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Search: subject_exact:"Estimation theory"
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Volatility
Core
Estimation theory
67
Schätztheorie
67
Regression analysis
24
Regressionsanalyse
24
Robust statistics
20
Robustes Verfahren
20
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Estimation
12
Schätzung
11
Time series analysis
8
Zeitreihenanalyse
8
Statistical distribution
7
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7
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6
Bootstrap-Verfahren
6
Correlation
6
Korrelation
6
Multivariate Analyse
6
Multivariate analysis
6
State space model
5
Zustandsraummodell
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Kleinste-Quadrate-Methode
4
Least squares method
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Modellierung
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Scientific modelling
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Volatilität
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Bootstrap
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Monte Carlo simulation
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Monte-Carlo-Simulation
3
Prognoseverfahren
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Ranking method
3
Ranking-Verfahren
3
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3
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3
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Croux, Christophe
4
Boudt, Kris
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Gather, Ursula
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Gelper, Sarah
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Schettlinger, Karen
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Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Discussion paper / Tinbergen Institute
28
Economics letters
27
Econometric reviews
26
Journal of empirical finance
21
International journal of forecasting
19
CREATES research paper
18
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric theory
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
International journal of theoretical and applied finance
14
Journal of banking & finance
13
Journal of financial econometrics
13
The econometrics journal
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Finance research letters
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometrics : open access journal
11
Journal of forecasting
11
SFB 649 discussion paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk and financial management : JRFM
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Cowles Foundation discussion paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
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NBER Working Paper
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7
GRIPS discussion papers
7
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
2
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
3
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
4
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
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