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subject:"Nichtparametrisches Verfahren"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Monte-Carlo-Simulation
Statistical distribution
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
15
Capital income
14
Kapitaleinkommen
14
ARCH model
12
ARCH-Modell
12
Volatility
12
Volatilität
12
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
10
Prognoseverfahren
10
Correlation
8
Korrelation
8
Risikomaß
8
Risk measure
8
Statistische Verteilung
7
Analysis of variance
6
CAPM
6
Varianzanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Börsenkurs
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Credit risk
4
Kreditrisiko
4
Monte Carlo simulation
4
Option pricing theory
4
Optionspreistheorie
4
Sharpe ratio
4
Simulation
4
Stochastic process
4
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Undetermined
10
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1
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Article
13
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Article in journal
Aufsatz in Zeitschrift
13
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English
13
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Ardia, David
1
Auer, Benjamin R.
1
Bonato, Matteo
1
Casals, José
1
Chen, Hao
1
De Luca, Giovanni
1
Eling, Martin
1
Fang, Ying
1
Ferrer, Alex
1
Guo, Biao
1
Guégan, Dominique
1
He, Jia
1
Jahandideh, Mohammad-Taghi
1
Jiang, Jingjing
1
Kamali, Rezvan
1
Lan, Xinchen
1
Li, Bogui
1
Liang, Yanzi
1
Lu, Zheng
1
Madan, Dilip B.
1
Mahmoodi, Safieh
1
Reesor, R. Mark
1
Ren, Yun
1
Rivieccio, Giorgia
1
Schuhmacher, Frank
1
Sotoca, Sonia
1
Stentoft, Lars
1
Trottier, Denis-Alexandre
1
Wang, King
1
Wang, Xiaoyu
1
Wu, Xiaoxia
1
Wu, Xinyu
1
Xiao, Yugu
1
Xie, Dejun
1
Xie, Haibin
1
Yang, Liu
1
Yuan, Yufei
1
Zhu, Xiaotian
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Finance research letters
Journal of econometrics
391
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
142
Econometric theory
131
Economics letters
119
Econometric reviews
113
Journal of the American Statistical Association : JASA
94
The econometrics journal
81
Insurance / Mathematics & economics
56
European journal of operational research : EJOR
43
Quantitative economics : QE ; journal of the Econometric Society
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Computational economics
36
Econometrics : open access journal
33
Applied economics letters
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Applied economics
27
Economic modelling
27
International journal of forecasting
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of risk and financial management : JRFM
21
Journal of applied econometrics
18
Journal of productivity analysis
18
Risks : open access journal
17
Journal of empirical finance
16
Energy economics
15
Operations research
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of quantitative economics : official journal of the Indian Econometric Society
13
Journal of banking & finance
12
Journal of economic dynamics & control
12
Journal of financial econometrics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of econometric methods
11
Journal of forecasting
11
Statistical papers
11
Cambridge working papers in economics
10
Oxford bulletin of economics and statistics
10
The review of economic studies
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ECONIS (ZBW)
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
3
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
4
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
5
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
6
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
7
A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R.
- In:
Finance research letters
24
(
2018
),
pp. 289-290
Persistent link: https://www.econbiz.de/10011982607
Saved in:
8
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
9
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
10
Moments of standardized Fernandez-Steel skewed distributions : applications to the estimation of GARCH-type models
Trottier, Denis-Alexandre
;
Ardia, David
- In:
Finance research letters
18
(
2016
),
pp. 311-316
Persistent link: https://www.econbiz.de/10011657263
Saved in:
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