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subject:"Börsenkurs"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~subject:"Stochastic process"
~type:"article"
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Börsenkurs
Estimation
Stochastic process
Estimation theory
49
Schätztheorie
49
Schätzung
15
Time series analysis
11
Zeitreihenanalyse
11
ARCH model
7
ARCH-Modell
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
6
Statistische Verteilung
6
Panel
5
Panel study
5
Regression analysis
5
Regressionsanalyse
5
Cointegration
4
Einheitswurzeltest
4
Kointegration
4
Unit root test
4
Correlation
3
Korrelation
3
Multivariate Verteilung
3
Multivariate distribution
3
Sampling
3
Stichprobenerhebung
3
Technical efficiency
3
Technische Effizienz
3
Tobit model
3
Tobit-Modell
3
Volatility
3
Volatilität
3
Ausreißer
2
Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
Bias
2
Bickel-Doksum
2
Bootstrap approach
2
Bootstrap-Verfahren
2
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16
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16
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English
16
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Kim, Jong-Min
2
Ahmad, Yamin
1
Ahsan, Tanveer
1
Bampinas, Georgios
1
Baños-Pino, José
1
Ceffer, Attila
1
Chen, W. D.
1
Díaz Hernández, Adán
1
Fogarasi, Norbert
1
Greig, Bruce
1
Hwang, Sun Young
1
Ibragimov, Marat
1
Ibragimov, Rustam Ju.
1
Jung, Hojin
1
Kung, James J.
1
Ladopoulos, Konstantinos
1
Levendovszky, Janos
1
Lo, Ming Chien
1
Lopes, Artur C. B. da Silva
1
Ma, Wanglin
1
Maczulskij, Terhi
1
Malloch, H.
1
Nguyen, Anh T. N.
1
Nolasco Jáuregui, Oralia
1
Nyblom, Jukka
1
Panagiōtidēs, Theodōros
1
Philip, R.
1
Qin, Li
1
Quezada-Téllez, Luis Alberto
1
Qureshi, Muhammad Azeem
1
Renwick, Alan
1
Rodríguez Álvarez, Ana
1
Salazar Flores, Yuri
1
Satchell, Stephen
1
Staveley-O'Carroll, Olena M.
1
Zsurkis, Gabriel Florin
1
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Applied economics
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
77
Econometric reviews
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Economic modelling
36
Applied economics letters
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Computational economics
21
Finance research letters
21
International journal of forecasting
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of financial econometrics
18
European journal of operational research : EJOR
17
Econometric theory
16
Journal of empirical finance
15
Quantitative finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
The econometrics journal
14
Insurance / Mathematics & economics
13
Journal of economic dynamics & control
13
Journal of banking & finance
12
Journal of risk
12
Energy economics
11
Journal of forecasting
11
Journal of quantitative economics
11
Journal of applied econometrics
10
Operations research
9
Journal of time series econometrics
8
Theoretical economics letters
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of econometric methods
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematics of operations research
7
Journal of mathematical finance
6
Letters in spatial and resource sciences : LSRS
6
Operations research letters
6
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ECONIS (ZBW)
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1
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Measuring the gender wage gap : a methodological note
Maczulskij, Terhi
;
Nyblom, Jukka
- In:
Applied economics
52
(
2020
)
21
,
pp. 2239-2249
Persistent link: https://www.econbiz.de/10012197689
Saved in:
5
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
Saved in:
6
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
7
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
8
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
9
Trading by estimating the quantized forward distribution
Ceffer, Attila
;
Fogarasi, Norbert
;
Levendovszky, Janos
- In:
Applied economics
50
(
2018
)
59
,
pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
Saved in:
10
Unemployment and output dynamics in CIS countries : Okun's law revisited
Ibragimov, Marat
;
Ibragimov, Rustam Ju.
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3453-3479
Persistent link: https://www.econbiz.de/10011775444
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