//--> //--> //--> //-->
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"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Market microstructure"
~subject:"Marktmikrostruktur"
~subject:"Maximum likelihood estimation"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Market microstructure
Marktmikrostruktur
Maximum likelihood estimation
Estimation theory
181
Schätztheorie
181
Technical efficiency
32
Technische Effizienz
32
Production function
28
Produktionsfunktion
28
Regression analysis
28
Regressionsanalyse
28
Mathematical programming
25
Mathematische Optimierung
25
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Data envelopment analysis
22
Data-Envelopment-Analyse
22
Simulation
20
Estimation
18
Robust statistics
18
Robustes Verfahren
18
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
Forecasting model
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Probability theory
10
Prognoseverfahren
10
Wahrscheinlichkeitsrechnung
10
Bayes-Statistik
9
Bayesian inference
9
Maximum-Likelihood-Schätzung
9
Produktivität
9
Robustness and sensitivity analysis
9
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Tsionas, Efthymios G.
2
Badescu, Alexandru
1
Badunkenko, Oleg
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Chan, Felix Tung Sun
1
Deng, Xinyang
1
Deng, Yong
1
Dyer, James S.
1
Elliott, Robert J.
1
Greene, William H.
1
Hahn, Warren J.
1
Halme, Merja
1
Heidergott, Bernd
1
Hu, Yong
1
Kallio, Markku
1
Kumbhakar, Subal
1
Lee, Yong Woong
1
Liu, Yu-hsin
1
Mahadevan, Sankaran
1
Meng, Xiaochun
1
Ortega, Juan-Pablo
1
Rösch, Daniel
1
Santos, M. Isabel Reis dos
1
Santos, Pedro M. Reis dos
1
Scheule, Harald
1
Shiraya, Kenichiro
1
Stead, Alexander D.
1
Taylor, James W.
1
Tran, Kien C.
1
Volk-Makarewicz, Warren
1
Wheat, Phill
1
Yamakami, Tomohisa
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of econometrics
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Discussion paper / Tinbergen Institute
50
Economics letters
47
Econometric reviews
41
CREATES research paper
25
Economic modelling
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Econometric theory
23
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
19
The econometrics journal
19
Econometrics : open access journal
17
International journal of forecasting
17
Journal of the American Statistical Association : JASA
17
Journal of banking & finance
16
Journal of financial econometrics
15
Computational economics
14
Finance research letters
14
International journal of theoretical and applied finance
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
NBER Working Paper
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
The North American journal of economics and finance : a journal of financial economics studies
13
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Insurance / Mathematics & economics
11
SFB 649 discussion paper
11
Working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Applied economics
10
Applied economics letters
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Série des documents de travail
10
CESifo working papers
9
International journal of economics and financial issues : IJEFI
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
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
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
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:
5
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
6
Notes on technical efficiency estimation with multiple inputs and outputs
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 784-788
Persistent link: https://www.econbiz.de/10011436888
Saved in:
7
Zero-inefficiency stochastic frontier models with varying mixing proportion : a semiparametric approach
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 1113-1123
Persistent link: https://www.econbiz.de/10011439315
Saved in:
8
When, where and how to estimate persistent and transient efficiency in stochastic frontier panel data models
Badunkenko, Oleg
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 272-287
Persistent link: https://www.econbiz.de/10011530868
Saved in:
9
Switching regression metamodels in stochastic simulation
Santos, M. Isabel Reis dos
;
Santos, Pedro M. Reis dos
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 142-147
Persistent link: https://www.econbiz.de/10011446236
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->