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subject:"Großbritannien"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of mathematical finance"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Stochastischer Prozess
Estimation theory
98
Schätztheorie
98
Time series analysis
25
Zeitreihenanalyse
25
Volatility
23
Volatilität
23
Estimation
22
Schätzung
22
ARCH model
18
ARCH-Modell
18
Capital income
14
Kapitaleinkommen
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Risikomaß
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Risk measure
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Stochastic process
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Forecasting model
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Nichtparametrisches Verfahren
11
Nonparametric statistics
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Prognoseverfahren
11
Correlation
10
Korrelation
10
Market microstructure
10
Marktmikrostruktur
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Börsenkurs
9
Share price
9
Statistical distribution
9
Statistische Verteilung
9
Theorie
9
Theory
9
Regression analysis
8
Regressionsanalyse
8
GARCH
6
Analysis of variance
5
CAPM
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Multivariate Analyse
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English
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Koulis, Theodoro
2
Bishwal, Jaya Prakasah Narayan
1
Bu, Ruijun
1
Caldeira, João F.
1
Esen, Halil Erturk
1
Feng, Dingan
1
Frederiksen, Per
1
Giet, Ludovic
1
Hadri, Kaddour
1
Herwartz, Helmut
1
Hurley, William J.
1
Hurn, Stan
1
Härdle, Wolfgang
1
Jeisman, J. I.
1
Jiang, George J.
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Mashele, Hopolang P.
1
Moura, Guilherme Valle
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Paseka, Alexander
1
Santos, André A. P.
1
Song, Peter X.-K.
1
Sonono, Masimba E.
1
Spokojnyj, Vladimir G.
1
Thavaneswaran, Aera
1
Thavaneswaran, Aerambamoorthy
1
Tsukahara, Hideatsu
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of mathematical finance
Journal of econometrics
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Discussion paper / Tinbergen Institute
22
Economics letters
18
Econometric reviews
17
CREATES research paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Econometric theory
15
Economic modelling
15
Journal of applied econometrics
13
Discussion papers of interdisciplinary research project 373
12
European journal of operational research : EJOR
12
Oxford bulletin of economics and statistics
12
Cowles Foundation discussion paper
11
Discussion paper
11
Journal of empirical finance
11
Mathematics of operations research
11
Operations research
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computational economics
9
NBER Working Paper
9
NBER working paper series
9
SFB 649 discussion paper
9
Working paper
9
Discussion paper / A
8
Discussion papers in economics
8
Econometrics : open access journal
8
Insurance / Mathematics & economics
8
Journal of banking & finance
8
Journal of productivity analysis
8
Quantitative finance
8
The econometrics journal
8
Working paper / National Bureau of Economic Research, Inc.
8
Risks : open access journal
7
Applied economics letters
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
International journal of production research
6
International journal of theoretical and applied finance
6
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ECONIS (ZBW)
13
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
3
Prediction of stock price movement using continuous time models
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
Saved in:
4
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
5
Recursive estimation for continuous time stochastic volatility models using the Milstein approximation
Koulis, Theodoro
;
Paseka, Alexander
;
Thavaneswaran, …
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 357-365
Persistent link: https://www.econbiz.de/10010239543
Saved in:
6
Calculating first moments and confidence intervals for generalized stochastic dividend discount models
Hurley, William J.
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 275-279
Persistent link: https://www.econbiz.de/10010239571
Saved in:
7
Inference for interest rate models using Milstein’s approximation
Koulis, Theodoro
;
Thavaneswaran, Aera
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 110-118
Persistent link: https://www.econbiz.de/10010240817
Saved in:
8
Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
Saved in:
9
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
Saved in:
10
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
Saved in:
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