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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~subject:"Autocorrelation"
~subject:"Autokorrelation"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Autocorrelation
Autokorrelation
Risikomaß
Estimation theory
97
Schätztheorie
97
Estimation
29
Schätzung
29
Volatility
28
Volatilität
28
Portfolio selection
23
Portfolio-Management
23
Time series analysis
23
Zeitreihenanalyse
23
Forecasting model
22
Prognoseverfahren
22
Capital income
18
Kapitaleinkommen
18
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14
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Risk measure
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Correlation
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Korrelation
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Statistical distribution
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Statistische Verteilung
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Stochastic process
11
Stochastischer Prozess
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Analysis of variance
10
Option pricing theory
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Optionspreistheorie
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Bayes-Statistik
8
Bayesian inference
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CAPM
7
Credit risk
7
Kreditrisiko
7
Market microstructure
7
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18
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Ardia, David
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
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
Li, Bogui
1
Li, Haiqi
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Liu, Hening
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Mahmoodi, Safieh
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McMillan, David G.
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Nolte, Ingmar
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Papp, Gábor
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Pappas, Vasileios
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Parolya, Nestor
1
Peters, Gareth
1
Rabbani, Abed G.
1
Rivieccio, Giorgia
1
Rüede, Maxime
1
Sisson, Scott A.
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Finance research letters
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
The econometrics journal
7
European journal of operational research : EJOR
6
Regional science & urban economics
6
Risks : open access 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
International journal of economics and financial issues : IJEFI
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
Applied economics
3
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
Cambridge working papers in economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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ECONIS (ZBW)
18
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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:
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