EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"parametric model"
Narrow search

Narrow search

Year of publication
Subject
All
Estimation 15 Schätzung 15 Estimation theory 14 Nichtparametrisches Verfahren 14 Nonparametric statistics 14 Schätztheorie 14 Semi-parametric model 14 parametric model 13 Parametric model 12 Theorie 10 Theory 10 semi-parametric model 10 Time series analysis 9 Zeitreihenanalyse 9 Volatility 7 Volatilität 7 Bayesian inference 6 non-parametric model 6 Bayes-Statistik 5 China 5 Forecasting model 5 Markov chain 5 Markov-Kette 5 Monte Carlo simulation 5 Prognoseverfahren 5 Stochastic process 5 Stochastischer Prozess 5 Monte-Carlo-Simulation 4 Risiko 4 Risk 4 State space model 4 Statistical distribution 4 Statistische Verteilung 4 Zustandsraummodell 4 state-space 4 ARCH model 3 ARCH-Modell 3 Co-heteroscedasticity 3 Cointegration 3 Efficiency 3
more ... less ...
Online availability
All
Undetermined 43 Free 35 CC license 4
Type of publication
All
Article 59 Book / Working Paper 21 Other 4
Type of publication (narrower categories)
All
Article in journal 30 Aufsatz in Zeitschrift 30 Graue Literatur 9 Non-commercial literature 9 Arbeitspapier 8 Working Paper 8 research-article 2 Article 1 Hochschulschrift 1
more ... less ...
Language
All
English 45 Undetermined 38 German 1
Author
All
Chan, Joshua 4 Dionne, Georges 4 Doucet, Arnaud 4 Gao, Jiti 4 León-González, Roberto 4 Strachan, Rodney W. 4 Yin, Jiying 4 Abad, Pilar 3 Dong, Chaohua 3 Tjostheim, Dag 3 Benito, Sonia 2 Cai, Zongwu 2 Chen, Ying 2 Eriotis, Nikolaos 2 Hassani, Samir Saissi 2 Jedidi, Helmi 2 Jin, Fei 2 Kanas, Angelos 2 Lafrenz, Ryan 2 MacDonald, Ashley 2 Niu, Linlin 2 Otten, Mark 2 Rosengard, John 2 Vasiliou, Dimitrios 2 Wallace, Jeff 2 Xie, Shao-Ming 2 Zhang, Qi 2 Zhao, Bo 2 Agulló-Antolín, Marina 1 Andrews, Donald W.K. 1 Awaworyi Churchill, Sefa 1 Bannör, Karl 1 Behr, Andreas 1 Benito Muela, Sonia 1 Bernaschi, Massimo 1 Biessy, Guillaume 1 Borri, Karine T. 1 Boya, Christophe 1 Bravo, Jorge Miguel Ventura 1 Bürgi, Roland 1
more ... less ...
Institution
All
Department of Econometrics and Business Statistics, Monash Business School 2 Agricultural and Applied Economics Association - AAEA 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Economia, Universidade de Évora 1 Department of Economics, University of Peloponnese 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Laboratoire d'Économie Appliquée de Grenoble, Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 1 Tilburg University, Center for Economic Research 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
more ... less ...
Published in...
