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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bayesian inference"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Estimation theory
203
Schätztheorie
203
Technical efficiency
33
Technische Effizienz
33
Regression analysis
32
Regressionsanalyse
32
Estimation
29
Production function
29
Produktionsfunktion
29
Schätzung
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Mathematical programming
25
Mathematische Optimierung
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Nichtparametrisches Verfahren
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Data envelopment analysis
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Data-Envelopment-Analyse
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Portfolio selection
19
Portfolio-Management
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Simulation
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Volatilität
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Article in journal
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English
26
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Tsionas, Efthymios G.
3
Alañón Pardo, Ángel
1
Andreeva, Galina
1
Arize, Augustine Chuck
1
Badescu, Alexandru
1
Bodnar, Taras
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Chen, Cathy W. S.
1
Crook, Jonathan N.
1
Dyer, James S.
1
Díaz-Mendoza, Ana-Carmen
1
Elliott, Robert J.
1
Fouskakis, D.
1
Franke, Reiner
1
Guillén, Montserrat
1
Hahn, Warren J.
1
Heidergott, Bernd
1
Horváth, Roman
1
Jang, Tae-Seok
1
Kharroubi, Samer A.
1
Kumar, Satish
1
Kunitomo, Naoto
1
Lee, Yong Woong
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1
Lin, Tsai-Yu
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Liu, Qiang
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Liu, Yiqi
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Liu, Zhi
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Mallick, Sushanta Kumar
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Mazur, Stepan
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McCabe, Christopher
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Meng, Xiaochun
1
Moneva, J. M.
1
Musal, R. Muzaffer
1
Okhrin, Yarema
1
Ortas, E.
1
Ortega, Juan-Pablo
1
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1
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European journal of operational research : EJOR
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
38
Econometric reviews
31
Economic modelling
28
International journal of forecasting
25
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometric theory
18
Quantitative finance
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The econometrics journal
18
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
Finance research letters
16
Journal of forecasting
16
Journal of banking & finance
15
Journal of applied econometrics
14
Journal of financial econometrics
14
Computational economics
13
International journal of theoretical and applied finance
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
12
Quantitative economics : QE ; journal of the Econometric Society
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
Applied economics
10
Applied economics letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Central European journal of economic modelling and econometrics
7
Risks : open access journal
7
Statistics in transition : an international journal of the Polish Statistical Association
7
The journal of risk model validation
7
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ECONIS (ZBW)
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
3
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
4
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
5
A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency
Skevas, Ioannis
;
Skevas, Theodoros
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 1131-1142
Persistent link: https://www.econbiz.de/10012533813
Saved in:
6
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
7
Quantile stochastic frontiers
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1177-1184
Persistent link: https://www.econbiz.de/10012161889
Saved in:
8
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
9
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
10
On the estimation of total factor productivity : a novel Bayesian non-parametric approach
Tsionas, Efthymios G.
;
Polemis, Michael
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 886-902
Persistent link: https://www.econbiz.de/10012102208
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