//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Probability theory"
subject:"Simulation"
~person:"Lam, Henry"
~person:"Maheswaran, S."
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Simulation
Estimation theory
26
Schätztheorie
26
Volatility
14
Volatilität
14
Börsenkurs
9
Share price
9
Capital income
8
Kapitaleinkommen
8
Robust statistics
7
Robustes Verfahren
7
ARCH model
6
ARCH-Modell
6
Random Walk
6
Random walk
6
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Schätzung
5
Bias
4
Mathematical programming
4
Mathematische Optimierung
4
Systematischer Fehler
4
Time series analysis
4
Zeitreihenanalyse
4
Ausreißer
3
Brownian motion
3
Correlation
3
Forecasting model
3
Korrelation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Outliers
3
Prognoseverfahren
3
Volatility estimation
3
nonparametric
3
robust optimization
3
Bias correction
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Lam, Henry
Maheswaran, S.
Fu, Michael
6
Khalaf, Lynda
6
Peng, Yijie
5
Goldsman, David Morris
4
Gregory, Allan W.
4
Hajivassiliou, Vassilis Argyrou
4
Kuan, Chung-ming
4
Lux, Thomas
4
Aleem, M.
3
Bierens, Herman J.
3
Boubaker, Heni
3
Creel, Michael D.
3
Cui, Zhenyu
3
Deb, Partha
3
Dufour, Jean-Marie
3
Ghysels, Eric
3
Glynn, Peter W.
3
Godfrey, L. G.
3
Guay, Alain
3
Horowitz, Joel
3
Hotz, Vincent Joseph
3
Kleijnen, Jack P. C.
3
Kristensen, Dennis
3
Lechner, Michael
3
Lee, Lung-fei
3
MacKinlay, Archie Craig
3
Magnus, Jan R.
3
McDonald, James B.
3
Newey, Whitney K.
3
Pace, R. Kelley
3
Qin, Jing
3
Shukur, Ghazi
3
Stengos, Thanasēs
3
Vinod, Hrishikesh D.
3
Zhang, Kun
3
Zhang, Zhimin
3
Zhu, Lingjiong
3
Agiakloglou, Christos N.
2
more ...
less ...
Published in...
All
Operations research
3
Economic modelling
1
IIMB management review
1
Journal of quantitative economics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
2
Subsampling to enhance efficiency in input uncertainty quantification
Lam, Henry
;
Qian, Huajie
- In:
Operations research
70
(
2022
)
3
,
pp. 1891-1913
Persistent link: https://www.econbiz.de/10013366289
Saved in:
3
A study of excess volatility of gold and silver
Kayal, Parthajit
;
Maheswaran, S.
- In:
IIMB management review
33
(
2021
)
2
,
pp. 133-145
Persistent link: https://www.econbiz.de/10013205212
Saved in:
4
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
5
Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
Saved in:
6
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->