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type_genre:"Article in journal"
subject:"Nichtparametrisches Verfahren"
~subject:"Stochastic process"
~isPartOf:"Journal of mathematical finance"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Stochastic process
Estimation theory
25
Schätztheorie
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ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
Statistical distribution
7
Statistische Verteilung
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Volatilität
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Capital income
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Time series analysis
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Density Estimation
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Diffusion Processes
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Interest Rate Models
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Interest rate
2
Manhattan Distance
2
Markov chain
2
Markov-Kette
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Maximum Likelihood Estimation
2
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Article in journal
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Koulis, Theodoro
2
Bishwal, Jaya Prakasah Narayan
1
Ensor, Katherine Bennett
1
Esen, Halil Erturk
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Ginley, Matthew
1
Hurley, William J.
1
Kosta, Olga
1
Mashele, Hopolang P.
1
Paseka, Alexander
1
Scott, David W.
1
Sonono, Masimba E.
1
Stepanova, Natalia
1
Thavaneswaran, Aera
1
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Journal of mathematical finance
Journal of econometrics
362
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Econometric theory
112
Economics letters
94
Econometric reviews
92
Journal of the American Statistical Association : JASA
79
The econometrics journal
65
Quantitative economics : QE ; journal of the Econometric Society
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
37
European journal of operational research : EJOR
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Economic modelling
26
Econometrics : open access journal
25
Insurance / Mathematics & economics
21
Computational economics
20
Journal of applied econometrics
19
Journal of productivity analysis
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Operations research
18
Journal of empirical finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of risk and financial management : JRFM
16
Applied economics letters
15
International journal of forecasting
15
Energy economics
14
Journal of banking & finance
12
Applied economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Mathematics of operations research
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Risks : open access journal
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Journal of econometric methods
9
Operations research letters
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Quantitative finance
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Annals of economics and statistics
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Cambridge working papers in economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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The review of economic studies
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INFORMS journal on computing : JOC
7
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
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:
2
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
3
Efficient density estimation and value at risk using Fejér-type kernel functions
Kosta, Olga
;
Stepanova, Natalia
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 480-504
Persistent link: https://www.econbiz.de/10011440699
Saved in:
4
Prediction of stock price movement using continuous time models
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
Saved in:
5
Recursive estimation for continuous time stochastic volatility models using the Milstein approximation
Koulis, Theodoro
;
Paseka, Alexander
;
Thavaneswaran, …
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 357-365
Persistent link: https://www.econbiz.de/10010239543
Saved in:
6
Calculating first moments and confidence intervals for generalized stochastic dividend discount models
Hurley, William J.
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 275-279
Persistent link: https://www.econbiz.de/10010239571
Saved in:
7
Inference for interest rate models using Milstein’s approximation
Koulis, Theodoro
;
Thavaneswaran, Aera
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 110-118
Persistent link: https://www.econbiz.de/10010240817
Saved in:
8
Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
Saved in:
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