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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Monte-Carlo-Simulation
Volatilität
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Regression analysis
20
Regressionsanalyse
20
Estimation
19
Schätzung
18
Nonparametric statistics
13
Simulation
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
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
8
Statistical distribution
8
Statistische Verteilung
8
ARCH model
6
ARCH-Modell
6
Portfolio selection
6
Portfolio-Management
6
Risikomaß
6
Risk measure
6
Statistical test
6
Statistischer Test
6
Volatility
6
Capital income
5
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Undetermined
27
Free
3
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Article
35
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Article in journal
Aufsatz in Zeitschrift
35
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English
35
Author
All
Boubaker, Heni
4
Månsson, Kristofer
2
Shukur, Ghazi
2
Vinod, Hrishikesh D.
2
Akira Toda, Alexis
1
Aloy, Marcel
1
Alvarez, Susana
1
Aydin, Dursun
1
Baixauli, J. Samuel
1
Bartolucci, Francesco
1
Beek, Misha van
1
Behrenz, Lars
1
Bessler, David A.
1
Bryant, Henry L.
1
Cagnone, Silvia
1
Chen, Siyan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
De Luca, Giuseppe
1
Dempsey, Michael
1
Deng, Xue
1
Desiderio, Saul
1
Dias, Fabio S.
1
Gibson, Heather D.
1
Guo, Jin
1
Hall, Stephen G.
1
Hiyama, Naruto
1
Jebabli, Ikram
1
Juneja, Januj Amar
1
Karapınar, Barış
1
Karlsson, Peter S.
1
Khorunzhina, Natalia
1
Kibria, B. M. Golam
1
Kneip, Alois
1
Kouaissah, Noureddine
1
Kumar, Sumit
1
Kundu, Arindam
1
Liang, Kun
1
Liang, Ying
1
Lux, Thomas
1
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Computational economics
Journal of econometrics
438
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Econometric theory
122
Economics letters
122
Econometric reviews
113
Journal of the American Statistical Association : JASA
85
The econometrics journal
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Quantitative economics : QE ; journal of the Econometric Society
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Economic modelling
39
European journal of operational research : EJOR
37
Econometrics : open access journal
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
29
Applied economics
27
Applied economics letters
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of empirical finance
22
Journal of risk and financial management : JRFM
22
Journal of applied econometrics
20
Journal of banking & finance
20
Energy economics
19
Insurance / Mathematics & economics
19
Finance research letters
18
Quantitative finance
18
International journal of theoretical and applied finance
17
Journal of financial econometrics
17
Journal of forecasting
17
Journal of productivity analysis
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of economic dynamics & control
13
Operations research
13
Risks : open access journal
13
Journal of econometric methods
12
Journal of quantitative economics : official journal of the Indian Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Finance and stochastics
11
Cambridge working papers in economics
10
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ECONIS (ZBW)
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1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
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:
3
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
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
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
6
Optimality between time of estimation and reliability of model results in the Monte Carlo method : a case for a CGE model
Tanaka, Tetsuji
;
Guo, Jin
;
Hiyama, Naruto
;
Karapınar, …
- In:
Computational economics
59
(
2022
)
1
,
pp. 151-176
Persistent link: https://www.econbiz.de/10013168933
Saved in:
7
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:
8
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:
9
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:
10
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
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