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subject:"Börsenkurs"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Finance research letters"
~subject:"Schätzung"
~subject:"Stochastic process"
~type:"article"
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Börsenkurs
Estimation
Schätzung
Stochastic process
Estimation theory
58
Schätztheorie
58
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
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Volatilität
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Correlation
8
Korrelation
8
Risikomaß
8
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8
Analysis of variance
7
Statistical distribution
7
Statistische Verteilung
7
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6
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6
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5
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5
Regression analysis
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Bayesian estimation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
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3
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21
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English
21
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Ardia, David
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Chung, Keunsuk
1
De Luca, Giovanni
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
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Kambouroudis, Dimos
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Kim, Jan R.
1
Korkusuz, Burak
1
Lan, Xinchen
1
Lee, Kyungsub
1
Liang, Yanzi
1
Lu, Zheng
1
Madan, Dilip B.
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Palandri, Alessandro
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Poon, Aubrey
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Rabbani, Abed G.
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Reh, Laura
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1
Sorić, Petar
1
Trottier, Denis-Alexandre
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1
Wang, Yubao
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Finance research letters
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
77
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Economic modelling
38
Applied economics letters
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Computational economics
21
International journal of forecasting
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Journal of financial econometrics
19
European journal of operational research : EJOR
17
Applied economics
16
Econometric theory
16
Journal of empirical finance
16
Journal of economic dynamics & control
15
Quantitative finance
15
The econometrics journal
15
The North American journal of economics and finance : a journal of financial economics studies
14
Insurance / Mathematics & economics
13
Journal of applied econometrics
12
Journal of banking & finance
12
Journal of risk
12
Energy economics
11
Journal of forecasting
11
Journal of quantitative economics
11
Operations research
9
Journal of time series econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematics of operations research
8
Theoretical economics letters
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of econometric methods
7
Journal of international financial markets, institutions & money
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Journal of mathematical finance
6
Letters in spatial and resource sciences : LSRS
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Operations research letters
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ECONIS (ZBW)
21
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1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
3
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
4
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
5
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
6
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
7
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
8
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
9
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:
10
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
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