//--> //--> //--> //-->
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
isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bayesian inference"
~subject:"Nonparametric statistics"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Bayesian inference
Nonparametric statistics
Estimation theory
135
Schätztheorie
135
Time series analysis
40
Zeitreihenanalyse
40
Estimation
31
Schätzung
30
Regression analysis
24
Regressionsanalyse
24
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Volatility
19
ARCH model
15
ARCH-Modell
15
Nichtparametrisches Verfahren
14
Forecasting model
13
Prognoseverfahren
13
Simulation
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Risikomaß
11
Risk measure
11
State space model
11
Statistical distribution
11
Statistische Verteilung
11
Stochastic process
11
Stochastischer Prozess
11
Zustandsraummodell
11
Bayes-Statistik
10
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
Portfolio selection
9
Portfolio-Management
9
Share price
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Panel
8
more ...
less ...
Online availability
All
Undetermined
29
Free
5
Type of publication
All
Article
38
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
40
Author
All
Vinod, Hrishikesh D.
2
Akira Toda, Alexis
1
Alañón Pardo, Ángel
1
Aloy, Marcel
1
Alvarez, Susana
1
Arize, Augustine Chuck
1
Aydin, Dursun
1
Baixauli, J. Samuel
1
Bartolucci, Francesco
1
Beek, Misha van
1
Boubaker, Heni
1
Cagnone, Silvia
1
Chen, Cathy W. S.
1
Chen, Siyan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
Dempsey, Michael
1
Deng, Xue
1
Desiderio, Saul
1
Dias, Fabio S.
1
Duan, Jin-Chuan
1
Díaz-Mendoza, Ana-Carmen
1
Franke, Reiner
1
Fulop, Andras
1
Gonçalves, Kelly C. M.
1
Guillén, Montserrat
1
Herbst, Edward P.
1
Horváth, Roman
1
Jang, Tae-Seok
1
Jebabli, Ikram
1
Khorunzhina, Natalia
1
Kneip, Alois
1
Kouaissah, Noureddine
1
Kumar, Satish
1
Kumar, Sumit
1
Kundu, Arindam
1
Kunitomo, Naoto
1
Li, Leon
1
Liang, Kun
1
Liang, Ying
1
more ...
less ...
Published in...
All
MNB working papers
Computational economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
452
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
CEMMAP working papers / Centre for Microdata Methods and Practice
131
Econometric theory
117
Economics letters
117
Econometric reviews
103
Journal of the American Statistical Association : JASA
84
The econometrics journal
75
Discussion paper / Tinbergen Institute
61
Working paper / Department of Econometrics and Business Statistics, Monash University
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Discussion papers of interdisciplinary research project 373
48
Quantitative economics : QE ; journal of the Econometric Society
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Discussion paper series / IZA
44
SFB 649 discussion paper
42
Economic modelling
40
Cowles Foundation discussion paper
39
European journal of operational research : EJOR
37
International journal of forecasting
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
CREATES research paper
32
Econometrics : open access journal
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
31
Econometrics papers
31
NBER Working Paper
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Journal of applied econometrics
29
NBER working paper series
28
Cowles Foundation Discussion Paper
27
Working paper
27
Discussion paper / Center for Economic Research, Tilburg University
25
Journal of empirical finance
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Boston College working papers in economics
23
Cambridge working papers in economics
23
Insurance / Mathematics & economics
23
Applied economics letters
22
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Spatio-temporal instrumental variables regression with missing data : a Bayesian approach
Nascimento, Marcus L.
;
Gonçalves, Kelly C. M.
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10014327216
Saved in:
2
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
5
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
6
Generalized, partial and canonical correlation coefficients
Vinod, Hrishikesh D.
- In:
Computational economics
60
(
2022
)
4
,
pp. 1479-1506
Persistent link: https://www.econbiz.de/10013447451
Saved in:
7
Calibration of agent-based models by means of meta-modeling and nonparametric regression
Chen, Siyan
;
Desiderio, Saul
- In:
Computational economics
60
(
2022
)
4
,
pp. 1457-1478
Persistent link: https://www.econbiz.de/10013447465
Saved in:
8
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
9
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
10
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->