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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Working paper"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
337
Schätztheorie
337
Estimation
85
Schätzung
85
Time series analysis
69
Zeitreihenanalyse
69
Theorie
54
Theory
54
Volatility
52
Volatilität
52
Prognoseverfahren
49
Capital income
43
Kapitaleinkommen
43
Portfolio selection
37
Portfolio-Management
37
Statistical distribution
32
Statistische Verteilung
32
Börsenkurs
30
Share price
30
Regression analysis
29
Regressionsanalyse
29
Correlation
28
Korrelation
28
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Stochastic process
28
Stochastischer Prozess
28
ARCH model
27
ARCH-Modell
27
Bayes-Statistik
20
Bayesian inference
20
Statistical test
20
Statistischer Test
20
CAPM
19
Option pricing theory
18
Optionspreistheorie
18
Risikomaß
17
Risk measure
17
Monte Carlo simulation
16
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Undetermined
27
Free
9
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Article
36
Book / Working Paper
14
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Article in journal
38
Aufsatz in Zeitschrift
38
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
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English
50
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Baillie, Richard
3
Clark, Todd E.
2
Dacorogna, Michel M.
2
McCracken, Michael W.
2
Nielsen, Jens Perch
2
Ren, Yu
2
Tsiotas, Georgios
2
Amihud, Yakov
1
Badescu, Andrei L.
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chiang, I-Hsuan Ethan
1
Clapp, John M.
1
Cohen, Jeffrey P.
1
Coughlin, Cletus Charles
1
Craig, Ben R.
1
Crespo Cuaresma, Jesús
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Dupin, Gilles
1
Dutta, Sumanjay
1
Feldkircher, Martin
1
Felipe, Angie
1
Filippeli, Thomai
1
Fung, Tsz Chai
1
Galakis, John
1
Gefang, Deborah
1
Gigante, Patrizia
1
Grable, John E.
1
Guillén, Montserrat
1
Guo, Meihui
1
Hartkopf, Jan Patrick
1
Hizmeri, Rodrigo
1
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Institution
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
Published in...
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Astin bulletin : the journal of the International Actuarial Association
Finance research letters
Journal of empirical finance
Quantitative finance
Working paper
International journal of forecasting
114
Journal of econometrics
77
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Economics letters
28
Discussion paper / Tinbergen Institute
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Discussion paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Europäische Hochschulschriften / 5
18
Journal of the American Statistical Association : JASA
14
Econometric theory
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Discussion paper series / IZA
12
Insurance / Mathematics & economics
12
The econometrics journal
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometric reviews
11
Working papers / Rutgers University, Department of Economics
11
Applied economics
10
Economic modelling
10
European journal of operational research : EJOR
10
Journal of banking & finance
10
NBER working paper series
10
Oxford bulletin of economics and statistics
10
CREATES research paper
9
Discussion paper / Center for Economic Research, Tilburg University
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
NBER Working Paper
9
Reihe Quantitative Ökonomie : Ökon
9
Schriften zur angewandten Ökonometrie
9
Working papers series in theoretical and applied economics
9
CESifo working papers
8
Computational economics
8
Discussion papers of interdisciplinary research project 373
8
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
4
Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.
;
Sherris, Michael
;
Villegas, Andrés M.
-
2021
Persistent link: https://www.econbiz.de/10012616204
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
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
7
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:
8
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:
9
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:
10
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
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