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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Nichtparametrisches Verfahren
Volatilität
Estimation theory
370
Schätztheorie
370
Time series analysis
81
Zeitreihenanalyse
81
Estimation
70
Schätzung
69
Nonparametric statistics
68
Regression analysis
61
Regressionsanalyse
61
Theorie
41
Theory
41
Technical efficiency
32
Technische Effizienz
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Volatility
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Stochastic process
30
Stochastischer Prozess
30
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28
Produktionsfunktion
28
Mathematical programming
26
Mathematische Optimierung
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25
Statistical distribution
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23
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20
Portfolio selection
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19
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19
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96
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Härdle, Wolfgang
16
Reiß, Markus
6
Tsionas, Efthymios G.
6
Bibinger, Markus
4
Breunig, Christoph
4
Mammen, Enno
4
Schienle, Melanie
4
Hautsch, Nikolaus
3
Rothe, Christoph
3
Ruggiero, John
3
Wang, Weining
3
Yang, Lijian
3
Johnson, Andrew L.
2
Kappus, Johanna
2
Kumbhakar, Subal
2
Kuosmanen, Timo
2
Liu, Rong
2
Malec, Peter
2
Olesen, Ole Bent
2
Vidoli, Francesco
2
Yang, Fuyu
2
Abbara, Omar
1
Altmeyer, Randolf
1
Anatolyev, Stanislav
1
Badescu, Alexandru
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Belomestny, Denis
1
Blazsek, Szabolcs
1
Bocart, Fabian Y. R. P.
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Bu, Ruijun
1
Chan, Jennifer So Kuen
1
Chao, Shih-Kang
1
Chao, Shih-kang
1
Chen, Haiqiang
1
Chen, Xun C.
1
Cheng, Jie
1
Chevallier, Julien
1
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European journal of operational research : EJOR
SFB 649 discussion paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
409
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
143
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
114
Economics letters
103
Econometric reviews
96
Journal of the American Statistical Association : JASA
78
The econometrics journal
68
Discussion paper / Tinbergen Institute
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Discussion papers of interdisciplinary research project 373
47
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Quantitative economics : QE ; journal of the Econometric Society
37
Cowles Foundation discussion paper
36
Discussion paper series / IZA
36
CREATES research paper
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Econometrics papers
30
Economic modelling
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Cowles Foundation Discussion Paper
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Econometrics : open access journal
25
International journal of forecasting
25
Boston College working papers in economics
23
NBER Working Paper
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
NBER working paper series
22
Working papers / TSE : WP
22
Discussion paper / Center for Economic Research, Tilburg University
20
Journal of banking & finance
20
Journal of risk and financial management : JRFM
20
KBI
20
Cambridge working papers in economics
19
Computational economics
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ECONIS (ZBW)
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Generalized quantile and expectile properties for shape constrained nonparametric estimation
Dai, Sheng
;
Kuosmanen, Timo
;
Zhou, Xun
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 914-927
Persistent link: https://www.econbiz.de/10014340805
Saved in:
4
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
5
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
6
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
7
The hinging hyperplanes : an alternative nonparametric representation of a production function.
Olesen, Ole Bent
;
Ruggiero, John
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 254-266
Persistent link: https://www.econbiz.de/10012820160
Saved in:
8
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
9
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
10
Convex non-parametric least squares, causal structures and productivity
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
303
(
2022
)
1
,
pp. 370-387
Persistent link: https://www.econbiz.de/10013363921
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