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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH-Modell
Estimation theory
264
Schätztheorie
264
Estimation
57
Schätzung
56
Nichtparametrisches Verfahren
55
Nonparametric statistics
55
Regression analysis
48
Regressionsanalyse
48
Time series analysis
39
Zeitreihenanalyse
39
Volatility
33
Volatilität
33
Statistical distribution
30
Statistische Verteilung
30
Prognoseverfahren
28
Portfolio selection
26
Portfolio-Management
26
Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Börsenkurs
18
Share price
18
Correlation
17
Korrelation
17
Option pricing theory
16
Optionspreistheorie
16
Statistical test
16
Statistischer Test
16
Bootstrap approach
14
Bootstrap-Verfahren
14
Capital income
14
Kapitaleinkommen
14
Risikomaß
14
Risk measure
14
ARCH model
13
Statistical error
12
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12
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21
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13
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Article
35
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10
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34
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34
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10
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10
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9
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English
45
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Breitung, Jörg
2
Härdle, Wolfgang
2
Nolte, Ingmar
2
Teyssière, Gilles
2
Tsiotas, Georgios
2
Adams, Zeno
1
Ahking, Francis W.
1
Aslanidis, Nektarios
1
Badescu, Andrei L.
1
Benkwitz, Alexander
1
Brailsford, Timothy J.
1
Bunke, Olaf
1
Caccioli, Fabio
1
Canabarro, Askery
1
Candelon, Bertrand
1
Casas, Isabel
1
Cenedese, Gino
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Clements, Adam
1
Dankenbring, Henning
1
Dupin, Gilles
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Franke, Jürgen
1
Fung, Tsz Chai
1
Füss, Roland
1
Galakis, John
1
Gao, Jiti
1
Gigante, Patrizia
1
Giraitis, Liudas
1
Girardi, Giulio
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Guo, Meihui
1
Gómez, Víctor
1
Hamid, Alain
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
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Astin bulletin : the journal of the International Actuarial Association
Discussion papers of interdisciplinary research project 373
Journal of banking & finance
Quantitative finance
Journal of econometrics
121
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of forecasting
75
Econometric theory
47
Economics letters
46
Discussion paper / Tinbergen Institute
42
Econometric reviews
26
The econometrics journal
25
Journal of empirical finance
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
CREATES research paper
21
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Discussion paper
20
Europäische Hochschulschriften / 5
18
Applied economics
17
Economic modelling
17
Journal of the American Statistical Association : JASA
16
Insurance / Mathematics & economics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk and financial management : JRFM
15
Applied economics letters
14
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics
14
Journal of risk
14
Journal of time series econometrics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Computational economics
12
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion paper series / IZA
12
Econometrics : open access journal
12
NBER working paper series
12
Working paper
12
Working papers / Rutgers University, Department of Economics
12
European journal of operational research : EJOR
11
International Journal of Energy Economics and Policy : IJEEP
11
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ECONIS (ZBW)
45
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1
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:
2
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:
3
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:
4
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:
5
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
6
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
7
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:
8
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
9
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
10
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
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