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subject:"Bootstrap approach"
~isPartOf:"Quantitative finance"
~subject:"Probability theory"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Probability theory
Schätzung
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
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Stochastic process
7
Stochastischer Prozess
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Time series analysis
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Share price
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Statistical distribution
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Statistische Verteilung
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Capital income
4
Correlation
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Derivat
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Market microstructure
4
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Risikomaß
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CAPM
3
Estimation error
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Modellierung
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Monte Carlo simulation
3
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3
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English
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Achab, Massil
1
Bacry, E.
1
Buccheri, G.
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Cheng, Tsung-Chi
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
1
Guo, Meihui
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Lai, Hung-neng
1
Lee, Yongjae
1
Mboussa Anga, G.
1
Muzy, J. F.
1
Podobnik, Boris
1
Qiao, Kenan
1
Rambaldi, M.
1
Ren, Yu
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Stoikov, Sasha
1
Sun, Yuying
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Wang, Gang-Jin
1
Wang, Shouyang
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xie, Tian
1
Zhou, Wei-Xing
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Quantitative finance
Journal of econometrics
207
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economics letters
81
Econometric reviews
58
Economic modelling
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Discussion papers / CEPR
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
International journal of forecasting
25
The econometrics journal
24
Applied economics letters
23
European journal of operational research : EJOR
21
Computational economics
19
Finance research letters
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Applied economics
17
Discussion paper / Centre for Economic Policy Research
17
Econometric theory
16
Journal of financial econometrics
16
Insurance / Mathematics & economics
15
Journal of quantitative economics
13
Journal of applied econometrics
12
Journal of banking & finance
12
Journal of economic dynamics & control
12
Journal of empirical finance
12
Journal of risk
12
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of forecasting
8
Journal of time series econometrics
8
Regional science & urban economics
8
SpringerLink / Bücher
8
Journal of econometric methods
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Letters in spatial and resource sciences : LSRS
7
Operations research
7
The journal of risk model validation
7
Theoretical economics letters
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
Saved in:
9
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
10
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
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