//--> //--> //--> //-->
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:"Monte Carlo simulation"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Statistische Verteilung
Volatilität
Estimation theory
5,263
Schätztheorie
5,262
Estimation
1,262
Schätzung
1,237
Time series analysis
970
Zeitreihenanalyse
970
Regression analysis
920
Regressionsanalyse
917
Nichtparametrisches Verfahren
725
Nonparametric statistics
725
Prognoseverfahren
523
Forecasting model
522
Panel
417
Panel study
417
Volatility
414
Statistical test
394
Statistischer Test
394
Statistical distribution
345
Bayesian inference
320
Bayes-Statistik
317
ARCH model
289
ARCH-Modell
289
Stochastic process
266
Stochastischer Prozess
266
Maximum likelihood estimation
261
Maximum-Likelihood-Schätzung
259
Capital income
251
Kapitaleinkommen
251
Correlation
244
Korrelation
243
Method of moments
242
Momentenmethode
241
Statistical inference
224
Induktive Statistik
221
Autocorrelation
218
Autokorrelation
216
Monte-Carlo-Simulation
214
more ...
less ...
Online availability
All
Undetermined
Free
1,509
Type of publication
All
Article
869
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
847
Aufsatz in Zeitschrift
847
Arbeitspapier
24
Working Paper
24
Aufsatz im Buch
22
Book section
22
Graue Literatur
22
Non-commercial literature
22
Conference paper
5
Konferenzbeitrag
5
Aufgabensammlung
1
Hochschulschrift
1
Lehrbuch
1
Thesis
1
more ...
less ...
Language
All
English
897
German
1
Author
All
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Tsionas, Efthymios G.
7
Dufour, Jean-Marie
6
Francq, Christian
6
Hoga, Yannick
6
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Cui, Zhenyu
5
Li, Yong
5
Liu, Zhi
5
Maheswaran, S.
5
Parmeter, Christopher F.
5
Schorfheide, Frank
5
Sentana, Enrique
5
Wu, Ximing
5
Zhang, Xibin
5
Amengual, Dante
4
Ardia, David
4
Bollerslev, Tim
4
Boubaker, Heni
4
Fernández-Villaverde, Jesús
4
Guillou, Armelle
4
Mancino, Maria Elvira
4
Sucarrat, Genaro
4
Wang, Yazhen
4
Wen, Kuangyu
4
Wu, Xinyu
4
Zhang, Lan
4
Zheng, Xinghua
4
Ñíguez, Trino-Manuel
4
Bauwens, Luc
3
Bera, Anil K.
3
Buccheri, Giuseppe
3
Carnero, M. Angeles
3
Carrasco, Marine
3
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Springer Fachmedien Wiesbaden
1
Published in...
All
Journal of econometrics
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Economics letters
35
Econometric reviews
34
Insurance / Mathematics & economics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
International journal of forecasting
24
Computational economics
22
Finance research letters
19
Journal of financial econometrics
19
Econometric theory
16
European journal of operational research : EJOR
16
Applied economics
15
Economic modelling
14
Quantitative finance
14
The econometrics journal
14
Journal of empirical finance
11
Journal of mathematical finance
11
Discussion papers / CEPR
10
Journal of quantitative economics
10
Applied economics letters
9
Journal of risk
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
Journal of banking & finance
7
The journal of risk model validation
7
Energy economics
6
Journal of time series econometrics
6
Operations research
6
Operations research letters
6
The journal of computational finance
6
Working paper / National Bureau of Economic Research, Inc.
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Finance and stochastics
5
International journal of financial engineering
5
International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
more ...
less ...
Source
All
ECONIS (ZBW)
898
Showing
1
-
10
of
898
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
2
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
3
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
4
The wrong skewness problem in stochastic frontier analysis : a review
Papadopoulos, Alecos
;
Parmeter, Christopher F.
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
2
,
pp. 121-134
Persistent link: https://www.econbiz.de/10014502478
Saved in:
5
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
6
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
7
Robust estimation techniques for the tail index of the new Pareto-type distribution
Muhammad Aslam Mohd Safari
;
Masseran, Nurulkamal
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10014519737
Saved in:
8
On Bayesian credibility mean for finite mixture distributions
Jahanbani, Ehsan
;
Najafabadi, Amir T. Payandeh
; …
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10014519964
Saved in:
9
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
10
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->