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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Maximum-Likelihood-Schätzung
Portfolio-Management
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
8
ARCH model
6
ARCH-Modell
6
Portfolio selection
6
Risikomaß
6
Risk measure
6
Statistical test
6
Statistischer Test
6
Volatilität
6
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5
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1
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19
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Article in journal
Aufsatz in Zeitschrift
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English
19
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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
Deng, Xue
1
Dias, Fabio S.
1
Gao, Kang
1
Gulliksson, Mårten
1
Herbst, Edward P.
1
Jebabli, Ikram
1
Khorunzhina, Natalia
1
Kibria, B. M. Golam
1
Kouaissah, Noureddine
1
Li, Yong
1
Liang, Ying
1
Mazur, Stepan
1
Mozumder, Sharif
1
Månsson, Kristofer
1
Ortobelli Lozza, Sergio
1
Peters, Gareth
1
Richard, Jean-François
1
Santos, Antonio A. F.
1
Su, Kuangxi
1
Sun, Edward W.
1
Truchis, Gilles de
1
Tucci, Marco Paolo
1
Wang, Bo
1
Wang, Shaoping
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Wang, Weiguo
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Wang, Yu-Jen
1
Wei Gao
1
Xie, Wenzhao
1
Yao, Yinhong
1
Yu, Gang
1
Yu, Min-Teh
1
Zhang, Jinyu
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Computational economics
Journal of econometrics
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
48
Econometric reviews
42
Journal of empirical finance
32
Journal of banking & finance
30
European journal of operational research : EJOR
29
Finance research letters
29
Economic modelling
25
Quantitative finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometric theory
22
Insurance / Mathematics & economics
20
International journal of theoretical and applied finance
20
Journal of financial econometrics
20
The econometrics journal
20
Journal of risk and financial management : JRFM
19
Econometrics : open access journal
18
International journal of forecasting
18
Journal of risk
17
Journal of the American Statistical Association : JASA
17
Journal of forecasting
16
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
Applied economics letters
11
Operations research
11
Risks : open access journal
11
The European journal of finance
11
Financial markets and portfolio management
10
Journal of economic dynamics & control
10
Journal of mathematical finance
10
Statistics in transition : an international journal of the Polish Statistical Association
10
International journal of economics and financial issues : IJEFI
9
Quantitative economics : QE ; journal of the Econometric Society
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Finance and stochastics
8
International review of financial analysis
8
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ECONIS (ZBW)
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1
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
2
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:
3
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:
4
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:
5
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
6
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:
7
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:
8
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
9
An iterative approach to ill-conditioned optimal portfolio selection
Gulliksson, Mårten
;
Mazur, Stepan
- In:
Computational economics
56
(
2020
)
4
,
pp. 773-794
Persistent link: https://www.econbiz.de/10012390467
Saved in:
10
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
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