//--> //--> //--> //-->
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"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Kapitaleinkommen"
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
Kapitaleinkommen
Estimation theory
195
Schätztheorie
195
Time series analysis
44
Zeitreihenanalyse
44
Theorie
38
Theory
38
Estimation
34
Schätzung
29
Monte Carlo simulation
28
Monte-Carlo-Simulation
28
Regression analysis
22
Regressionsanalyse
22
Simulation
20
Bayes-Statistik
18
Bayesian inference
18
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
State space model
15
Zustandsraummodell
15
Dynamic equilibrium
14
Dynamisches Gleichgewicht
14
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Agent-based modeling
12
Agentenbasierte Modellierung
12
Forecasting model
11
Prognoseverfahren
11
VAR model
11
VAR-Modell
11
ARCH model
10
ARCH-Modell
10
Bootstrap approach
10
Bootstrap-Verfahren
10
Panel
10
Panel study
10
Statistical distribution
10
Statistische Verteilung
10
Stochastic process
10
Stochastischer Prozess
10
Capital income
9
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Ceffer, A.
1
Cervellera, Gian P.
1
Deng, Xue
1
Dias, Fabio S.
1
Huang, Jinbo
1
Jebabli, Ikram
1
Khalaf, Lynda
1
Kouaissah, Noureddine
1
Levendovszky, J.
1
Li, Yong
1
Liang, Ying
1
Liu, Xiaochun
1
Lof, Matthijs
1
Luger, Richard
1
Olah, A.
1
Ortobelli Lozza, Sergio
1
Peters, Gareth
1
Reguly, I.
1
Rosenow, Bernd
1
Santos, Antonio A. F.
1
Schaller, Huntley
1
Tucci, Marco Paolo
1
Yao, Haixiang
1
Zakoïan, Jean-Michel
1
Zhang, Harold H.
1
more ...
less ...
Published in...
All
Computational economics
Journal of economic dynamics & control
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of empirical finance
22
Economics letters
18
Finance research letters
17
Journal of banking & finance
16
Journal of financial and quantitative analysis : JFQA
14
Economic modelling
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
The journal of finance : the journal of the American Finance Association
12
Journal of risk and financial management : JRFM
11
Quantitative finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The review of financial studies
11
Journal of financial econometrics
10
Journal of financial economics
10
Econometrics : open access journal
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Review of quantitative finance and accounting
8
The journal of business : B
8
International journal of forecasting
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Cogent economics & finance
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of applied econometrics
6
Journal of mathematical finance
6
Journal of risk
6
The review of economic studies
6
Annals of finance
5
Applied economics
5
Applied financial economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Finance India : the quarterly journal of Indian Institute of Finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
3
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
4
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
5
Low complexity algorithmic trading by feedforward neural networks
Levendovszky, J.
;
Reguly, I.
;
Olah, A.
;
Ceffer, A.
- In:
Computational economics
54
(
2019
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10012134157
Saved in:
6
Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
Saved in:
7
A note on the estimation of a gamma-variance process : learning from a failure
Cervellera, Gian P.
;
Tucci, Marco Paolo
- In:
Computational economics
49
(
2017
)
3
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011762113
Saved in:
8
Identification and inference in two-pass asset pricing models
Khalaf, Lynda
;
Schaller, Huntley
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 165-177
Persistent link: https://www.econbiz.de/10011708673
Saved in:
9
Unfolded GARCH models
Liu, Xiaochun
;
Luger, Richard
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 186-217
Persistent link: https://www.econbiz.de/10011574655
Saved in:
10
Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->