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~subject:"Schätztheorie"
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Schätztheorie
Volatility
41,127
Volatilität
40,858
Theorie
18,122
Theory
17,621
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14,848
Option pricing theory
14,387
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Statistische Verteilung
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Zeitreihenanalyse
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Time series analysis
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Portfolio-Management
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Portfolio selection
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Risk
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Risiko
3,764
Estimation theory
3,593
Optionsgeschäft
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Derivat
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Francq, Christian
30
Koopman, Siem Jan
29
Phillips, Peter C. B.
27
Linton, Oliver
26
Härdle, Wolfgang
25
Zakoïan, Jean-Michel
25
Hafner, Christian M.
24
McAleer, Michael
20
Teräsvirta, Timo
20
Todorov, Viktor
20
Li, Jia
19
Rahbek, Anders
19
Einmahl, John H. J.
17
Kumar, Dilip
16
Ardia, David
15
Engle, Robert F.
15
Li, Yingying
15
Linton, Oliver B.
15
Lucas, André
15
Nelson, Daniel B.
15
Sentana, Enrique
15
Shephard, Neil G.
15
Tauchen, George Eugene
15
Audrino, Francesco
14
Brandt, Michael W.
14
Cavaliere, Giuseppe
14
Maheswaran, S.
14
Renault, Eric
14
Sheppard, Kevin
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Diebold, Francis X.
13
Fiorentini, Gabriele
13
Gouriéroux, Christian
13
Bollerslev, Tim
12
Fan, Jianqing
12
Kim, Donggyu
12
Okhrin, Yarema
12
Pedersen, Rasmus Søndergaard
12
Spokojnyj, Vladimir G.
12
Kristensen, Dennis
11
Mancino, Maria Elvira
11
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Birkbeck College / Department of Economics
5
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Center for Economic Research <Tilburg>
3
Rodney L. White Center for Financial Research
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2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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London School of Economics and Political Science
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University of Chicago / Graduate School of Business
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Australian National University / Faculty of Economics
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Federal Reserve Bank of Cleveland
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Institut National de Statistique <Brüssel>
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International Center for Financial Asset Management and Engineering
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Leonard N. Stern School of Business / Information Systems Department
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New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
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Nuffield College
1
Oxford Financial Research Centre
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Robert Schuman Centre for Advanced Studies
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School of Economics <Bundoora, Victoria> / Department of Economics
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Shakai-Keizai-Kenkyūsho <Osaka>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of Exeter / Department of Economics
1
University of Waterloo / Department of Economics
1
University of York / Department of Economics and Related Studies
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Journal of econometrics
209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Econometric theory
72
Economics letters
63
Discussion paper / Tinbergen Institute
53
Econometric reviews
51
Insurance / Mathematics & economics
46
The econometrics journal
36
Journal of empirical finance
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
CREATES research paper
27
Finance research letters
27
International journal of forecasting
25
SFB 649 discussion paper
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
Discussion paper / Center for Economic Research, Tilburg University
23
Statistics in transition : an international journal of the Polish Statistical Association
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Journal of banking & finance
22
Computational economics
21
Econometrics : open access journal
21
Economic modelling
21
Journal of financial econometrics
21
Journal of risk and financial management : JRFM
21
Journal of the American Statistical Association : JASA
21
Applied economics
20
Discussion papers of interdisciplinary research project 373
20
Journal of forecasting
20
Quantitative finance
19
European journal of operational research : EJOR
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
International journal of theoretical and applied finance
17
Journal of mathematical finance
17
Journal of risk
17
Risks : open access journal
17
Applied economics letters
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
NBER Working Paper
15
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ECONIS (ZBW)
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EconStor
65
USB Cologne (EcoSocSci)
1
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1
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
2
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
3
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2016
Persistent link: https://www.econbiz.de/10011799240
Saved in:
4
Multivariate Gram-Charlier densities
Brio González, Esther B. del
;
Ñíguez, Trino-Manuel
; …
-
2008
Persistent link: https://www.econbiz.de/10003827531
Saved in:
5
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
Saved in:
6
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
7
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : a Gram-Charlier density approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 233-281
Persistent link: https://www.econbiz.de/10013457619
Saved in:
8
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
9
Alternative distribution based GARCH models for Bitcoin
volatility
estimation
Mattera, Raffaele
;
Giacalone, Massimiliano
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1283-1288
Persistent link: https://www.econbiz.de/10012006849
Saved in:
10
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the
volatility
of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
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