//--> //--> //--> //-->
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:"Finance research letters"
~language:"eng"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Volatilität"
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
ARCH model
Estimation
Volatilität
Estimation theory
56
Schätztheorie
56
Schätzung
16
Portfolio selection
14
Portfolio-Management
14
Capital income
13
Forecasting model
13
Kapitaleinkommen
13
Prognoseverfahren
13
Time series analysis
13
Zeitreihenanalyse
13
ARCH-Modell
12
Volatility
12
Risikomaß
8
Risk measure
8
Correlation
7
Korrelation
7
Analysis of variance
6
Bayes-Statistik
6
Bayesian inference
6
Statistical distribution
6
Statistische Verteilung
6
Varianzanalyse
6
Börsenkurs
5
Credit risk
5
Kreditrisiko
5
Regression analysis
5
Regressionsanalyse
5
Share price
5
CAPM
4
Bayesian estimation
3
Bootstrap-Verfahren
3
GARCH
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Sharpe ratio
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
Author
All
Ardia, David
2
Madan, Dilip B.
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Boynton, Wentworth
1
Bufalo, Michele
1
Chatrath, Arjun
1
Chen, Fang
1
Christie-David, Rohan
1
Du, Xiuli
1
Grable, John E.
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Korkusuz, Burak
1
Lee, Kyungsub
1
Li, Peng
1
Liu, Hening
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Orlando, Giuseppe
1
Palandri, Alessandro
1
Pan, Qunxing
1
Poon, Aubrey
1
Rabbani, Abed G.
1
Rudkin, Wanling
1
Rüede, Maxime
1
Shamsuddin, Abul
1
Shi, Yanlin
1
Song, Juan
1
Sorić, Petar
1
Trottier, Denis-Alexandre
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
250
Economics letters
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Econometric reviews
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economic modelling
37
Discussion papers / CEPR
31
International journal of forecasting
31
Computational economics
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
The econometrics journal
25
Applied economics letters
24
Applied economics
22
Journal of financial econometrics
22
Econometric theory
20
Discussion paper / Centre for Economic Policy Research
19
Journal of empirical finance
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Quantitative finance
18
European journal of operational research : EJOR
17
Journal of banking & finance
17
Insurance / Mathematics & economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
Journal of risk
15
Journal of time series econometrics
15
Energy economics
14
Journal of quantitative economics
14
Journal of applied econometrics
12
Journal of forecasting
12
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of mathematical finance
10
Theoretical economics letters
9
International journal of financial engineering
8
Journal of econometric methods
8
Regional science & urban economics
8
Working paper / National Bureau of Economic Research, Inc.
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of international financial markets, institutions & money
7
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
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
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
7
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
8
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
9
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
10
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->