//--> //--> //-->
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
type:"article"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Capital income"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Estimation theory
111
Schätztheorie
111
Time series analysis
32
Zeitreihenanalyse
32
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
20
Regressionsanalyse
20
Estimation
19
Schätzung
18
Simulation
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
ARCH model
7
ARCH-Modell
7
Portfolio selection
7
Portfolio-Management
7
Correlation
6
Korrelation
6
Mathematical programming
6
Mathematische Optimierung
6
Option pricing theory
6
Optionspreistheorie
6
Risikomaß
6
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Cervellera, Gian P.
1
Deng, Xue
1
Dias, Fabio S.
1
Jebabli, Ikram
1
Kouaissah, Noureddine
1
Liang, Ying
1
Ortobelli Lozza, Sergio
1
Peters, Gareth
1
Santos, Antonio A. F.
1
Tucci, Marco Paolo
1
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of empirical finance
18
Finance research letters
14
Economics letters
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of forecasting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of financial economics
8
The review of financial studies
8
Journal of banking & finance
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics
7
The European journal of finance
7
Econometric reviews
6
Econometrics : open access journal
6
International journal of forecasting
6
Journal of risk and financial management : JRFM
6
Economic modelling
5
Financial markets and portfolio management
5
International journal of economics and financial issues : IJEFI
5
Journal of mathematical finance
5
Journal of risk
5
Quantitative finance
5
Review of quantitative finance and accounting
5
The journal of business : B
5
The journal of finance : the journal of the American Finance Association
5
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of economic studies
4
The review of economics and statistics
4
Theoretical economics letters
4
Applied economics letters
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
2
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
3
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
4
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
5
A note on the estimation of a gamma-variance process : learning from a failure
Cervellera, Gian P.
;
Tucci, Marco Paolo
- In:
Computational economics
49
(
2017
)
3
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011762113
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->