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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
191
Schätztheorie
191
Statistical distribution
50
Statistische Verteilung
50
Estimation
46
Schätzung
42
Risikomaß
32
Risk measure
32
Portfolio selection
27
Portfolio-Management
27
Regression analysis
25
Regressionsanalyse
25
Risk
22
Forecasting model
21
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Prognoseverfahren
21
Risiko
21
Multivariate Verteilung
19
Multivariate distribution
19
Time series analysis
18
Zeitreihenanalyse
18
Measurement
17
Messung
17
Ausreißer
14
Outliers
14
Theorie
14
Theory
14
Volatilität
14
Risikomanagement
13
Risk management
13
Stochastic process
13
ARCH model
12
ARCH-Modell
12
Capital income
11
Correlation
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Aufsatz in Zeitschrift
Article in journal
24
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English
24
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Zhang, Zhimin
3
Avanzi, Benjamin
2
Guillou, Armelle
2
Taylor, Greg
2
Wong, Bernard
2
Alexander, Carol
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Chavez-Demoulin, Valérie
1
Clements, Adam
1
Escobar, Marcos
1
Esmaeili, Habib
1
Faff, Robert W.
1
Feng, Guohua
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Hansen, Anne Lundgaard
1
Hartman, Brian
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Klüppelberg, Claudia
1
Lahaye, Jérôme
1
Lally, Nathan
1
Li, Yifan
1
Lin, Binghuan
1
Loisel, Stéphane
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Preve, Daniel P. A.
1
Rastegari, Javad
1
Rockinger, Michael
1
Sarno, Lucio
1
Shimizu, Yasutaka
1
Stentoft, Lars
1
Stupfler, Gilles
1
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Insurance / Mathematics & economics
Journal of banking & finance
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
35
Econometric reviews
29
Economic modelling
27
Econometric theory
24
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Finance research letters
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of financial econometrics
15
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Econometrics : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Mathematics of operations research
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Operations research
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Applied economics letters
7
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International journal of financial engineering
7
Journal of productivity analysis
7
Journal of the American Statistical Association : JASA
7
Quantitative economics : QE ; journal of the Econometric Society
7
Risks : open access journal
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
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:
3
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
4
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
5
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
6
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:
7
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
8
Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
Saved in:
9
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:
10
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:
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