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  • Search: subject:"maximum-likelihood (ML) estimation"
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Estimation theory 2 Schätztheorie 2 maximum likelihood (ML) estimation 2 ARCH model 1 ARCH-Modell 1 Algorithm 1 Algorithmus 1 Autocorrelation 1 Autokorrelation 1 Beta risk 1 Betafaktor 1 CAPM 1 Consumer behaviour 1 Demand 1 Einzelhandel 1 Electric power industry 1 Elektrizitätswirtschaft 1 Estimation 1 Hamilton-Jacobi-Bellman (HJB) equation 1 Konsumentenverhalten 1 Logit model 1 Logit-Modell 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Nachfrage 1 Retail trade 1 Revenue management 1 Revenue-Management 1 Risiko 1 Risk 1 Schätzung 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 autoregressive conditional beta (ACB) 1 choice behavior 1 demand uncensoring 1
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Undetermined 3
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Article 3
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Abdallah, Tarek 1 Blazsek, Szabolcs 1 Edoli, Enrico 1 Gallana, Marco 1 Jörding, August 1 Rai, Simran 1 Vargiolu, Tiziano 1 Vulcano, Gustavo 1
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Manufacturing & service operations management : M & SOM 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 The journal of energy markets 1
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Generalized autoregressive conditional betas : a new multivariate score-driven filter
Blazsek, Szabolcs; Jörding, August; Rai, Simran - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 1, pp. 95-128
Persistent link: https://www.econbiz.de/10015437854
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Demand estimation under the multinomial logit model from sales transaction data
Abdallah, Tarek; Vulcano, Gustavo - In: Manufacturing & service operations management : M & SOM 23 (2021) 5, pp. 1196-1216
Persistent link: https://www.econbiz.de/10012653981
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Optimal intraday power trading with a Gaussian additive process
Edoli, Enrico; Gallana, Marco; Vargiolu, Tiziano - In: The journal of energy markets 10 (2017) 4, pp. 23-42
Persistent link: https://www.econbiz.de/10011999469
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