//--> //--> //-->
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:"Quantitative finance"
~person:"Behrendt, Simon"
~person:"Caccioli, Fabio"
~subject:"Capital income"
~subject:"Risikomaß"
~subject:"Schätzung"
~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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Capital income
Risikomaß
Schätzung
Zeitreihenanalyse
Estimation theory
2
Schätztheorie
2
Box-Cox transformation
1
Estimation error
1
Expected shortfall
1
Forecasting model
1
Group Lasso
1
Modellierung
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized volatility
1
Replica method
1
Risk measure
1
Scientific modelling
1
Statistical error
1
Statistischer Fehler
1
Structural break
1
Structural breaks
1
Strukturbruch
1
Time series analysis
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Behrendt, Simon
Caccioli, Fabio
Achab, Massil
1
Bacry, E.
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
1
Gerlach, Richard H.
1
Guo, Meihui
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Liu, Guangying
1
Mboussa Anga, G.
1
Muzy, J. F.
1
Papp, Gábor
1
Peters, Gareth
1
Podobnik, Boris
1
Qiao, Kenan
1
Rambaldi, M.
1
Ren, Yu
1
Sisson, Scott A.
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Stoikov, Sasha
1
Sun, Yuying
1
Tsiotas, Georgios
1
Wang, Gang-Jin
1
more ...
less ...
Published in...
All
Quantitative finance
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
2
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->