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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Bayesian inference"
~subject:"Prognoseverfahren"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Prognoseverfahren
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
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Tsionas, Efthymios G.
3
Crook, Jonathan N.
2
Adcock, C. J.
1
Andreeva, Galina
1
Badescu, Alexandru
1
Beasley, John E.
1
Bodnar, Taras
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Chun, Young H.
1
Dyer, James S.
1
Elliott, Robert J.
1
Fouskakis, D.
1
Hahn, Warren J.
1
Heidergott, Bernd
1
Hong, Jungsik
1
Kharroubi, Samer A.
1
Kim, Taegu
1
Koo, Hoonyoung
1
Lee, Yong Woong
1
Leow, Mindy
1
Liu, Xiaoyu
1
Mallick, Sushanta Kumar
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Mazur, Stepan
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1
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1
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1
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1
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European journal of operational research : EJOR
Journal of econometrics
221
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Journal of forecasting
76
Economics letters
58
Econometric reviews
39
Journal of empirical finance
34
Economic modelling
33
Econometric theory
28
Journal of the American Statistical Association : JASA
28
The econometrics journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Finance research letters
22
Econometrics : open access journal
21
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21
Computational economics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of applied econometrics
20
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Insurance / Mathematics & economics
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Journal of banking & finance
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Applied economics
16
Journal of risk and financial management : JRFM
16
Journal of economic dynamics & control
15
Journal of quantitative economics
15
Applied economics letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
International journal of theoretical and applied finance
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Journal of mathematical finance
12
Quantitative economics : QE ; journal of the Econometric Society
12
Risks : open access journal
12
International Journal of Energy Economics and Policy : IJEEP
10
International journal of economics and financial issues : IJEFI
10
Finance and stochastics
9
Journal of macroeconomics
9
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
21
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1
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
2
On the update frequency of univariate forecasting models
Spiliotis, Evangelos
;
Petropoulos, Fotios
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
Saved in:
3
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:
4
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:
5
Model averaging for interval-valued data
Sun, Yuying
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Wang, Shouyang
- In:
European journal of operational research : EJOR
301
(
2022
)
2
,
pp. 772-784
Persistent link: https://www.econbiz.de/10013207677
Saved in:
6
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
7
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:
8
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:
9
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:
10
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
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