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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Statistische Verteilung
Estimation theory
17
Schätztheorie
17
Time series analysis
7
Estimation
5
Regression analysis
5
Regressionsanalyse
5
Volatility
5
Volatilität
5
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Statistical distribution
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Option pricing theory
3
Optionspreistheorie
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Stochastic process
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Chinese earthquake losses
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Albano, Giuseppina
1
Beirlant, Jan
1
Bhati, Deepesh
1
Cacace, Filippo
1
Calderín-Ojeda, Enrique
1
Chan, Jennifer S. K.
1
Chen, Yu
1
Germani, Alfredo
1
Hu, Jie
1
Jacod, Jean
1
Karlis, Dimitris
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Li, Zhengxiao
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Livieri, Giulia
1
Mancino, Maria Elvira
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Marmi, Stefano
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Meng, Shengwang
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Papi, Marco
1
Perna, Cira
1
Peters, Gareth W.
1
Pinquet, Jean
1
Rocca, Michele la
1
Severino, Federico
1
Tan, Keqi
1
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1
Yan, Hongxuan
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ASTIN bulletin : the journal of the International Actuarial Association
Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of econometrics
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
65
Economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
International journal of forecasting
45
Econometric theory
42
Journal of time series econometrics
37
Insurance / Mathematics & economics
31
Computational economics
29
The econometrics journal
21
Journal of financial econometrics
19
Applied economics letters
18
Economic modelling
18
Applied economics
17
Finance research letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of forecasting
12
Journal of mathematical finance
12
European journal of operational research : EJOR
11
Quantitative finance
11
Journal of empirical finance
10
Journal of quantitative economics
10
Journal of risk
10
Essays in honor of Joon Y. Park : econometric theory
9
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
Astin bulletin : the journal of the International Actuarial Association
7
Discussion papers / CEPR
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Scandinavian actuarial journal
7
Journal of banking & finance
6
Discussion paper / Centre for Economic Policy Research
5
International journal of economics and finance
5
International journal of production economics
5
Journal of economic dynamics & control
5
Journal of international financial markets, institutions & money
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Research in international business and finance
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On the rBell family of distributions with actuarial applications
Bhati, Deepesh
;
Calderín-Ojeda, Enrique
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012805744
Saved in:
2
Generalizing the log-moyal distribution and regression models for heavy-tailed loss data
Li, Zhengxiao
;
Beirlant, Jan
;
Meng, Shengwang
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 57-99
Persistent link: https://www.econbiz.de/10012437274
Saved in:
3
Estimation of high conditional tail risk based on expectile regression
Hu, Jie
;
Chen, Yu
;
Tan, Keqi
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 539-570
Persistent link: https://www.econbiz.de/10012523255
Saved in:
4
An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
Tzougas, George
;
Karlis, Dimitris
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 555-583
Persistent link: https://www.econbiz.de/10012243386
Saved in:
5
Poisson models with dynamic random effects and nonnegative credibilities per period
Pinquet, Jean
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
2
,
pp. 585-618
Persistent link: https://www.econbiz.de/10012243387
Saved in:
6
Multivariate long-memory cohort mortality models
Yan, Hongxuan
;
Peters, Gareth W.
;
Chan, Jennifer S. K.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 223-263
Persistent link: https://www.econbiz.de/10012194127
Saved in:
7
Small sample properties of ML estimator in Vasicek and CIR models : a simulation experiment
Albano, Giuseppina
;
Rocca, Michele la
;
Perna, Cira
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012065150
Saved in:
8
Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 351-385
Persistent link: https://www.econbiz.de/10012127222
Saved in:
9
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
Saved in:
10
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
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