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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Schätzung
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Regression analysis
20
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Estimation
19
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13
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Boubaker, Heni
2
Aloy, Marcel
1
Bartolucci, Francesco
1
Beek, Misha van
1
Cagnone, Silvia
1
Ceffer, A.
1
Chen, Zhenxi
1
Cheng, Hong
1
Chia, Bryan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
Dempsey, Michael
1
Emirmahmutoglu, Furkan
1
Fernández del Hoyo, Juan J.
1
Gibson, Heather D.
1
Hall, Stephen G.
1
Jebabli, Ikram
1
Khorunzhina, Natalia
1
Kouaissah, Noureddine
1
Levendovszky, J.
1
Llorente, G.
1
Lux, Thomas
1
McDonald, James B.
1
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1
Nonejad, Nima
1
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1
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1
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1
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1
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1
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Computational economics
Journal of econometrics
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Economics letters
121
Econometric reviews
70
Applied economics letters
58
Economic modelling
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Applied economics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
40
Journal of banking & finance
37
The econometrics journal
36
Econometric theory
35
International journal of forecasting
33
Journal of empirical finance
33
Quantitative economics : QE ; journal of the Econometric Society
31
Econometrics : open access journal
28
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26
Journal of the American Statistical Association : JASA
26
Journal of forecasting
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
International journal of economics and financial issues : IJEFI
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Finance research letters
22
Journal of financial econometrics
22
The review of economics and statistics
22
Energy economics
21
European journal of operational research : EJOR
21
Quantitative finance
21
Journal of risk and financial management : JRFM
20
The North American journal of economics and finance : a journal of financial economics studies
19
Insurance / Mathematics & economics
16
Journal of risk
15
International journal of theoretical and applied finance
14
The empirical economics letters : a monthly international journal of economics
14
Applied financial economics
13
The journal of real estate finance and economics
13
American journal of agricultural economics
12
Journal of economic dynamics & control
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1
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
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
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:
4
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:
5
Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin
;
Spånberg, Erik
- In:
Computational economics
55
(
2020
)
3
,
pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
Saved in:
6
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
7
Distributional assumptions and the estimation of contingent valuation models
McDonald, James B.
;
Walton, Daniel B.
;
Chia, Bryan
- In:
Computational economics
56
(
2020
)
2
,
pp. 431-460
Persistent link: https://www.econbiz.de/10012272042
Saved in:
8
Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
Fernández del Hoyo, Juan J.
;
Llorente, G.
;
Rivero, C.
- In:
Computational economics
54
(
2019
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10012134106
Saved in:
9
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:
10
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
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