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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Kointegration"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Statistical distribution
Estimation theory
409
Schätztheorie
409
Theorie
204
Theory
204
Time series analysis
62
Zeitreihenanalyse
62
Estimation
51
Schätzung
51
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
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22
Regressionsanalyse
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19
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Monte Carlo simulation
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USA
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Statistical theory
11
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Gouriéroux, Christian
3
Jasiak, Joann
3
Butucea, Cristina
2
Dabo-Niang, Sophie
2
Kim, Jong-Min
2
Lardjane, Salim
2
Moosa, Imad A.
2
Abutaleb, Ahmed S.
1
Ahmad, Yamin
1
Bampinas, Georgios
1
Bertail, Patrice
1
Bertholon, Henri
1
Burns, Kelly
1
Ceffer, Attila
1
Chan, F.
1
Chiu, Yen-Chen
1
Choi, Pilsun
1
Chuang, I-Yuan
1
Dauxois, Jean-Yves
1
De Jongh, Riaan
1
Di Iorio, Francesca
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Díaz Hernández, Adán
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Fachin, Stefano
1
Fermanian, Jean-David
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Fogarasi, Norbert
1
Fukuda, Kosei
1
Gastineau, Pascal
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Greig, Bruce
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Guerre, Emmanuel
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Hung, Jui-cheng
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Hwang, Sun Young
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Häfke, Christian
1
Jung, Hojin
1
Kappus, Johanna
1
Karakus, Mustafa C.
1
Khoon, Goh Soo
1
Kirmani, Syed N. U. A.
1
Ladopoulos, Konstantinos
1
Lee, Jun-de
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Applied economics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
246
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economics letters
73
Econometric theory
69
Econometric reviews
68
Discussion paper / Tinbergen Institute
64
Insurance / Mathematics & economics
51
Economic modelling
43
CREATES research paper
42
The econometrics journal
40
Econometrics : open access journal
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Cowles Foundation discussion paper
34
International journal of forecasting
32
Applied economics letters
29
Journal of empirical finance
28
Discussion papers of interdisciplinary research project 373
26
Discussion paper / Center for Economic Research, Tilburg University
25
European journal of operational research : EJOR
24
Journal of the American Statistical Association : JASA
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Finance research letters
22
Journal of financial econometrics
22
Journal of forecasting
22
Journal of risk and financial management : JRFM
22
SFB 649 discussion paper
22
Journal of banking & finance
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Quantitative finance
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Computational economics
18
International journal of economics and financial issues : IJEFI
17
International journal of theoretical and applied finance
17
NBER Working Paper
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ECONIS (ZBW)
44
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1
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
2
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
Saved in:
5
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
6
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
7
Trading by estimating the quantized forward distribution
Ceffer, Attila
;
Fogarasi, Norbert
;
Levendovszky, Janos
- In:
Applied economics
50
(
2018
)
59
,
pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
Saved in:
8
Bootstrapping the autoregressive distributed lag test for cointegration
McNown, Robert F.
;
Sam, Chung Yan
;
Khoon, Goh Soo
- In:
Applied economics
50
(
2018
)
13
,
pp. 1509-1521
Persistent link: https://www.econbiz.de/10011848808
Saved in:
9
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
10
A comparison of risk aggregation estimates using copulas and Fleishman distributions
Van Vuuren, Gary
;
De Jongh, Riaan
- In:
Applied economics
49
(
2017
)
17
,
pp. 1715-1731
Persistent link: https://www.econbiz.de/10011815395
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