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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Quantitative finance"
~subject:"Probability theory"
~subject:"Risk measure"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Probability theory
Risk measure
Schätzung
Zeitreihenanalyse
Estimation theory
31
Schätztheorie
31
Volatility
12
Volatilität
12
Estimation
10
Forecasting model
7
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
7
Portfolio-Management
7
Prognoseverfahren
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Börsenkurs
6
Share price
6
Statistical distribution
5
Statistische Verteilung
5
Capital income
4
Correlation
4
Derivat
4
Derivative
4
Kapitaleinkommen
4
Korrelation
4
Market microstructure
4
Marktmikrostruktur
4
Risikomaß
4
CAPM
3
Estimation error
3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risikomanagement
3
Risk management
3
Scientific modelling
3
Statistical error
3
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English
18
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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
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Cheng, Tsung-Chi
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
Lai, Hung-neng
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
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Quantitative finance
Journal of econometrics
316
Economics letters
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Econometric reviews
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
International journal of forecasting
56
Econometric theory
47
Economic modelling
41
Journal of time series econometrics
39
Computational economics
37
The econometrics journal
36
Applied economics letters
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Finance research letters
30
Insurance / Mathematics & economics
30
Discussion papers / CEPR
29
European journal of operational research : EJOR
28
Journal of financial econometrics
24
Applied economics
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Discussion paper / Centre for Economic Policy Research
20
Journal of quantitative economics
20
Journal of empirical finance
19
Journal of risk
18
Journal of forecasting
17
Energy economics
16
Journal of banking & finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of applied econometrics
14
Journal of economic dynamics & control
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Scandinavian actuarial journal
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 mathematical finance
10
Regional science & urban economics
10
SpringerLink / Bücher
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of econometric methods
9
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ECONIS (ZBW)
18
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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
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
7
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:
8
Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
Saved in:
9
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:
10
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
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