//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Sampling"
~subject:"Statistical test"
~subject:"Statistischer Test"
~subject:"USA"
~type_genre:"Conference proceedings"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Sampling
Statistical test
Statistischer Test
USA
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
12
Stochastischer Prozess
12
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Bayes-Statistik
9
Bayesian inference
9
Forecasting model
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Produktivität
9
Prognoseverfahren
9
Robustness and sensitivity analysis
9
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Conference proceedings
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Badescu, Alexandru
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Calabrese, Raffaella
1
Carrizosa, Emilio
1
Chuang, Ya-Fei
1
Coelli, Tim
1
Dyer, James S.
1
Elliott, Robert J.
1
Fernández, Arturo J.
1
Gong, Linguo
1
Hahn, Warren J.
1
Hanke, Michael
1
Heidergott, Bernd
1
Hnich, Brahim
1
Hsu, Ya-chen
1
Kohansal, Akram
1
Leung, Pui-lam
1
Martin, Donald E. K.
1
Meng, Xiaochun
1
Ng, Hon-yip
1
Ortega, Juan-Pablo
1
Osmetti, Silvia Angela
1
Pearn, W. L.
1
Penev, Spiridon
1
Peyrache, Antonio
1
Prestwich, Steven
1
Pérez-González, Carlos J.
1
Rossi, Roberto
1
Shiraya, Kenichiro
1
Tarim, S. Armagan
1
Taylor, James W.
1
Volk-Makarewicz, Warren
1
Wong, Wing Keung
1
Yamakami, Tomohisa
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of econometrics
323
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Economics letters
106
Econometric reviews
91
Econometric theory
64
The econometrics journal
55
The review of economics and statistics
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Journal of applied econometrics
39
Journal of the American Statistical Association : JASA
39
Statistics in transition : an international journal of the Polish Statistical Association
36
Economic modelling
35
Econometrics : open access journal
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
International journal of forecasting
31
Journal of empirical finance
30
Applied economics letters
28
Applied economics
26
Quantitative economics : QE ; journal of the Econometric Society
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
American journal of agricultural economics
22
Journal of banking & finance
22
Journal of forecasting
21
Oxford bulletin of economics and statistics
19
The journal of futures markets
19
Finance research letters
17
Journal of financial and quantitative analysis : JFQA
17
Quantitative finance
16
The journal of finance : the journal of the American Finance Association
16
The review of economic studies
16
The review of financial studies
16
Computational economics
15
International journal of theoretical and applied finance
14
Journal of macroeconomics
14
Statistical papers
14
Journal of time series econometrics
13
Journal of financial economics
12
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
Efficient truncated repetitive lot inspection using Poisson defect counts and prior information
Pérez-González, Carlos J.
;
Fernández, Arturo J.
; …
- In:
European journal of operational research : EJOR
287
(
2020
)
3
,
pp. 964-974
Persistent link: https://www.econbiz.de/10012293988
Saved in:
5
A new approach to measure systemic risk : a bivariate copula model for dependent censored data
Calabrese, Raffaella
;
Osmetti, Silvia Angela
- In:
European journal of operational research : EJOR
279
(
2019
)
3
,
pp. 1053-1064
Persistent link: https://www.econbiz.de/10012102835
Saved in:
6
Comparing large-sample maximum Sharpe ratios and incremental variable testing
Hanke, Michael
;
Penev, Spiridon
- In:
European journal of operational research : EJOR
265
(
2018
)
2
,
pp. 571-579
Persistent link: https://www.econbiz.de/10011811449
Saved in:
7
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
Saved in:
8
Confidence-based optimisation for the newsvendor problem under bionomial, Poisson and exponential demand
Rossi, Roberto
;
Prestwich, Steven
;
Tarim, S. Armagan
; …
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 674-684
Persistent link: https://www.econbiz.de/10010411564
Saved in:
9
Volatility estimation for stochastic project value models
Brandão, Luiz Eduardo Teixeira
;
Dyer, James S.
;
Hahn, …
- In:
European journal of operational research : EJOR
220
(
2012
)
3
,
pp. 642-648
Persistent link: https://www.econbiz.de/10009550564
Saved in:
10
The effect of testing errors on a repetitive testing process
Gong, Linguo
- In:
European journal of operational research : EJOR
220
(
2012
)
1
,
pp. 115-124
Persistent link: https://www.econbiz.de/10009530707
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->