//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Computational economics"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Risikomaß
Estimation theory
123
Schätztheorie
123
Time series analysis
34
Zeitreihenanalyse
34
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Estimation
21
Regression analysis
20
Regressionsanalyse
20
Schätzung
20
Stochastic process
14
Stochastischer Prozess
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Simulation
13
Volatilität
11
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Bootstrap approach
9
Bootstrap-Verfahren
9
Option pricing theory
9
Optionspreistheorie
9
Statistical distribution
9
Statistische Verteilung
9
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Prognoseverfahren
8
ARCH model
7
ARCH-Modell
7
Portfolio selection
7
Portfolio-Management
7
Correlation
6
Korrelation
6
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
17
Author
All
Abramov, Vyacheslav M.
1
Afuecheta, Emmanuel
1
Aloy, Marcel
1
Alvarez, Susana
1
Baixauli, J. Samuel
1
Bartolucci, Francesco
1
Biscay, R. J.
1
Cagnone, Silvia
1
Chan, Stephen
1
Choudhry, Taufiq
1
Dallakyan, Aramayis
1
Dempsey, Michael
1
Deng, Xue
1
Hansen, James V.
1
Jacquier, Antoine
1
Jiménez, Juan Carlos
1
Khorunzhina, Natalia
1
Klebaner, Fima C.
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Larsen, Brad J.
1
Liang, Ying
1
Mahakud, Jitendra
1
McDonald, James B.
1
Mijatovi´c, Aleksandar
1
Mozumder, Sharif
1
Nadarajah, Saralees
1
Ozaki, Tohru
1
Richard, Jean-François
1
Santos, Antonio A. F.
1
Sun, Edward W.
1
Theodossiou, Panayiotis
1
Truchis, Gilles de
1
Wang, Bo
1
Wang, Yu-Jen
1
Yu, Min-Teh
1
Zhu, Shunwei
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Computational economics
Journal of econometrics
126
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
26
Econometric reviews
24
Insurance / Mathematics & economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk
24
Journal of empirical finance
22
Journal of banking & finance
21
Quantitative finance
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Finance research letters
18
Journal of financial econometrics
18
Economic modelling
17
International journal of forecasting
17
International journal of theoretical and applied finance
17
Econometric theory
15
Journal of risk and financial management : JRFM
13
The econometrics journal
13
Econometrics : open access journal
12
Journal of forecasting
12
The North American journal of economics and finance : a journal of financial economics studies
12
European journal of operational research : EJOR
10
Risks : open access journal
10
The journal of risk model validation
10
Finance and stochastics
9
International journal of economics and financial issues : IJEFI
9
Journal of mathematical finance
9
Applied economics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
The European journal of finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of financial engineering
6
International journal of monetary economics and finance
6
Applied economics letters
5
Applied financial economics
5
CBN journal of applied statistics
5
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
2
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
3
Nonparanormal structural VAR for non-Gaussian data
Dallakyan, Aramayis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1093-1113
Persistent link: https://www.econbiz.de/10012543263
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
Saved in:
10
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->