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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Bayesian inference"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Estimation theory
177
Schätztheorie
177
Technical efficiency
32
Technische Effizienz
32
Production function
28
Produktionsfunktion
28
Regression analysis
28
Regressionsanalyse
28
Mathematical programming
25
Mathematische Optimierung
25
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Data envelopment analysis
22
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22
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19
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Robustes Verfahren
18
Estimation
17
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17
Portfolio selection
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Least squares method
13
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Statistical distribution
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Probability theory
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Forecasting model
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9
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Article in journal
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Tsionas, Efthymios G.
3
Andreeva, Galina
1
Badescu, Alexandru
1
Bodnar, Taras
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Crook, Jonathan N.
1
Dyer, James S.
1
Elliott, Robert J.
1
Fouskakis, D.
1
Hahn, Warren J.
1
Heidergott, Bernd
1
Kharroubi, Samer A.
1
Lee, Yong Woong
1
Mallick, Sushanta Kumar
1
Mazur, Stepan
1
McCabe, Christopher
1
Meng, Xiaochun
1
Musal, R. Muzaffer
1
Okhrin, Yarema
1
Ortega, Juan-Pablo
1
Polemis, Michael
1
Rösch, Daniel
1
Scheule, Harald
1
Shiraya, Kenichiro
1
Skevas, Ioannis
1
Skevas, Theodoros
1
Soyer, Refik
1
Taylor, James W.
1
Volk-Makarewicz, Warren
1
Wang, Zheqi
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European journal of operational research : EJOR
Journal of econometrics
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
38
Econometric reviews
30
Economic modelling
28
International journal of forecasting
25
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometric theory
18
The econometrics journal
18
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
Finance research letters
16
Journal of banking & finance
15
Journal of forecasting
15
Journal of applied econometrics
14
Journal of financial econometrics
14
Computational economics
13
International journal of theoretical and applied finance
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
12
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
Applied economics
10
Applied economics letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Central European journal of economic modelling and econometrics
7
Risks : open access journal
7
Statistics in transition : an international journal of the Polish Statistical Association
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
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ECONIS (ZBW)
14
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
3
A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency
Skevas, Ioannis
;
Skevas, Theodoros
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 1131-1142
Persistent link: https://www.econbiz.de/10012533813
Saved in:
4
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
5
Quantile stochastic frontiers
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1177-1184
Persistent link: https://www.econbiz.de/10012161889
Saved in:
6
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
7
On the estimation of total factor productivity : a novel Bayesian non-parametric approach
Tsionas, Efthymios G.
;
Polemis, Michael
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 886-902
Persistent link: https://www.econbiz.de/10012102208
Saved in:
8
A Bayesian semiparametric approach to stochastic frontiers and productivity
Tsionas, Efthymios G.
;
Mallick, Sushanta Kumar
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 391-402
Persistent link: https://www.econbiz.de/10011990080
Saved in:
9
Bayesian estimation of the global minimum variance portfolio
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 292-307
Persistent link: https://www.econbiz.de/10011611271
Saved in:
10
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
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