, Silvia
1
Ceffer, A.
1
Cervellera, Gian P.
1
Chan, Stephen
1
Chen, Zhenxi
1
Cheng, Hong
1
Chia, Bryan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
De Rossi, Giuliano
1
Dempsey, Michael
1
Emirmahmutoglu, Furkan
1
Fernández del Hoyo, Juan J.
1
Gao, Kang
1
Gibson, Heather D.
1
Hall, Stephen G.
1
Herbst, Edward P.
1
Huang, Chao
1
Jebabli, Ikram
1
Kakamu, Kazuhiko
1
Khorunzhina, Natalia
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Kibria, B. M. Golam
1
Kouaissah, Noureddine
1
Kumar, Sumit
1
Kundu, Arindam
1
Levendovszky, J.
1
Li, Yong
1
Lin, Jin-guan
1
Llorente, G.
1
Lux, Thomas
1
McDonald, James B.
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Computational economics
Journal of econometrics
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
160
Econometric reviews
104
Economic modelling
69
Econometric theory
67
Applied economics letters
63
The econometrics journal
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Insurance / Mathematics & economics
55
Journal of the American Statistical Association : JASA
54
Applied economics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Econometrics : open access journal
46
Journal of applied econometrics
45
International journal of forecasting
44
Journal of banking & finance
41
European journal of operational research : EJOR
38
Quantitative economics : QE ; journal of the Econometric Society
38
Journal of empirical finance
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Journal of forecasting
31
Statistics in transition : an international journal of the Polish Statistical Association
31
Journal of financial econometrics
30
Finance research letters
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Journal of risk and financial management : JRFM
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Quantitative finance
26
Journal of economic dynamics & control
24
The review of economics and statistics
24
International journal of economics and financial issues : IJEFI
23
Energy economics
21
Journal of risk
21
The North American journal of economics and finance : a journal of financial economics studies
20
Risks : open access journal
18
Oxford bulletin of economics and statistics
17
Journal of mathematical finance
16
International journal of theoretical and applied finance
15
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ECONIS (ZBW)
37
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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
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
3
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:
4
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
5
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
6
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:
7
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
8
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:
9
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
10
Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin
;
Spånberg, Erik
- In:
Computational economics
55
(
2020
)
3
,
pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
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