//--> //--> //--> //-->
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:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial econometrics"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Schätztheorie
Zeitreihenanalyse
Estimation theory
157
Estimation
46
Schätzung
46
Time series analysis
30
Theorie
27
Theory
27
Volatility
25
Volatilität
25
Portfolio selection
22
Portfolio-Management
22
Capital income
21
Forecasting model
21
Kapitaleinkommen
21
Prognoseverfahren
21
ARCH model
19
ARCH-Modell
19
Correlation
15
Korrelation
15
Risikomaß
14
Risk measure
14
Statistical distribution
14
Statistische Verteilung
14
Analysis of variance
12
Varianzanalyse
12
Börsenkurs
10
Regression analysis
10
Regressionsanalyse
10
Share price
10
USA
10
United States
10
CAPM
9
Statistical test
9
Statistischer Test
9
Stochastic process
9
Stochastischer Prozess
9
VAR model
9
VAR-Modell
9
Bayes-Statistik
7
more ...
less ...
Online availability
All
Undetermined
Free
9
Type of publication
All
Article
94
Book / Working Paper
63
Type of publication (narrower categories)
All
Article in journal
94
Aufsatz in Zeitschrift
94
Arbeitspapier
63
Graue Literatur
63
Non-commercial literature
63
Working Paper
63
Systematic review
3
Übersichtsarbeit
3
more ...
less ...
Language
All
English
157
Author
All
Marcellino, Massimiliano
6
Canova, Fabio
4
Inoue, Atsushi
4
Kilian, Lutz
3
Minford, Patrick
3
Sentana, Enrique
3
Ardia, David
2
Barnichon, Régis
2
Chiu, Wan-Yi
2
De Loecker, Jan
2
De Luca, Giovanni
2
Den Haan, Wouter J.
2
Fernández-Villaverde, Jesús
2
Fiorentini, Gabriele
2
Ghysels, Eric
2
Jordà, Òscar
2
Kapetanios, George
2
Kleibergen, Frank
2
Kong, Lingwei
2
Lechner, Michael
2
Madan, Dilip B.
2
Matthes, Christian
2
Mayer, Thierry
2
Meenagh, David
2
Palandri, Alessandro
2
Peñaranda, Francisco
2
Rivieccio, Giorgia
2
Rossi, Barbara
2
Rubio-Ramírez, Juan Francisco
2
Shi, Yanlin
2
Wickens, Michael R.
2
Wu, Xinyu
2
Xu, Yongdeng
2
Zhan, Zhaoguo
2
Adesina, Tola
1
Adrian, Tobias
1
Agrawal, Raj
1
Aguirregabiria, Victor
1
Andreou, Elena
1
Angelini, Elena
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Finance research letters
Journal of financial econometrics
Journal of econometrics
699
Economics letters
278
Econometric reviews
247
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Econometric theory
149
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
European journal of operational research : EJOR
97
The econometrics journal
97
International journal of forecasting
88
Computational economics
75
Insurance / Mathematics & economics
72
Economic modelling
70
Applied economics letters
65
Discussion papers / CEPR
63
Journal of time series econometrics
56
Applied economics
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Operations research
47
Journal of quantitative economics
46
Working paper / National Bureau of Economic Research, Inc.
44
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Journal of econometric methods
39
NBER working paper series
36
Operations research letters
36
Journal of economic dynamics & control
34
Journal of forecasting
33
Quantitative finance
31
Journal of empirical finance
28
SpringerLink / Bücher
26
Energy economics
25
Journal of applied econometrics
25
Journal of banking & finance
25
Scandinavian actuarial journal
25
Mathematics of operations research
23
Regional science & urban economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of production research
22
more ...
less ...
Source
All
ECONIS (ZBW)
157
Showing
1
-
10
of
157
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
3
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
4
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
5
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
6
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
7
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
8
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
9
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
10
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->