//--> //--> //--> //-->
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:"Prognoseverfahren"
~subject:"Time series analysis"
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
Prognoseverfahren
Time series analysis
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
Zeitreihenanalyse
5
Forecasting model
4
GARCH
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
9
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
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
Irungu, Irene W.
1
Koulis, Theodoro
1
Li, Hong
1
Lim, Kian-Guan
1
Ma, Changie
1
Mashele, Hopolang P.
1
Mundia, Simon
1
Mwita, Peter N.
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
Waititu, Antony G.
1
Wang, Yiwen
1
Yap, Nelson K. L.
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Journal of econometrics
421
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Econometric theory
176
Economics letters
168
International journal of forecasting
131
Discussion paper / Tinbergen Institute
118
Journal of forecasting
102
Econometric reviews
100
CREATES research paper
72
Working paper / Department of Econometrics and Business Statistics, Monash University
72
Applied economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Econometrics : open access journal
51
Economic modelling
50
Journal of empirical finance
50
NBER Working Paper
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
The econometrics journal
49
Journal of the American Statistical Association : JASA
48
Cowles Foundation discussion paper
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Applied economics
43
Journal of time series econometrics
43
Computational economics
42
Journal of applied econometrics
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
NBER working paper series
38
EUI working paper / ECO
34
Working paper
34
SFB 649 discussion paper
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
Working paper / National Bureau of Economic Research, Inc.
31
Oxford bulletin of economics and statistics
30
Journal of banking & finance
29
Finance research letters
28
Working paper series
28
Discussion paper
27
Discussion paper / Center for Economic Research, Tilburg University
27
Journal of risk and financial management : JRFM
25
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Prediction of stock price movement using continuous time models
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->