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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~accessRights:"restricted"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Estimation"
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Estimation theory
ARCH model
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18,707
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18,663
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3,617
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3,617
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2,615
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2,615
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16
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11
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11
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10
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10
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10
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9
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9
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9
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8
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8
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
Balcilar, Mehmet
5
Baltagi, Badi H.
5
Bollerslev, Tim
5
Floros, Christos
5
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Journal of econometrics
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75
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Economic modelling
68
Finance research letters
68
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
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International review of economics & finance : IREF
43
Applied economics letters
42
The North American journal of economics and finance : a journal of financial economics studies
42
International review of financial analysis
34
International journal of forecasting
33
Journal of empirical finance
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Research in international business and finance
27
Journal of financial econometrics
26
Computational economics
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25
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23
Journal of international financial markets, institutions & money
23
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19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Quantitative finance
18
Journal of economic dynamics & control
17
Review of quantitative finance and accounting
16
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
15
The econometrics journal
15
Theoretical economics letters
15
International journal of economics and finance
13
International journal of finance & economics : IJFE
13
Journal of quantitative economics
13
The European journal of finance
12
European journal of operational research : EJOR
11
Journal of applied econometrics
11
Journal of economics and finance
11
Journal of forecasting
11
Journal of international money and finance
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ECONIS (ZBW)
2,136
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10
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1
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
2
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
3
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
Saved in:
4
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Bates, Michael
;
Kim, Seolah
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 679-696
Persistent link: https://www.econbiz.de/10014562849
Saved in:
5
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
Saved in:
6
Estimation and test of a simple model of robust capital asset pricing : an info-metrics approach
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
International review of finance : the official journal …
24
(
2024
)
2
,
pp. 213-235
Persistent link: https://www.econbiz.de/10014575523
Saved in:
7
Correlation between vaccination and child mortality rate using multivariate linear regression model
Revathi, A.
;
Kaladevi, R.
;
Vimaladevi, M.
;
Hariharan, S.
; …
- In:
Journal of information & knowledge management : JIKM
23
(
2024
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014575725
Saved in:
8
Using web-data to estimate spatial regression models
Arbia, Giuseppe
;
Nardelli, Vincenzo
- In:
International regional science review : IRSR ; an …
47
(
2024
)
2
,
pp. 204-226
Persistent link: https://www.econbiz.de/10014575852
Saved in:
9
Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
Hong, Shuifeng
;
Luo, Yimin
;
Li, Mengya
;
Yang, Duoping
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014504706
Saved in:
10
The impact of investor protection on stock market volatility
Silva, João
;
Febra, Lígia
;
Costa, Magali
- In:
Review of accounting & finance
23
(
2024
)
1
,
pp. 80-103
Persistent link: https://www.econbiz.de/10014512216
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