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subject:"Bootstrap approach"
~isPartOf:"Quantitative finance"
~subject:"Probability theory"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Probability theory
Schätzung
Zeitreihenanalyse
Estimation theory
38
Schätztheorie
38
Volatility
16
Volatilität
16
Estimation
13
Time series analysis
10
Forecasting model
9
Prognoseverfahren
9
Börsenkurs
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Portfolio selection
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Portfolio-Management
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Share price
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Stochastic process
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Stochastischer Prozess
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Option pricing theory
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Optionspreistheorie
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Market microstructure
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Marktmikrostruktur
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Capital income
5
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Statistical distribution
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Statistische Verteilung
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Correlation
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Derivat
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Derivative
4
Korrelation
4
Modellierung
4
Scientific modelling
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
CAPM
3
Estimation error
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
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Achab, Massil
1
Bacry, E.
1
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Yu
1
Cheng, Tsung-Chi
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
1
Galakis, John
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Ihnatiuk, Vitalii
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Kinnear, Ryan J.
1
Lai, Hung-neng
1
Lam, Henry
1
Lee, Yongjae
1
Li, Fengpei
1
Lin, Jiahe
1
Liu, Guangying
1
Mboussa Anga, G.
1
Muzy, J. F.
1
Nevmyvaka, Yuriy
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Podobnik, Boris
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Quantitative finance
Journal of econometrics
546
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
253
Economics letters
252
Econometric theory
196
Econometric reviews
150
Discussion paper / Tinbergen Institute
141
Applied economics letters
99
CEMMAP working papers / Centre for Microdata Methods and Practice
91
NBER Working Paper
91
Working paper / Department of Econometrics and Business Statistics, Monash University
88
International journal of forecasting
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
CREATES research paper
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Economic modelling
75
NBER working paper series
74
The econometrics journal
74
Journal of applied econometrics
70
Applied economics
69
Econometrics : open access journal
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Journal of the American Statistical Association : JASA
66
Cowles Foundation discussion paper
65
Journal of forecasting
65
Discussion paper series / IZA
64
Working paper
54
Working paper / National Bureau of Economic Research, Inc.
53
Discussion paper
51
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
51
Computational economics
48
Discussion paper / Center for Economic Research, Tilburg University
45
Quantitative economics : QE ; journal of the Econometric Society
43
CESifo working papers
42
Journal of empirical finance
42
SFB 649 discussion paper
41
Journal of time series econometrics
40
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
European journal of operational research : EJOR
39
Working paper series
36
IZA Discussion Paper
35
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ECONIS (ZBW)
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
5
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
6
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:
7
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:
8
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:
9
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:
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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