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isPartOf:"International journal of theoretical and applied finance"
subject:"Volatilität"
~isPartOf:"Finance and stochastics"
~isPartOf:"Operations research"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Estimation theory"
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Volatilität
Mathematische Optimierung
Estimation theory
124
Schätztheorie
124
Stochastic process
21
Stochastischer Prozess
21
Volatility
21
Option pricing theory
20
Optionspreistheorie
20
Simulation
18
Mathematical programming
14
Nichtparametrisches Verfahren
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Nonparametric statistics
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Estimation
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Portfolio selection
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Schätzung
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Theory
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Lagerhaltungsmodell
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Sampling
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Statistical distribution
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Statistische Verteilung
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Stichprobenerhebung
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simulation
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Gatheral, Jim
2
Albani, Vinícius
1
Ammou, Samir Ben
1
Aswani, Anil
1
Azencott, Robert
1
Baldeaux, jan
1
Ban, Gah-Yi
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Bertsimas, Dimitris
1
Buescu, Cristin
1
Cezaro, Adriano de
1
Chen, Tzu-ying
1
Dentcheva, Darinka
1
El Qalli, Yassine
1
Fukasawa, Masaaki
1
Gao, Kun
1
Giesecke, Kay
1
Gloter, Arnaud
1
Grandits, Peter
1
Grunspan, Cyril
1
Guhr, Thomas
1
Hafner, Christian M.
1
Han, Chuan-Hsiang
1
Hertog, Dirk den
1
How, Desmond
1
Huang, Wen
1
Härdle, Wolfgang
1
Jaschke, Stefan R.
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Koné, Fatoumata J.
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Kortas, Hedi
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Lam, Henry
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Lavaei, Javad
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Lee, Roger
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Li, Xudong
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Lim, Kian-Guan
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Lin, Yang
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Liu, Wei-han
1
Liu, Zhi
1
Luo, Yuetian
1
Mabrouk, Anouar Ben
1
Mancini, Cecilia
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International journal of theoretical and applied finance
Finance and stochastics
Operations research
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
European journal of operational research : EJOR
30
Discussion paper / Tinbergen Institute
29
Economics letters
27
Econometric reviews
24
Economic modelling
20
Journal of empirical finance
20
Operations research letters
19
Mathematics of operations research
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CREATES research paper
15
Quantitative finance
15
Econometric theory
14
Finance research letters
14
International journal of forecasting
14
Journal of banking & finance
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of financial econometrics
13
The econometrics journal
13
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Computational economics
10
Econometrics : open access journal
10
Journal of forecasting
10
SFB 649 discussion paper
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
NBER Working Paper
9
Working papers
9
International journal of economics and financial issues : IJEFI
8
Working paper / National Bureau of Economic Research, Inc.
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
INFORMS journal on computing : JOC
7
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ECONIS (ZBW)
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1
Recursive importance sketching for rank constrained least squares : algorithms and high-order convergence
Luo, Yuetian
;
Huang, Wen
;
Li, Xudong
;
Zhang, Anru
- In:
Operations research
72
(
2024
)
1
,
pp. 237-256
Persistent link: https://www.econbiz.de/10014505097
Saved in:
2
Accelerated MM algorithms for inference of ranking scores from comparison data
Vojnović, Milan
;
Yun, Se-Young
;
Zhou, Kaifang
- In:
Operations research
71
(
2023
)
4
,
pp. 1318-1342
Persistent link: https://www.econbiz.de/10014338197
Saved in:
3
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
4
Gradient-based algorithms for convex discrete optimization via simulation
Zhang, Haixiang
;
Zheng, Zeyu
;
Lavaei, Javad
- In:
Operations research
71
(
2023
)
5
,
pp. 1815-1834
Persistent link: https://www.econbiz.de/10014393279
Saved in:
5
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
6
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
7
Confidence intervals for data-driven inventory policies with demand censoring
Ban, Gah-Yi
- In:
Operations research
68
(
2020
)
2
,
pp. 309-326
Persistent link: https://www.econbiz.de/10012213328
Saved in:
8
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
Saved in:
9
Effective asymptotics analysis for finance
Grunspan, Cyril
;
Van der Hoeven, Joris
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012270910
Saved in:
10
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
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