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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"International journal of economics and finance"
~subject:"Derivat"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Derivat
Estimation theory
21
Schätztheorie
21
Time series analysis
10
Estimation
8
Schätzung
7
Volatility
6
Volatilität
6
Cointegration
3
Kointegration
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Option pricing theory
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Brasilien
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English
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Mancino, Maria Elvira
2
Albano, Giuseppina
1
Alber, Nader
1
Alòs, Elisa
1
Azimi, Mohammad Naim
1
Burger, Schalk
1
Cacace, Filippo
1
Germani, Alfredo
1
Jacod, Jean
1
Kheir, Vivian Bushra
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Livieri, Giulia
1
Marmi, Stefano
1
Micallef, Brian
1
Papi, Marco
1
Perna, Cira
1
Rahaman, Abdul Rashid Abdul
1
Rocca, Michele la
1
Severino, Federico
1
Shahidzada, Seyed Farhad
1
Silverman, Searle
1
Van Vuuren, Gary
1
Wang, Tai-Ho
1
Yao, Hongxing
1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of economics and finance
Journal of econometrics
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Economics letters
45
International journal of forecasting
38
Journal of time series econometrics
37
Econometric theory
36
Computational economics
24
The econometrics journal
18
Applied economics letters
16
Economic modelling
16
Journal of financial econometrics
13
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
Journal of forecasting
11
Quantitative finance
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Journal of quantitative economics
9
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of risk
7
Journal of mathematical finance
6
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
Journal of banking & finance
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of production economics
4
International journal of production research
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
Scandinavian actuarial journal
4
Theoretical economics letters
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1
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
2
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:
3
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Public-private investment and macroeconomic determinants : evidence from MENA countries
Alber, Nader
;
Kheir, Vivian Bushra
- In:
International journal of economics and finance
11
(
2019
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10011962235
Saved in:
8
Efficient market hypothesis and the RMB-Dollar rates : a nonlinear modeling of the exchange rate
Yao, Hongxing
;
Rahaman, Abdul Rashid Abdul
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 150-160
Persistent link: https://www.econbiz.de/10011816422
Saved in:
9
Deriving correlation matrices for missing financial time-series data
Burger, Schalk
;
Silverman, Searle
;
Van Vuuren, Gary
- In:
International journal of economics and finance
10
(
2018
)
10
,
pp. 105-120
Persistent link: https://www.econbiz.de/10011944933
Saved in:
10
A multivariate filter to estimate potential output and NAIRU for the Maltese economy
Micallef, Brian
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 13-22
Persistent link: https://www.econbiz.de/10011487244
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