All
Annals of the Institute of Statistical Mathematics 4 Economic modelling 2 Energy economics 2 GRIPS discussion papers 2 Journal of Multivariate Analysis 2 Mathematics and Computers in Simulation (MATCOM) 2 Monash Econometrics and Business Statistics Working Papers 2 Quality & Quantity: International Journal of Methodology 2 Risks : open access journal 2 Working papers 2 Working papers series in theoretical and applied economics 2 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 1 African journal of science, technology, innovation and development : AJSTID 1 Applied economics 1 Applied economics letters 1 Asia-Pacific Financial Markets 1 Astin bulletin : the journal of the International Actuarial Association 1 CAMA working paper series 1 CIRRELT 1 CORE Discussion Papers 1 Central European Journal of Economic Modelling and Econometrics 1 Computational Statistics & Data Analysis 1 Cowles Foundation Discussion Papers 1 Data science and management : DSM 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Documentos de Trabajo del ICAE 1 Economics Working Papers / Departamento de Economia, Universidade de Évora 1 Economics letters 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Epidemiologic Methods 1 Expert Journal of Marketing 1 International journal of business and globalisation : IJBG 1 Journal of Business Economics and Management (JBEM) 1 Journal of Chinese Economic and Foreign Trade Studies 1 Journal of Chinese economic and foreign trade studies 1 Journal of Econometrics 1 Journal of Economic Inequality 1 Journal of Innovation Economics 1 Journal of International Financial Markets, Institutions and Money 1 Journal of business economics and management 1
more ... less ...
Source
All
ECONIS (ZBW) 40 RePEc 36 BASE 5 Other ZBW resources 2 EconStor 1
Showing 1 - 10 of 84
Cover Image
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 3, pp. 265-300
Persistent link: https://www.econbiz.de/10015438126
Saved in:
Cover Image
Toward accurate credit evaluation : an efficient imputation approach for financial data
Lu, Jie; Zhuo, Shengda; Qiu, Jinjie; Tang, Yin - In: Data science and management : DSM 8 (2025) 3, pp. 374-387
Missing instances and mixed data types, including discrete and ordered (e.g., continuous and ordinal) variables, are widespread in many datasets in the finance sector. In this domain, estimating missing instances is crucial because many data analysis pipelines require complete data, which is...
Persistent link: https://www.econbiz.de/10015550473
Saved in:
Cover Image
Nonparametric testing for information asymmetry in the mortgage servicing market
Jedidi, Helmi; Dionne, Georges - In: Risks : open access journal 12 (2024) 12, pp. 1-36
Our objective is to test for evidence of information asymmetry in the mortgage servicing market. Does the sale of mortgage servicing rights (MSR) by the initial lender to a second servicing institution unveil any residual asymmetric information? We are the first to analyze the originator's...
Persistent link: https://www.econbiz.de/10015327697
Saved in:
Cover Image
A new nonparametric combination forecasting with structural breaks
Cai, Zongwu; Gunawan; Sun, Yuying - 2024
Persistent link: https://www.econbiz.de/10015076828
Saved in:
Cover Image
The risk-return relationship and volatility feedback in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Dwarika, Nitesha - In: Quantitative finance and economics 7 (2023) 1, pp. 119-146
Persistent link: https://www.econbiz.de/10014279147
Saved in:
Cover Image
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi; Dionne, Georges - 2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
Cover Image
Application of the kNN-Based method and survival approach in estimating loss given default for unresolved cases
Ptak-Chmielewska, Aneta; Kopciuszewski, Paweł; … - In: Risks : open access journal 11 (2023) 2, pp. 1-14
estimation of LGD distribution or regression techniques. This paper presents two different approaches. The first is the KNN non-parametric … model, and the other is based on the Cox survival model. The results suggest that the KNN model has higher performance. The …
Persistent link: https://www.econbiz.de/10014245738
Saved in:
Cover Image
Learning underspecified models
Cho, In-Koo; Libgober, Jonathan - In: Journal of economic theory : JET 226 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015574739
Saved in:
Cover Image
Performance measurement of Indian banking sector : a cross-section perspective
Sharma, Supran Kumar; Raina, Surbhi - In: International journal of business and globalisation : IJBG 37 (2024) 2, pp. 210-236
Persistent link: https://www.econbiz.de/10015063815
Saved in:
Cover Image
Health and growth in China : greater investment in both soft- and hard-ware are needed
Shuyong, Fu; Shuyu, Chen; Jinlong, Zhai - In: Journal of policy modeling : JPMOD ; a social science … 46 (2024) 6, pp. 1263-1273
Persistent link: https://www.econbiz.de/10015443318
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...