//--> //--> //--> //-->
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
subject:"India"
~isPartOf:"Computational economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
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
India
ARCH-Modell
Stochastic process
Estimation theory
180
Schätztheorie
180
Time series analysis
51
Zeitreihenanalyse
51
Estimation
34
Schätzung
33
Regression analysis
27
Regressionsanalyse
27
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Volatility
22
Volatilität
22
ARCH model
17
Stochastischer Prozess
16
Forecasting model
15
Prognoseverfahren
15
Risikomaß
15
Risk measure
15
Capital income
14
Kapitaleinkommen
14
Simulation
13
Bayes-Statistik
12
Bayesian inference
12
Correlation
12
Korrelation
12
Market microstructure
11
Marktmikrostruktur
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
State space model
11
Statistical test
11
Statistischer Test
11
Theorie
11
Theory
11
Zustandsraummodell
11
Bootstrap approach
10
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Boubaker, Heni
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Akira Toda, Alexis
1
Andreasen, Martin Møller
1
Audrino, Francesco
1
Bartolucci, Francesco
1
Battaglia, Francesco
1
Bu, Ruijun
1
Cagnone, Silvia
1
Caldeira, João F.
1
Chen, Yi-ting
1
Choudhry, Taufiq
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Dempsey, Michael
1
Di, Jianing
1
Engle, Robert F.
1
Feng, Dingan
1
Feng, Xuejie
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
Giet, Ludovic
1
Gooijer, Jan G. de
1
Haag, Berthold R.
1
Hadri, Kaddour
1
Herwartz, Helmut
1
Hurn, Stan
1
Härdle, Wolfgang
1
Jeisman, J. I.
1
Jiang, George J.
1
Khorunzhina, Natalia
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Midiliç, Murat
1
Moura, Guilherme Valle
1
Mozumder, Sharif
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
more ...
less ...
Published in...
All
Computational economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
102
Econometric theory
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
34
Economics letters
33
The Indian economic journal
32
Econometric reviews
29
CREATES research paper
27
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
The Indian journal of economics
23
Journal of empirical finance
22
Economic modelling
20
The econometrics journal
19
Finance research letters
16
International journal of forecasting
16
Econometrics : open access journal
15
Journal of forecasting
15
Journal of risk and financial management : JRFM
15
Journal of banking & finance
14
Applied economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Journal of mathematical finance
13
Journal of risk
13
Journal of time series econometrics
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Cowles Foundation discussion paper
12
Discussion papers of interdisciplinary research project 373
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
SFB 649 discussion paper
12
Applied economics letters
11
Insurance / Mathematics & economics
11
International journal of economics and financial issues : IJEFI
11
Mathematics of operations research
11
Operations research
11
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
2
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
3
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
4
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
5
Estimation of STAR-GARCH models with iteratively weighted least squares
Midiliç, Murat
- In:
Computational economics
55
(
2020
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10012222593
Saved in:
6
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
7
A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie
;
Zhang, Chiping
- In:
Computational economics
55
(
2020
)
3
,
pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
Saved in:
8
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
9
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
10
Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles
Sun, Edward W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->