//--> //--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"SFB 649 discussion paper"
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
Stochastischer Prozess
Volatility
Estimation theory
279
Schätztheorie
279
Estimation
65
Schätzung
61
Statistical distribution
56
Statistische Verteilung
56
Nichtparametrisches Verfahren
54
Nonparametric statistics
54
Theorie
52
Theory
52
Time series analysis
45
Zeitreihenanalyse
45
Regression analysis
44
Regressionsanalyse
44
Risikomaß
38
Risk measure
38
Portfolio selection
28
Portfolio-Management
28
Forecasting model
24
Multivariate Verteilung
24
Multivariate distribution
24
Prognoseverfahren
24
Risk
24
Risiko
23
Volatilität
23
Stochastic process
22
Correlation
21
Korrelation
21
Measurement
17
Messung
17
ARCH model
15
ARCH-Modell
15
Ausreißer
15
Bayes-Statistik
15
Bayesian inference
15
Börsenkurs
15
Outliers
15
Risikomanagement
15
more ...
less ...
Online availability
All
Free
15
Undetermined
13
Type of publication
All
Article
24
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Language
All
English
39
Author
All
Reiß, Markus
6
Bibinger, Markus
5
Hautsch, Nikolaus
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Guillou, Armelle
2
Kappus, Johanna
2
Malec, Peter
2
Söhl, Jakob
2
Taylor, Greg
2
Wong, Bernard
2
Yang, Fuyu
2
Alexander, Carol
1
Altmeyer, Randolf
1
Bocart, Fabian Y. R. P.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Chavez-Demoulin, Valérie
1
Clements, Adam
1
Escobar, Marcos
1
Esmaeili, Habib
1
Faff, Robert W.
1
Feng, Guohua
1
Golosnoy, Vasyl
1
Hafner, Christian M.
1
Hamid, Alain
1
Hansen, Anne Lundgaard
1
Hartman, Brian
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Klüppelberg, Claudia
1
Lahaye, Jérôme
1
Lally, Nathan
1
Li, Yifan
1
Lin, Binghuan
1
Loisel, Stéphane
1
Nickl, Richard
1
Nolte, Ingmar
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of banking & finance
SFB 649 discussion paper
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Econometric reviews
29
Economic modelling
27
CREATES research paper
26
Econometric theory
24
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Finance research letters
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of financial econometrics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Mathematics of operations research
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Operations research
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
NBER Working Paper
9
Working paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Handbook of financial time series
8
International journal of economics and financial issues : IJEFI
8
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
31
-
39
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
32
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho
;
Lin, Binghuan
;
Yang, Hanxue
- In:
Journal of banking & finance
43
(
2014
),
pp. 200-211
Persistent link: https://www.econbiz.de/10010410004
Saved in:
33
Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhang, Zhimin
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 168-177
Persistent link: https://www.econbiz.de/10010469141
Saved in:
34
Estimation of the parameters of a Markov-modulated loss process in insurance
Guillou, Armelle
;
Loisel, Stéphane
;
Stupfler, Gilles
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 388-404
Persistent link: https://www.econbiz.de/10010195915
Saved in:
35
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
Saved in:
36
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
37
Parameter estimation of a bivariate compound Poisson process
Esmaeili, Habib
;
Klüppelberg, Claudia
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 224-233
Persistent link: https://www.econbiz.de/10008654242
Saved in:
38
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
39
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
First
Prev
1
2
3
4
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->