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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Monte-Carlo-Simulation"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Maximum-Likelihood-Schätzung
Monte-Carlo-Simulation
Portfolio-Management
Estimation theory
108
Schätztheorie
108
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
22
Regression analysis
20
Regressionsanalyse
20
Estimation
19
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
Maximum likelihood estimation
8
Panel
8
Panel study
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
ARCH model
6
ARCH-Modell
6
Option pricing theory
6
Optionspreistheorie
6
Portfolio selection
6
Risikomaß
6
Risk measure
6
Statistical test
6
Statistischer Test
6
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Undetermined
30
Free
3
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Article
36
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Article in journal
Aufsatz in Zeitschrift
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English
36
Author
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Boubaker, Heni
3
Kumar, Sumit
2
Kundu, Arindam
2
Månsson, Kristofer
2
Shukur, Ghazi
2
Tomar, Nutan Kumar
2
Aloy, Marcel
1
Andreasen, Martin Møller
1
Bartolucci, Francesco
1
Behrenz, Lars
1
Bessler, David A.
1
Bryant, Henry L.
1
Cagnone, Silvia
1
Cervellera, Gian P.
1
Choudhry, Taufiq
1
De Luca, Giuseppe
1
De Rossi, Giuliano
1
Dempsey, Michael
1
Deng, Xue
1
Dias, Fabio S.
1
Gao, Kang
1
Gibson, Heather D.
1
Gulliksson, Mårten
1
Guo, Jin
1
Hall, Stephen G.
1
Herbst, Edward P.
1
Hiyama, Naruto
1
Jebabli, Ikram
1
Juneja, Januj Amar
1
Karapınar, Barış
1
Karlsson, Peter S.
1
Khorunzhina, Natalia
1
Kibria, B. M. Golam
1
Kouaissah, Noureddine
1
Li, Yong
1
Liang, Kun
1
Liang, Ying
1
Lux, Thomas
1
Magnus, Jan R.
1
Maugeri, Novella
1
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Computational economics
Journal of econometrics
231
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Economics letters
69
Econometric reviews
58
European journal of operational research : EJOR
38
Economic modelling
34
Finance research letters
33
Journal of empirical finance
32
Econometric theory
30
Journal of banking & finance
30
The econometrics journal
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Quantitative finance
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Econometrics : open access journal
24
Insurance / Mathematics & economics
24
Journal of the American Statistical Association : JASA
24
Applied economics
23
International journal of forecasting
23
International journal of theoretical and applied finance
23
Applied economics letters
22
Journal of risk and financial management : JRFM
22
Journal of financial econometrics
21
Journal of forecasting
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of risk
19
Risks : open access journal
17
Journal of economic dynamics & control
16
Operations research
14
Quantitative economics : QE ; journal of the Econometric Society
14
Statistics in transition : an international journal of the Polish Statistical Association
14
The North American journal of economics and finance : a journal of financial economics studies
14
The European journal of finance
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Finance and stochastics
10
Financial markets and portfolio management
10
Journal of mathematical finance
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of economics and financial issues : IJEFI
9
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ECONIS (ZBW)
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1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
3
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
4
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
5
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:
6
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
7
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
8
Optimality between time of estimation and reliability of model results in the Monte Carlo method : a case for a CGE model
Tanaka, Tetsuji
;
Guo, Jin
;
Hiyama, Naruto
;
Karapınar, …
- In:
Computational economics
59
(
2022
)
1
,
pp. 151-176
Persistent link: https://www.econbiz.de/10013168933
Saved in:
9
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
10
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
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