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subject:"Estimation"
subject:"Stochastic process"
~isPartOf:"Computational economics"
~subject:"Schätzung"
~subject:"Volatilität"
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Estimation
Stochastic process
Schätzung
Volatilität
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Regression analysis
20
Regressionsanalyse
20
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Simulation
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Prognoseverfahren
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Statistical distribution
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Statistische Verteilung
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ARCH model
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ARCH-Modell
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Portfolio selection
6
Portfolio-Management
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6
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6
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English
27
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Boubaker, Heni
3
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Aloy, Marcel
1
Andreasen, Martin Møller
1
Bartolucci, Francesco
1
Beek, Misha van
1
Cagnone, Silvia
1
Ceffer, A.
1
Chan, Stephen
1
Chen, Zhenxi
1
Cheng, Hong
1
Chia, Bryan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
Dempsey, Michael
1
Emirmahmutoglu, Furkan
1
Fernández del Hoyo, Juan J.
1
Gibson, Heather D.
1
Hall, Stephen G.
1
Jebabli, Ikram
1
Khorunzhina, Natalia
1
Kouaissah, Noureddine
1
Levendovszky, J.
1
Llorente, G.
1
Lux, Thomas
1
McDonald, James B.
1
Mozumder, Sharif
1
Nadarajah, Saralees
1
Nonejad, Nima
1
Olah, A.
1
Omay, Tolga
1
Ortobelli Lozza, Sergio
1
Otero, Jesús G.
1
Péguin-Feissolle, Anne
1
Qian, J. B.
1
Reguly, I.
1
Richard, Jean-François
1
Rivero, C.
1
Santos, Antonio A. F.
1
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Computational economics
Journal of econometrics
307
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
136
Econometric reviews
75
Economic modelling
64
Discussion paper / Tinbergen Institute
63
Applied economics letters
60
Discussion paper series / IZA
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
NBER Working Paper
54
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
48
Applied economics
47
Econometric theory
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of applied econometrics
41
The econometrics journal
39
Working paper / Department of Econometrics and Business Statistics, Monash University
39
CREATES research paper
38
Working paper
38
Working paper / National Bureau of Economic Research, Inc.
38
Journal of banking & finance
37
Quantitative economics : QE ; journal of the Econometric Society
36
International journal of forecasting
35
Journal of empirical finance
34
IZA Discussion Paper
33
CESifo working papers
32
Discussion paper
32
Econometrics : open access journal
31
European journal of operational research : EJOR
31
Discussion papers / CEPR
30
Journal of the American Statistical Association : JASA
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of forecasting
28
SFB 649 discussion paper
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Finance research letters
25
Insurance / Mathematics & economics
25
Discussion papers of interdisciplinary research project 373
24
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ECONIS (ZBW)
27
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1
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
2
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:
3
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
4
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
5
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
6
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
7
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
8
Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin
;
Spånberg, Erik
- In:
Computational economics
55
(
2020
)
3
,
pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
Saved in:
9
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
10
Distributional assumptions and the estimation of contingent valuation models
McDonald, James B.
;
Walton, Daniel B.
;
Chia, Bryan
- In:
Computational economics
56
(
2020
)
2
,
pp. 431-460
Persistent link: https://www.econbiz.de/10012272042
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