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subject:"Zeitreihenanalyse"
accessRights:"restricted"
~source:"econis"
~isPartOf:"Journal of mathematical finance"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
16
Schätztheorie
16
ARCH model
7
ARCH-Modell
7
Statistical distribution
7
Statistische Verteilung
7
Estimation
6
Schätzung
6
Time series analysis
5
Volatility
5
Volatilität
5
GARCH
4
Risikomaß
4
Risk measure
4
Autocorrelation Function
2
Capital income
2
Change-Point
2
Correlation
2
Density Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Korrelation
2
Manhattan Distance
2
Model Order
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
2
Value-at-Risk
2
ARCH
1
Asymptotic Minimaxity
1
BCa Confidence Intervals
1
Backtesting
1
Bayes-Statistik
1
Bayesian Method
1
Bayesian inference
1
Bitcoin
1
Bond Pricing
1
Börsenkurs
1
Change Point
1
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English
5
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Adewuyi, Adejumo Wahab
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Irungu, Irene W.
1
Mundia, Simon
1
Mwita, Peter N.
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Waititu, Antony G.
1
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Journal of mathematical finance
Journal of econometrics
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economics letters
44
International journal of forecasting
38
Journal of time series econometrics
37
Econometric theory
36
Computational economics
24
The econometrics journal
17
Applied economics letters
16
Economic modelling
16
Journal of financial econometrics
13
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
Journal of forecasting
10
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Energy economics
8
Journal of quantitative economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Quantitative finance
7
Journal of risk
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
International journal of economics and finance
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of production economics
4
International journal of production research
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
Astin bulletin : the journal of the International Actuarial Association
3
Finance and stochastics
3
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ECONIS (ZBW)
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1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
3
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
4
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
5
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
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