//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Risikomaß"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Autokorrelation
Risikomaß
Estimation theory
134
Schätztheorie
134
Estimation
48
Schätzung
48
Volatility
36
Volatilität
36
Time series analysis
33
Zeitreihenanalyse
33
Forecasting model
26
Prognoseverfahren
26
ARCH model
25
ARCH-Modell
25
Portfolio selection
24
Portfolio-Management
24
Capital income
23
Kapitaleinkommen
23
Börsenkurs
21
Share price
21
Cointegration
14
Kointegration
14
Risk measure
14
Correlation
13
Korrelation
13
Statistical distribution
12
Statistische Verteilung
12
Regression analysis
11
Regressionsanalyse
11
Stochastic process
11
Stochastischer Prozess
11
Analysis of variance
10
Option pricing theory
10
Optionspreistheorie
10
Varianzanalyse
10
Exchange rate
9
Wechselkurs
9
Autocorrelation
8
Bayes-Statistik
8
Bayesian inference
8
more ...
less ...
Online availability
All
Free
Undetermined
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Ardia, David
1
Badooei, Yaser Sistani
1
Bluteau, Keven
1
Bodnar, Taras
1
Caccioli, Fabio
1
Chen, Hao
1
Chen, May-Ru
1
Chen, Wilson Ye
1
De Luca, Giovanni
1
Gerlach, Richard H.
1
Grable, John E.
1
Guo, Meihui
1
Guégan, Dominique
1
Gyamfi, Emmanuel Numapau
1
He, Jia
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jahandideh, Mohammad-Taghi
1
Jiang, Jingjing
1
Kaibuchi, Hibiki
1
Kamali, Rezvan
1
Kambouroudis, Dimos
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Saejoon
1
Kondor, Imre
1
Korkusuz, Burak
1
Kyei, Kwabena A.
1
Li, Bogui
1
Li, Haiqi
1
Li, Xingye
1
Liu, Hening
1
Mahmodpour, Kamran
1
Mahmoodi, Safieh
1
McMillan, David G.
1
Mohseni, Hadiseh
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
more ...
less ...
Published in...
All
Finance research letters
International journal of economics and financial issues : IJEFI
Quantitative finance
Journal of econometrics
60
Econometric reviews
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Economics letters
18
Insurance / Mathematics & economics
16
Journal of risk
15
Econometrics : open access journal
10
Econometric theory
9
Journal of financial econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The journal of risk model validation
8
International journal of forecasting
7
Journal of risk and financial management : JRFM
7
European journal of operational research : EJOR
6
Regional science & urban economics
6
Risks : open access journal
6
The econometrics journal
6
Computational economics
5
Journal of banking & finance
5
Journal of empirical finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
Economic modelling
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of mathematical finance
4
Journal of time series econometrics
4
Spatial economic analysis : the journal of the Regional Studies Association
4
The European journal of finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of theoretical and applied finance
3
Journal of forecasting
3
Scandinavian actuarial journal
3
The journal of operational risk
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Applied economics
2
Cambridge working papers in economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
4
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
7
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
8
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
9
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
10
Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan
;
Wang, Xinyu
;
Liu, Hening
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->