//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Bayesian inference"
~type_genre:"Government document"
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
Volatility
Bayesian inference
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Regression analysis
20
Regressionsanalyse
20
Estimation
19
Schätzung
18
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Simulation
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Stochastic process
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
ARCH model
6
ARCH-Modell
6
Portfolio selection
6
Portfolio-Management
6
Risikomaß
6
Risk measure
6
Statistical test
6
Statistischer Test
6
Volatilität
6
Capital income
5
more ...
less ...
Online availability
All
Undetermined
10
Free
3
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Aloy, Marcel
1
Bartolucci, Francesco
1
Cagnone, Silvia
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Gonçalves, Kelly C. M.
1
Herbst, Edward P.
1
Khorunzhina, Natalia
1
Liang, Kun
1
Lux, Thomas
1
Mendonça, Mário Jorge Cardoso de
1
Mozumder, Sharif
1
Nascimento, Marcus L.
1
Platt, Donovan
1
Richard, Jean-François
1
Santos, Antonio A. F.
1
Tanaka, Masahiro
1
Truchis, Gilles de
1
Wang, Bo
1
Xia, Qiang
1
Yang, Fengkai
1
Yuan, Haijing
1
Zhang, Dabin
1
Zheng, Xiaobing
1
Zhu, Shunwei
1
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
38
Econometric reviews
30
Economic modelling
28
International journal of forecasting
25
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometric theory
18
The econometrics journal
18
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
Finance research letters
16
Journal of banking & finance
15
Journal of forecasting
15
European journal of operational research : EJOR
14
Journal of applied econometrics
14
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
12
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
Applied economics
10
Applied economics letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Central European journal of economic modelling and econometrics
7
Risks : open access journal
7
Statistics in transition : an international journal of the Polish Statistical Association
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Spatio-temporal instrumental variables regression with missing data : a Bayesian approach
Nascimento, Marcus L.
;
Gonçalves, Kelly C. M.
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10014327216
Saved in:
2
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
5
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
6
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:
7
Bayesian inference of local projections with roughness penalty priors
Tanaka, Masahiro
- In:
Computational economics
55
(
2020
)
2
,
pp. 629-651
Persistent link: https://www.econbiz.de/10012223655
Saved in:
8
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
9
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
10
A non-iterative Bayesian sampling algorithm for linear regression models with scale mixtures of normal distributions
Yang, Fengkai
;
Yuan, Haijing
- In:
Computational economics
49
(
2017
)
4
,
pp. 579-597
Persistent link: https://www.econbiz.de/10011762138
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->