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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Bayesian inference"
~subject:"Maximum likelihood estimation"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Maximum likelihood estimation
Estimation theory
177
Schätztheorie
177
Technical efficiency
32
Technische Effizienz
32
Production function
28
Produktionsfunktion
28
Regression analysis
28
Regressionsanalyse
28
Mathematical programming
25
Mathematische Optimierung
25
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Data envelopment analysis
22
Data-Envelopment-Analyse
22
Simulation
19
Robust statistics
18
Robustes Verfahren
18
Estimation
17
Schätzung
17
Portfolio selection
16
Portfolio-Management
16
Least squares method
13
Kleinste-Quadrate-Methode
12
Productivity
12
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
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Stochastischer Prozess
12
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Probability theory
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Wahrscheinlichkeitsrechnung
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Bayes-Statistik
9
Forecasting model
9
Maximum-Likelihood-Schätzung
9
Produktivität
9
Prognoseverfahren
9
Robustness and sensitivity analysis
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Article in journal
Government document
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English
22
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Tsionas, Efthymios G.
5
Andreeva, Galina
1
Badescu, Alexandru
1
Badunkenko, Oleg
1
Bodnar, Taras
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Chan, Felix Tung Sun
1
Crook, Jonathan N.
1
Deng, Xinyang
1
Deng, Yong
1
Dyer, James S.
1
Elliott, Robert J.
1
Fouskakis, D.
1
Greene, William H.
1
Hahn, Warren J.
1
Halme, Merja
1
Heidergott, Bernd
1
Hu, Yong
1
Kallio, Markku
1
Kharroubi, Samer A.
1
Kumbhakar, Subal
1
Lee, Yong Woong
1
Liu, Yu-hsin
1
Mahadevan, Sankaran
1
Mallick, Sushanta Kumar
1
Mazur, Stepan
1
McCabe, Christopher
1
Meng, Xiaochun
1
Musal, R. Muzaffer
1
Okhrin, Yarema
1
Ortega, Juan-Pablo
1
Polemis, Michael
1
Rösch, Daniel
1
Santos, M. Isabel Reis dos
1
Santos, Pedro M. Reis dos
1
Scheule, Harald
1
Shiraya, Kenichiro
1
Skevas, Ioannis
1
Skevas, Theodoros
1
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European journal of operational research : EJOR
Journal of econometrics
233
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Economics letters
60
Econometric reviews
50
Economic modelling
35
Journal of the American Statistical Association : JASA
31
International journal of forecasting
28
Econometric theory
26
Econometrics : open access journal
25
The econometrics journal
25
Journal of empirical finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of forecasting
20
Computational economics
19
Insurance / Mathematics & economics
19
Quantitative finance
19
Finance research letters
18
Journal of economic dynamics & control
18
Journal of applied econometrics
17
Quantitative economics : QE ; journal of the Econometric Society
17
Journal of banking & finance
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
Statistics in transition : an international journal of the Polish Statistical Association
16
Applied economics
14
Applied economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The North American journal of economics and finance : a journal of financial economics studies
14
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 quantitative economics
12
Journal of mathematical finance
10
Operations research
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Central European journal of economic modelling and econometrics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
International journal of production research
8
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ECONIS (ZBW)
22
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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
Robust maximum likelihood estimation of stochastic frontier models
Stead, Alexander D.
;
Wheat, Phill
;
Greene, William H.
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 188-201
Persistent link: https://www.econbiz.de/10014290421
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
A Bayesian semiparametric approach to stochastic frontiers and productivity
Tsionas, Efthymios G.
;
Mallick, Sushanta Kumar
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 391-402
Persistent link: https://www.econbiz.de/10011990080
Saved in:
10
Bayesian estimation of the global minimum variance portfolio
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 292-307
Persistent link: https://www.econbiz.de/10011611271
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