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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Estimation"
~subject:"Statistical distribution"
~type_genre:"Aufsatz im Buch"
~type_genre:"Festschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Statistical distribution
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
Schätzung
17
Portfolio selection
16
Portfolio-Management
16
Least squares method
13
Kleinste-Quadrate-Methode
12
Productivity
12
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12
Stochastic process
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Probability theory
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Bayes-Statistik
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9
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9
Maximum likelihood estimation
9
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9
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9
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9
Robustness and sensitivity analysis
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31
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31
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Kumbhakar, Subal
4
Tsionas, Efthymios G.
2
Adcock, C. J.
1
Andreeva, Galina
1
Badescu, Alexandru
1
Badunkenko, Oleg
1
Beasley, John E.
1
Behr, Andreas
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Calabrese, Raffaella
1
Cave, Joshua
1
Chan, Joshua C. C.
1
Chaudhuri, Kausik
1
Chen, Piao
1
Crook, Jonathan N.
1
Dai, Sheng
1
Dang, Chuangyin
1
Dyer, James S.
1
Elliott, Robert J.
1
Fernández, Arturo J.
1
Ge, Wenxiu
1
Haelermans, Carla
1
Hahn, Warren J.
1
Heidergott, Bernd
1
Huwang, Longcheen
1
Irresberger, Felix
1
Kohansal, Akram
1
Kroese, Dirk P.
1
Kuosmanen, Timo
1
Lee, Yong Woong
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Leleu, Hervé
1
Leung, Pui-lam
1
Liesiö, Juuso
1
Mamatzakis, Emmanuel C.
1
Martin, Donald E. K.
1
Meade, Nigel
1
Meng, Xiaochun
1
Ng, Hon-yip
1
Ongena, Steven
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European journal of operational research : EJOR
Journal of econometrics
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
141
Econometric reviews
85
Economic modelling
61
Applied economics letters
60
Econometric theory
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Insurance / Mathematics & economics
52
The econometrics journal
49
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of the American Statistical Association : JASA
42
International journal of forecasting
41
Journal of applied econometrics
41
Journal of banking & finance
40
Econometrics : open access journal
36
Journal of empirical finance
35
Quantitative economics : QE ; journal of the Econometric Society
33
Computational economics
30
Journal of forecasting
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of financial econometrics
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Statistics in transition : an international journal of the Polish Statistical Association
27
Finance research letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of risk and financial management : JRFM
26
International journal of economics and financial issues : IJEFI
23
Quantitative finance
23
The review of economics and statistics
23
Energy economics
21
Journal of risk
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of economic dynamics & control
18
Risks : open access journal
16
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
Oxford bulletin of economics and statistics
15
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ECONIS (ZBW)
31
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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
Generalized quantile and expectile properties for shape constrained nonparametric estimation
Dai, Sheng
;
Kuosmanen, Timo
;
Zhou, Xun
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 914-927
Persistent link: https://www.econbiz.de/10014340805
Saved in:
3
Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators
Cave, Joshua
;
Chaudhuri, Kausik
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 447-467
Persistent link: https://www.econbiz.de/10014293030
Saved in:
4
What causes post-decision disappointment? : estimating the contributions of systematic and selection biases
Vilkkumaa, Eeva
;
Liesiö, Juuso
- In:
European journal of operational research : EJOR
296
(
2022
)
2
,
pp. 587-600
Persistent link: https://www.econbiz.de/10012663368
Saved in:
5
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:
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
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:
8
A comparison of tail dependence estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
Saved in:
9
Does risk aversion affect bank output loss? : the case of the Eurozone
Tsionas, Efthymios G.
;
Mamatzakis, Emmanuel C.
;
Ongena, …
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1127-1145
Persistent link: https://www.econbiz.de/10012161877
Saved in:
10
Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity
Zhou, Jianhua
;
Parmeter, Christopher F.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1142-1152
Persistent link: https://www.econbiz.de/10012291631
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