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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of applied econometrics"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Share price
Stochastic process
Estimation theory
337
Schätztheorie
337
Theorie
136
Theory
136
Estimation
58
Schätzung
55
Statistical distribution
44
Statistische Verteilung
44
Time series analysis
38
Zeitreihenanalyse
38
Regression analysis
36
Regressionsanalyse
36
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Risikomaß
24
Risk measure
24
USA
23
United States
23
Risk
20
Bayes-Statistik
19
Bayesian inference
19
Risiko
19
Forecasting model
18
Multivariate Verteilung
18
Multivariate distribution
18
Prognoseverfahren
18
Measurement
16
Messung
16
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Stochastischer Prozess
13
Ausreißer
12
Outliers
12
Statistical test
12
Statistischer Test
12
Probability theory
11
Wahrscheinlichkeitsrechnung
11
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Article in journal
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18
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English
18
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Zhang, Zhimin
3
Avanzi, Benjamin
2
Taylor, Greg
2
Wong, Bernard
2
Akira Toda, Alexis
1
Bailey, Natalia
1
Cai, Jun
1
Chou, Ray Yeutien
1
Esmaeili, Habib
1
Guillou, Armelle
1
Hartman, Brian
1
Horrace, William C.
1
Huang, Chao
1
Jochmann, Markus
1
Kapetanios, George
1
Klüppelberg, Claudia
1
Koop, Gary
1
Kumbhakar, Subal
1
Lally, Nathan
1
Leon-Gonzalez, Roberto
1
Lin, Jin-guan
1
Loisel, Stéphane
1
Mahieu, Ronald J.
1
Parmeter, Christopher F.
1
Pesaran, M. Hashem
1
Rabemananjara, R.
1
Schotman, Peter C.
1
Shimizu, Yasutaka
1
Strachan, Rodney W.
1
Stupfler, Gilles
1
Timmermann, Allan
1
Vu, Phuong Anh
1
Walsh, Kieran
1
Wang, Taining
1
Xie, Jiayi
1
Yang, Hailiang
1
Yang, Xinda
1
Yao, Feng
1
Zakoïan, Jean-Michel
1
Zhu, Li-ping
1
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Insurance / Mathematics & economics
Journal of applied econometrics
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Economics letters
24
Economic modelling
23
Econometric reviews
21
Journal of empirical finance
20
Econometric theory
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Quantitative finance
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Econometrics : open access journal
12
Mathematics of operations research
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of risk and financial management : JRFM
11
Computational economics
10
Journal of forecasting
10
Finance research letters
9
International journal of theoretical and applied finance
9
Journal of financial econometrics
9
Operations research
9
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The econometrics journal
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
International journal of forecasting
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial economics
7
Journal of productivity analysis
7
Risks : open access journal
7
Annals of finance
6
Asia-Pacific financial markets
6
International journal of production research
6
International review of financial analysis
6
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ECONIS (ZBW)
18
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18
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1
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
Saved in:
2
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
3
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
4
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
5
Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
Lally, Nathan
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011929845
Saved in:
6
Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis
;
Walsh, Kieran
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
Saved in:
7
Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
Shimizu, Yasutaka
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011712403
Saved in:
8
Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Avanzi, Benjamin
;
Taylor, Greg
;
Vu, Phuong Anh
;
Wong, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 63-78
Persistent link: https://www.econbiz.de/10011630609
Saved in:
9
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
10
Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhang, Zhimin
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 168-177
Persistent link: https://www.econbiz.de/10010469141
Saved in:
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