//--> //--> //-->
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
accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of mathematical finance"
~subject:"Estimation"
~subject:"Schätzung"
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
Bootstrap approach
Estimation
Schätzung
Estimation theory
16
Schätztheorie
16
ARCH model
7
ARCH-Modell
7
Statistical distribution
7
Statistische Verteilung
7
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
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
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Adewuyi, Adejumo Wahab
1
Ensor, Katherine Bennett
1
Esen, Halil Erturk
1
Ginley, Matthew
1
Gumbo, Victor
1
Mundia, Simon
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Scott, David W.
1
Siziba, Simiso
1
Zhao, Dianli
1
Zhou, Hanghang
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
80
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Economic modelling
33
Discussion papers / CEPR
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
The econometrics journal
23
Applied economics letters
22
Computational economics
19
Finance research letters
18
International journal of forecasting
18
Applied economics
17
Discussion paper / Centre for Economic Policy Research
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Journal of financial econometrics
16
European journal of operational research : EJOR
15
Econometric theory
14
Insurance / Mathematics & economics
14
Journal of economic dynamics & control
13
Journal of banking & finance
12
Journal of risk
12
Energy economics
11
Journal of quantitative economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of applied econometrics
10
Journal of empirical finance
10
Quantitative finance
10
Journal of forecasting
8
Journal of time series econometrics
8
Regional science & urban economics
8
Journal of econometric methods
7
Theoretical economics letters
7
Working paper / National Bureau of Economic Research, Inc.
7
Letters in spatial and resource sciences : LSRS
6
Operations research
6
Scandinavian actuarial journal
6
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
4
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:
5
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->