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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
67
Schätztheorie
67
Regression analysis
24
Regressionsanalyse
24
Robust statistics
20
Robustes Verfahren
20
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Estimation
12
Schätzung
11
Time series analysis
8
Zeitreihenanalyse
8
Statistical distribution
7
Statistische Verteilung
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Correlation
6
Korrelation
6
Multivariate Analyse
6
Multivariate analysis
6
State space model
5
Zustandsraummodell
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Modellierung
4
Scientific modelling
4
Volatilität
4
Bootstrap
3
Forecasting model
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Prognoseverfahren
3
Ranking method
3
Ranking-Verfahren
3
Sparse estimation
3
Statistical test
3
Statistischer Test
3
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English
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Croux, Christophe
4
Boudt, Kris
2
Gather, Ursula
2
Gelper, Sarah
2
Schettlinger, Karen
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Cornelissen, Jonathan
1
Laurent, Sébastien
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KBI
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Discussion paper / Tinbergen Institute
27
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
CREATES research paper
15
Econometric theory
15
International journal of forecasting
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
The econometrics journal
12
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
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
Working papers
8
GRIPS discussion papers
7
Journal of mathematical finance
7
NBER Working Paper
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
Handbook of financial time series
6
International journal of financial engineering
6
The European journal of finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
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ECONIS (ZBW)
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Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
2
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
3
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
4
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
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