Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Subexponential loss rate asymp...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Lévy process
207
heavy tails
129
Stochastischer Prozess
124
Stochastic process
121
Heavy tails
117
Statistische Verteilung
103
Statistical distribution
101
Option pricing theory
96
Optionspreistheorie
96
Theorie
70
Theory
66
Volatility
55
Volatilität
53
Schätztheorie
52
Risiko
46
Portfolio-Management
45
Risk
45
Portfolio selection
43
Risk measure
38
Risikomaß
37
Zeitreihenanalyse
32
Time series analysis
31
Risk management
29
Risikomanagement
27
Kapitaleinkommen
26
ARCH model
25
ARCH-Modell
25
Capital income
25
Wahrscheinlichkeitsrechnung
25
Probability theory
24
Estimation
23
Option trading
23
Optionsgeschäft
23
Schätzung
22
Outliers
21
Ausreißer
19
Risk model
16
Risikomodell
15
Stochastic volatility
15
more ...
less ...
Online availability
All
Undetermined
25
Free
19
Type of publication
All
Article
33
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Arbeitspapier
16
Working Paper
16
Graue Literatur
15
Non-commercial literature
15
Language
All
English
50
Author
All
Daouia, Abdelaati
9
Stupfler, Gilles
9
Girard, Stéphane
4
Lucas, André
4
Opschoor, Anne
4
Hediger, Simon
2
Hill, Jonathan B.
2
Jones, Andrew M.
2
Mao, Tiantian
2
Näf, Jeffrey
2
Preminger, Arie
2
Prono, Todd
2
Schluter, Christian
2
Storti, Giuseppe
2
Usseglio-Carleve, Antoine
2
Yang, Fan
2
Abbas, Yasser
1
Albrecher, Hansjörg
1
Anatolyev, Stanislav
1
Araujo Acuna, José Carlos
1
Beirlant, Jan
1
Benkhelifa, Lazhar
1
Bianchi, Michele Leonardo
1
Botosaru, Irene
1
Boubaker, Heni
1
Cai, Zongwu
1
Challet, Damien
1
Chen, Feng
1
Davillas, Apostolos
1
De Luca, Giovanni
1
Dong, Chaohua
1
Dunsmuir, William T.M.
1
Gaillac, Christophe
1
Gao, Jiti
1
Gautier, Eric
1
Gijbels, Irène
1
Gu, Wentao
1
Jach, Agnieszka
1
Janus, Paweł
1
Javed, Farrukh
1
more ...
less ...
Published in...
All
Working papers / TSE : WP
9
Journal of econometrics
5
Discussion paper / Tinbergen Institute
4
Econometric reviews
3
Insurance / Mathematics & economics
3
Journal of financial econometrics
3
Econometrics : open access journal
2
Quantitative finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
1
CORE discussion papers : DP
1
Computational economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
FEDS Working Paper
1
Finance and economics discussion series
1
Health economics
1
ISER working paper series
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk finance : the convergence of financial products and insurance
1
Journal of time series econometrics
1
Operations research
1
Scandinavian actuarial journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of operational risk
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum likelihood estimation error an operational value-at-risk stability
Larsen, Paul
- In:
The journal of operational risk
14
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012052373
Saved in:
2
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
3
Simulation of tempered stable Lévy bridges and its applications
Kim, Kyoung-Kuk
;
Kim, Sojung
- In:
Operations research
64
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011485601
Saved in:
4
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
5
Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
Botosaru, Irene
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 112-139
Persistent link: https://www.econbiz.de/10012482741
Saved in:
6
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
7
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
8
Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.
;
Chen, Feng
;
Dunsmuir, William T.M.
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
Saved in:
9
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
10
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
