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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Correlation"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Correlation
Risikomaß
Estimation theory
38
Schätztheorie
38
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Börsenkurs
8
Portfolio selection
8
Portfolio-Management
8
Share price
8
Stochastic process
8
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8
Option pricing theory
7
Optionspreistheorie
7
Market microstructure
6
Marktmikrostruktur
6
Capital income
5
Kapitaleinkommen
5
Risk measure
5
Statistical distribution
5
Statistische Verteilung
5
Derivat
4
Derivative
4
Korrelation
4
Modellierung
4
Scientific modelling
4
Analysis of variance
3
Autocorrelation
3
CAPM
3
Estimation error
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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Article in journal
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12
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English
12
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Buccheri, G.
1
Caccioli, Fabio
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chung, Munki
1
Fabozzi, Frank J.
1
Gerlach, Richard H.
1
Glasserman, Paul
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Mboussa Anga, G.
1
Neuberg, Richard
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Pelagatti, Matteo
1
Peters, Gareth
1
Sbrana, Giacomo
1
Sisson, Scott A.
1
Sornette, Didier
1
Stupfler, G.
1
Tsiotas, Georgios
1
Wehrli, Alexander
1
Wheatley, Spencer
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Quantitative finance
Journal of econometrics
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Econometric reviews
34
Economics letters
29
Econometrics : open access journal
19
Journal of financial econometrics
18
Insurance / Mathematics & economics
17
Journal of risk
16
Finance research letters
15
Econometric theory
13
International journal of forecasting
13
The econometrics journal
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Computational economics
10
Applied economics letters
9
Journal of banking & finance
9
Journal of empirical finance
9
Risks : open access journal
9
Cambridge working papers in economics
8
The journal of risk model validation
8
Journal of risk and financial management : JRFM
7
Regional science & urban economics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
European journal of operational research : EJOR
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
International journal of economics and financial issues : IJEFI
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of mathematical finance
5
Journal of time series econometrics
5
The European journal of finance
5
The journal of computational finance
5
Cambridge-INET working papers
4
Economic modelling
4
International journal of economics and finance
4
Journal of forecasting
4
Spatial economic analysis : the journal of the Regional Studies Association
4
Astin bulletin : the journal of the International Actuarial Association
3
CBN journal of applied statistics
3
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ECONIS (ZBW)
12
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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
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
4
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:
5
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
6
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
7
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:
8
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:
9
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
10
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
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