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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~source:"econis"
~subject:"Bayes-Statistik"
~subject:"Capital income"
~subject:"Chaostheorie"
~subject:"Factor analysis"
~subject:"Faktorenanalyse"
~subject:"Kapitaleinkommen"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Bayes-Statistik
Capital income
Chaostheorie
Factor analysis
Faktorenanalyse
Kapitaleinkommen
Zeitreihenanalyse
Estimation theory
58
Schätztheorie
58
Estimation
16
Schätzung
16
Portfolio selection
15
Portfolio-Management
15
Forecasting model
13
Prognoseverfahren
13
Time series analysis
13
ARCH model
12
ARCH-Modell
12
Volatility
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Volatilität
12
Correlation
8
Korrelation
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Risikomaß
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Risk measure
8
Analysis of variance
7
Statistical distribution
7
Statistische Verteilung
7
Varianzanalyse
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Bayesian inference
6
Börsenkurs
5
Credit risk
5
Kreditrisiko
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Regression analysis
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Regressionsanalyse
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Share price
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CAPM
4
Bayesian estimation
3
Bootstrap-Verfahren
3
GARCH
3
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3
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27
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Ardia, David
2
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Bufalo, Michele
1
Challet, Damien
1
Chatrath, Arjun
1
Chen, Fang
1
Christie-David, Rohan
1
Du, Xiuli
1
Fang, Puyi
1
Fletcher, Jonathan
1
Gao, Zhaoxing
1
Guégan, Dominique
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hu, Shulan
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Korkusuz, Burak
1
Kourtis, Apostolos
1
Li, Haiqi
1
Li, Peng
1
Liu, Hening
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Orlando, Giuseppe
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Pan, Qunxing
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Pontines, Victor
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Poon, Aubrey
1
Qian, Zhiyong
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Finance research letters
Journal of econometrics
268
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Econometric reviews
75
Economics letters
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
International journal of forecasting
48
Econometric theory
42
Journal of time series econometrics
37
Computational economics
33
Economic modelling
27
The econometrics journal
27
Applied economics letters
22
Discussion papers / CEPR
21
Journal of forecasting
19
Journal of empirical finance
18
Journal of quantitative economics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
European journal of operational research : EJOR
17
Insurance / Mathematics & economics
17
Journal of financial econometrics
17
Applied economics
14
Discussion paper / Centre for Economic Policy Research
14
Journal of economic dynamics & control
14
The North American journal of economics and finance : a journal of financial economics studies
13
Quantitative finance
12
Energy economics
10
Essays in honor of Joon Y. Park : econometric theory
10
Journal of risk
10
Scandinavian actuarial journal
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of production research
8
Journal of applied econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of mathematical finance
8
Operations research
8
Journal of banking & finance
7
Regional science & urban economics
7
Research in international business and finance
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Journal of financial economics
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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
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:
3
A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
Wang, Renhe
;
Wang, Tong
;
Qian, Zhiyong
;
Hu, Shulan
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631562
Saved in:
4
Supervised kernel principal component analysis for forecasting
Fang, Puyi
;
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
Saved in:
5
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
6
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
7
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:
8
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:
9
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:
10
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
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