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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Sampling"
~subject:"Statistical test"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Volatility
Sampling
Statistical test
Statistischer Test
Estimation theory
177
Schätztheorie
177
Technical efficiency
32
Technische Effizienz
32
Production function
28
Produktionsfunktion
28
Regression analysis
28
Regressionsanalyse
28
Mathematical programming
25
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Badescu, Alexandru
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Calabrese, Raffaella
1
Carrizosa, Emilio
1
Chuang, Ya-Fei
1
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1
Dyer, James S.
1
Elliott, Robert J.
1
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1
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1
Hahn, Warren J.
1
Hanke, Michael
1
Heidergott, Bernd
1
Hnich, Brahim
1
Hsu, Ya-chen
1
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1
Martin, Donald E. K.
1
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1
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1
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1
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1
Penev, Spiridon
1
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1
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1
Shiraya, Kenichiro
1
Tarim, S. Armagan
1
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1
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European journal of operational research : EJOR
Journal of econometrics
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Economics letters
91
Econometric reviews
86
Econometric theory
59
The econometrics journal
51
Journal of the American Statistical Association : JASA
35
Statistics in transition : an international journal of the Polish Statistical Association
35
Econometrics : open access journal
34
Economic modelling
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
33
Journal of empirical finance
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
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24
Quantitative economics : QE ; journal of the Econometric Society
24
Applied economics letters
23
International journal of forecasting
22
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20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
17
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17
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16
Journal of applied econometrics
16
Finance research letters
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Computational economics
14
Journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
Journal of risk and financial management : JRFM
12
Oxford bulletin of economics and statistics
12
Statistical papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance and stochastics
9
Insurance / Mathematics & economics
9
International journal of economics and financial issues : IJEFI
9
Journal of econometric methods
9
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9
Metrika : international journal for theoretical and applied statistics
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14
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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
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:
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