//--> //--> //--> //-->
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:"Monte Carlo simulation"
~isPartOf:"Finance research letters"
~subject:"Korrelation"
~subject:"Schätzung"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Korrelation
Schätzung
Estimation theory
58
Schätztheorie
58
Estimation
16
Portfolio selection
15
Portfolio-Management
15
Capital income
13
Forecasting model
13
Kapitaleinkommen
13
Prognoseverfahren
13
Time series analysis
13
Zeitreihenanalyse
13
ARCH model
12
ARCH-Modell
12
Volatility
12
Volatilität
12
Correlation
8
Risikomaß
8
Risk measure
8
Analysis of variance
7
Statistical distribution
7
Statistische Verteilung
7
Varianzanalyse
7
Bayes-Statistik
6
Bayesian inference
6
Börsenkurs
5
Credit risk
5
Kreditrisiko
5
Regression analysis
5
Regressionsanalyse
5
Share price
5
CAPM
4
Bayesian estimation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
GARCH
3
Monte-Carlo-Simulation
3
Sharpe ratio
3
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Ardia, David
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bodnar, Taras
1
Bongiorno, Christian
1
Casals, José
1
Challet, Damien
1
Chen, Hao
1
Dong, Chaohua
1
Ergün, Tolga
1
Ferrer, Alex
1
Grable, John E.
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
He, Jia
1
Herwartz, Helmut
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jiang, Jingjing
1
Joo, Young C.
1
Kambouroudis, Dimos
1
Kim, Tae-hwan
1
Kim, Yunmi
1
Korkusuz, Burak
1
Lee, Kyungsub
1
Li, Bogui
1
Madan, Dilip B.
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Palandri, Alessandro
1
Park, Sung Y.
1
Parolya, Nestor
1
Peng, Zhen
1
Poon, Aubrey
1
Rabbani, Abed G.
1
Reh, Laura
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Economics letters
86
Econometric reviews
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Economic modelling
37
Computational economics
32
Discussion papers / CEPR
30
Applied economics letters
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
International journal of forecasting
23
Journal of financial econometrics
22
The econometrics journal
22
Applied economics
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of banking & finance
16
Discussion paper / Centre for Economic Policy Research
15
Econometric theory
15
European journal of operational research : EJOR
15
Journal of empirical finance
14
Quantitative finance
14
Journal of quantitative economics
13
Energy economics
11
Journal of applied econometrics
11
Journal of econometric methods
11
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Insurance / Mathematics & economics
10
Journal of risk
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of time series econometrics
9
Journal of forecasting
8
Regional science & urban economics
8
Theoretical economics letters
8
Journal of mathematical finance
7
The journal of computational finance
7
International journal of economics and finance
6
Journal of productivity analysis
6
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
11
-
20
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen
;
Dong, Chaohua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
Saved in:
12
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
13
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
14
Optimal portfolio selection using a simple double-shrinkage selection rule
Joo, Young C.
;
Park, Sung Y.
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014633536
Saved in:
15
Sequential elimination : fast sorts for unbiased quantile estimation
Palandri, Alessandro
- In:
Finance research letters
33
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012430872
Saved in:
16
Mispricing, returns and the quest for parsimony
Rudkin, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
17
Comparison of range-based volatility estimators against integrated volatility in European emerging markets
Arnerić, Josip
;
Matković, Mario
;
Sorić, Petar
- In:
Finance research letters
28
(
2019
),
pp. 118-124
Persistent link: https://www.econbiz.de/10012388033
Saved in:
18
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
19
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
20
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->