//--> //--> //-->
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
accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Theoretical economics letters"
~subject:"Derivat"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Derivat
Estimation theory
25
Schätztheorie
25
Estimation
10
Schätzung
9
Volatility
9
Volatilität
9
Time series analysis
8
ARCH model
4
ARCH-Modell
4
Exchange rate
4
Wechselkurs
4
Capital income
3
Forecasting model
3
India
3
Indien
3
Kapitaleinkommen
3
Option pricing theory
3
Optionspreistheorie
3
Prognoseverfahren
3
Simulation
3
Causality
2
Correlation
2
Derivative
2
Einkommensverteilung
2
Gauss-Hermite Quadrature
2
Gini coefficient
2
Gini-Koeffizient
2
Gradient
2
Hessian
2
Income distribution
2
Korrelation
2
Modeling
2
Panel
2
Panel study
2
Regression analysis
2
Regressionsanalyse
2
State space model
2
Stochastic process
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Mancino, Maria Elvira
2
Abdulmuhyi, M. A.
1
Albano, Giuseppina
1
Alòs, Elisa
1
Auwal, H. M.
1
Banerjee, Ameet Kumar
1
Cacace, Filippo
1
Chattopadhyay, Siddhartha
1
Germani, Alfredo
1
Jacod, Jean
1
Livieri, Giulia
1
Mangat, Manveer Kaur
1
Marmi, Stefano
1
Padhan, Purna Chandra
1
Papi, Marco
1
Perna, Cira
1
Reschenhofer, Erhard
1
Rocca, Michele la
1
Saakshi
1
Sahu, Sohini
1
Severino, Federico
1
Stark, Thomas
1
Usman, U.
1
Wang, Tai-Ho
1
more ...
less ...
Published in...
All
Decisions in economics and finance : DEF ; a journal of applied mathematics
Theoretical economics letters
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
International journal of economics and finance
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
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Improved estimation of the memory parameter
Reschenhofer, Erhard
;
Mangat, Manveer Kaur
;
Stark, Thomas
- In:
Theoretical economics letters
10
(
2020
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10012491433
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
Estimation of unobserved inflation expectations in India using state-space model
Chattopadhyay, Siddhartha
;
Sahu, Sohini
;
Saakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1480-1488
Persistent link: https://www.econbiz.de/10012104486
Saved in:
8
Herding behavior in futures market : an empirical analysis from India
Banerjee, Ameet Kumar
;
Padhan, Purna Chandra
- In:
Theoretical economics letters
7
(
2017
)
4
,
pp. 1015-1028
Persistent link: https://www.econbiz.de/10011707523
Saved in:
9
Fitting the Nigeria stock market return series using GARCH models
Usman, U.
;
Auwal, H. M.
;
Abdulmuhyi, M. A.
- In:
Theoretical economics letters
7
(
2017
)
7
,
pp. 2159-2176
Persistent link: https://www.econbiz.de/10011785913
Saved in:
10
Isometric operators on Hilbert spaces and Wold decomposition of stationary times series
Severino, Federico
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 203-234
Persistent link: https://www.econbiz.de/10011642454
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->