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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of banking & finance"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kapitaleinkommen
Estimation theory
230
Schätztheorie
230
Estimation
65
Schätzung
61
Statistical distribution
50
Statistische Verteilung
50
Risikomaß
33
Risk measure
33
Regression analysis
29
Regressionsanalyse
29
Time series analysis
29
Zeitreihenanalyse
29
Portfolio selection
28
Portfolio-Management
28
Forecasting model
26
Prognoseverfahren
26
ARCH model
23
ARCH-Modell
23
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Risk
22
Volatilität
22
Risiko
21
Multivariate Verteilung
19
Multivariate distribution
19
Börsenkurs
18
Share price
18
Measurement
17
Messung
17
Capital income
16
Ausreißer
14
Outliers
14
Theorie
14
Theory
14
Risikomanagement
13
Risk management
13
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English
43
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Guillou, Armelle
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Taylor, Greg
2
Wong, Bernard
2
Adams, Zeno
1
Alexander, Carol
1
Aslanidis, Nektarios
1
Belasri, Yassine
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Casas, Isabel
1
Cenedese, Gino
1
Chan, Kam C.
1
Chavez-Demoulin, Valérie
1
Clare, Andrew D.
1
Clements, Adam
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Escobar, Marcos
1
Esmaeili, Habib
1
Faff, Robert W.
1
Feng, Guohua
1
Foster, Michael E.
1
Füss, Roland
1
Glück, Thorsten
1
Goegebeur, Yuri
1
Golosnoy, Vasyl
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hamid, Alain
1
Hamzaoui, Nessrine
1
Hansen, Anne Lundgaard
1
Hartman, Brian
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Huang, Chao
1
Jondeau, Eric
1
Kaeck, Andreas
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Insurance / Mathematics & economics
International journal of economics and financial issues : IJEFI
Journal of banking & finance
Journal of econometrics
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
42
Discussion paper / Tinbergen Institute
38
Journal of empirical finance
37
Econometric reviews
33
Economic modelling
28
Finance research letters
28
CREATES research paper
27
Econometric theory
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of risk and financial management : JRFM
19
Quantitative finance
19
Journal of financial econometrics
18
Econometrics : open access journal
17
European journal of operational research : EJOR
17
International journal of forecasting
17
International journal of theoretical and applied finance
17
Journal of forecasting
17
SFB 649 discussion paper
17
The econometrics journal
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Computational economics
14
Cowles Foundation discussion paper
13
Journal of financial economics
13
Journal of mathematical finance
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NBER Working Paper
13
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper
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Discussion papers of interdisciplinary research project 373
12
Mathematics of operations research
12
Working paper / National Bureau of Economic Research, Inc.
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
NBER working paper series
11
The review of financial studies
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
3
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
4
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
5
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
6
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
7
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
8
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
9
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
10
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
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