//--> //--> //--> //-->
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:"Share price"
subject:"Volatilität"
~isPartOf:"Journal of mathematical finance"
~subject:"GARCH"
~subject:"Prognoseverfahren"
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
Share price
Volatilität
GARCH
Prognoseverfahren
Estimation theory
25
Schätztheorie
25
ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
Statistical distribution
7
Statistische Verteilung
7
Volatility
7
Stochastic process
6
Stochastischer Prozess
6
Capital income
5
Kapitaleinkommen
5
Time series analysis
5
Zeitreihenanalyse
5
Forecasting model
4
Risikomaß
4
Risk measure
4
Börsenkurs
3
Correlation
3
Korrelation
3
Yield curve
3
Zinsstruktur
3
Autocorrelation Function
2
Change-Point
2
Consistency
2
Density Estimation
2
Diffusion Processes
2
Interest Rate Models
2
Interest rate
2
Manhattan Distance
2
Markov chain
2
Markov-Kette
2
Maximum Likelihood Estimation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Irungu, Irene W.
2
Mwita, Peter N.
2
Waititu, Antony G.
2
Adewuyi, Adejumo Wahab
1
Bishwal, Jaya Prakasah Narayan
1
Cheng, Hao
1
Dai, Xianhua
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Ginley, Matthew
1
Gumbo, Victor
1
Koulis, Theodoro
1
Li, Hong
1
Lim, Kian-Guan
1
Ma, Changie
1
Mashele, Hopolang P.
1
Mundia, Simon
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Paseka, Alexander
1
Scott, David W.
1
Sen, Rituparna
1
Siziba, Simiso
1
Sonono, Masimba E.
1
Thavaneswaran, Aerambamoorthy
1
Wang, Yiwen
1
Yap, Nelson K. L.
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Journal of econometrics
193
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of forecasting
73
Economics letters
51
Discussion paper / Tinbergen Institute
48
Journal of empirical finance
37
Econometric reviews
33
Econometric theory
26
Economic modelling
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of banking & finance
24
The econometrics journal
23
Finance research letters
22
Quantitative finance
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of financial econometrics
20
Working paper
20
Journal of risk and financial management : JRFM
17
Computational economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Discussion paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
European journal of operational research : EJOR
15
Journal of the American Statistical Association : JASA
15
NBER Working Paper
15
NBER working paper series
15
Working papers / Rutgers University, Department of Economics
15
Applied economics
14
Insurance / Mathematics & economics
14
International journal of economics and financial issues : IJEFI
14
International journal of theoretical and applied finance
14
SFB 649 discussion paper
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
CESifo working papers
13
Econometrics : open access journal
13
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Consistency of the model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 266-282
Persistent link: https://www.econbiz.de/10011874721
Saved in:
3
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
4
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
5
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:
6
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
7
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
8
New approach to density estimation and application to value-at-risk
Lim, Kian-Guan
;
Cheng, Hao
;
Yap, Nelson K. L.
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10011440077
Saved in:
9
Forecasting density function : application in finance
Sen, Rituparna
;
Ma, Changie
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 433-447
Persistent link: https://www.econbiz.de/10011440098
Saved in:
10
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->