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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Journal of risk"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Schätzung
Zeitreihenanalyse
Estimation theory
21
Schätztheorie
21
Risikomaß
13
Risk measure
13
ARCH model
10
ARCH-Modell
10
Estimation
10
Portfolio selection
9
Portfolio-Management
9
Time series analysis
6
Risiko
5
Risk
5
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
4
Statistical distribution
4
Statistische Verteilung
4
expected shortfall (ES)
4
value-at-risk (VaR)
4
Forecasting model
3
Measurement
3
Messung
3
Prognoseverfahren
3
generalized autoregressive conditional heteroscedasticity (GARCH)
3
Aktienindex
2
Autocorrelation
2
Autokorrelation
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Bias
2
Bootstrap-Verfahren
2
Börsenkurs
2
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2
Korrelation
2
Market risk
2
Original research
2
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Aufsatz in Zeitschrift
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English
14
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Ardia, David
1
Auer, Benjamin R.
1
Belhad, Ahmed
1
Berens, Tobias
1
Cipra, Tomáš
1
Feng, Yuanhua
1
Fischer, Matthias
1
Gatarek, Lukasz
1
Goldman, Elena
1
Guo, Zi-Yi
1
Hendrych, Radek
1
Hoogerheide, Lennart
1
Kabaila, Paul
1
Lamb, John D.
1
Lauria, Davide
1
Letmathe, Sebastian
1
Luger, Richard
1
Mainzer, Rheanna
1
Monville, Maura E.
1
Nagl, Maximilian
1
Pfeuffer, Marius
1
Qiao, Xiao
1
Rösch, Daniel
1
Schuhmacher, Frank
1
Shen, Xiangjin
1
Tee, Kaihong
1
Trindade, A. Alexandre
1
Uhde, André
1
Wang, Yongning
1
Weiß, Gregory N. F.
1
Wu, Xinyu
1
Xia, Michelle
1
Zhang, Huanming
1
Ziggel, Daniel
1
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Journal of risk
Journal of econometrics
304
Economics letters
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Econometric reviews
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
International journal of forecasting
48
Econometric theory
45
Economic modelling
38
Journal of time series econometrics
38
The econometrics journal
35
Computational economics
33
Applied economics letters
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Finance research letters
26
Applied economics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Journal of financial econometrics
20
European journal of operational research : EJOR
19
Journal of empirical finance
17
Journal of forecasting
17
Journal of quantitative economics
17
Energy economics
16
Insurance / Mathematics & economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of banking & finance
13
Journal of applied econometrics
12
Quantitative finance
12
Journal of economic dynamics & control
10
Regional science & urban economics
10
Journal of econometric methods
9
Theoretical economics letters
9
International journal of economics and finance
8
Journal of mathematical finance
8
Scandinavian actuarial journal
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International journal of computational economics and econometrics : IJCEE
7
Letters in spatial and resource sciences : LSRS
7
International journal of financial engineering
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
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ECONIS (ZBW)
14
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1
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
2
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
3
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
4
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
5
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
6
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
7
Bias-corrected estimators for the Vasicek model : an application in risk measure estimation
Guo, Zi-Yi
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 71-104
Persistent link: https://www.econbiz.de/10012500264
Saved in:
8
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
9
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
10
Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek
;
Cipra, Tomáš
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012117479
Saved in:
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