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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Quantitative finance"
~subject:"Schätzung"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Schätzung
Volatilität
Zeitreihenanalyse
Estimation theory
32
Schätztheorie
32
Volatility
12
Estimation
10
Forecasting model
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Option pricing theory
7
Optionspreistheorie
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
Risk measure
4
CAPM
3
Estimation error
3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Probability theory
3
Risikomanagement
3
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3
Scientific modelling
3
Statistical error
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English
18
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Achab, Massil
1
Bacry, E.
1
Behrendt, Simon
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Guo, Meihui
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Kane, Hayden
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Lee, Yongjae
1
Lewis, Alan L.
1
Liu, Guangying
1
Mboussa Anga, G.
1
Mingone, A.
1
Muzy, J. F.
1
Pelagatti, Matteo
1
Pirjol, Dan
1
Podobnik, Boris
1
Qiao, Kenan
1
Rambaldi, M.
1
Realdon, Marco
1
Ren, Yu
1
Sbrana, Giacomo
1
Shelton, Austin
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Stoikov, Sasha
1
Sun, Yuying
1
Tudor, Sebastian F.
1
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Quantitative finance
Journal of econometrics
327
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Economics letters
113
Econometric reviews
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
International journal of forecasting
54
Econometric theory
47
Economic modelling
42
Journal of time series econometrics
39
Computational economics
38
The econometrics journal
38
Applied economics letters
34
Finance research letters
32
Discussion papers / CEPR
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Applied economics
22
European journal of operational research : EJOR
22
Journal of financial econometrics
22
Discussion paper / Centre for Economic Policy Research
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Journal of empirical finance
20
Journal of quantitative economics
20
Journal of forecasting
19
Energy economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of banking & finance
17
Insurance / Mathematics & economics
16
Journal of applied econometrics
14
Journal of risk
14
Journal of economic dynamics & control
13
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
Regional science & urban economics
10
Theoretical economics letters
10
Robustness in econometrics
9
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
International journal of economics and finance
8
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ECONIS (ZBW)
18
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1
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
2
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
3
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:
4
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:
5
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
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
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
8
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
9
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:
10
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
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