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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Risikomaß"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Capital income
Risikomaß
Schätzung
Zeitreihenanalyse
Estimation theory
30
Schätztheorie
30
Volatility
11
Volatilität
11
Estimation
10
Forecasting model
7
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
7
Portfolio-Management
7
Prognoseverfahren
7
Time series analysis
7
Börsenkurs
6
Share price
6
Stochastic process
6
Stochastischer Prozess
6
Derivat
4
Derivative
4
Market microstructure
4
Marktmikrostruktur
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
4
CAPM
3
Correlation
3
Estimation error
3
Kapitaleinkommen
3
Korrelation
3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Probability theory
3
Risikomanagement
3
Risk management
3
Scientific modelling
3
Statistical error
3
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English
16
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Achab, Massil
1
Bacry, E.
1
Behrendt, Simon
1
Buccheri, G.
1
Caccioli, Fabio
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
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Quantitative finance
Journal of econometrics
324
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Economics letters
113
Econometric reviews
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
International journal of forecasting
51
Econometric theory
46
Economic modelling
39
Journal of time series econometrics
39
Computational economics
37
The econometrics journal
35
Applied economics letters
34
Finance research letters
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Discussion papers / CEPR
28
Insurance / Mathematics & economics
27
Journal of financial econometrics
25
Applied economics
23
European journal of operational research : EJOR
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Journal of empirical finance
22
Discussion paper / Centre for Economic Policy Research
21
Journal of quantitative economics
19
Journal of risk
19
Journal of forecasting
18
Journal of banking & finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
16
Journal of applied econometrics
13
Journal of economic dynamics & control
13
Journal of mathematical finance
11
Scandinavian actuarial journal
11
Working paper / National Bureau of Economic Research, Inc.
11
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of econometric methods
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Regional science & urban economics
10
Theoretical economics letters
9
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ECONIS (ZBW)
16
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
8
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
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
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:
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