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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~language:"eng"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Maximum-Likelihood-Schätzung
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Regression analysis
20
Regressionsanalyse
20
Estimation
19
Schätzung
18
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Simulation
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Maximum likelihood estimation
8
Panel
8
Panel study
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
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ARCH model
6
ARCH-Modell
6
Portfolio selection
6
Portfolio-Management
6
Risikomaß
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Risk measure
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Statistical test
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6
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13
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Article in journal
Aufsatz in Zeitschrift
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English
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Aloy, Marcel
1
Andreasen, Martin Møller
1
Bartolucci, Francesco
1
Cagnone, Silvia
1
Cervellera, Gian P.
1
Choudhry, Taufiq
1
De Rossi, Giuliano
1
Dempsey, Michael
1
Gao, Kang
1
Herbst, Edward P.
1
Khorunzhina, Natalia
1
Kibria, B. M. Golam
1
Li, Yong
1
Mozumder, Sharif
1
Månsson, Kristofer
1
Richard, Jean-François
1
Santos, Antonio A. F.
1
Truchis, Gilles de
1
Tucci, Marco Paolo
1
Wang, Bo
1
Wang, Shaoping
1
Wang, Weiguo
1
Wei Gao
1
Yu, Gang
1
Zhang, Jinyu
1
Zhang, Qiaosen
1
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Computational economics
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
45
Econometric reviews
40
Economic modelling
24
Econometric theory
22
Journal of empirical finance
21
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
The econometrics journal
19
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
International journal of forecasting
16
Quantitative finance
16
Journal of financial econometrics
15
European journal of operational research : EJOR
14
Finance research letters
14
Journal of banking & finance
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Insurance / Mathematics & economics
11
Applied economics
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Applied economics letters
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Quantitative economics : QE ; journal of the Econometric Society
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of applied econometrics
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Journal of quantitative economics
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ECONIS (ZBW)
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1
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
2
Maximum likelihood estimation methods for Copula models
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
;
Zhang, Qiaosen
- In:
Computational economics
60
(
2022
)
1
,
pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
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
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:
6
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:
7
Estimating dynamic binary panel data model with random effects : a computational note
Yu, Gang
;
Wei Gao
;
Wang, Weiguo
;
Wang, Shaoping
- In:
Computational economics
51
(
2018
)
3
,
pp. 535-539
Persistent link: https://www.econbiz.de/10011963705
Saved in:
8
A note on the estimation of a gamma-variance process : learning from a failure
Cervellera, Gian P.
;
Tucci, Marco Paolo
- In:
Computational economics
49
(
2017
)
3
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011762113
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
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
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