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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation
Stochastic process
Estimation theory
133
Schätztheorie
133
Time series analysis
33
Zeitreihenanalyse
33
Volatility
32
Volatilität
32
Schätzung
29
Prognoseverfahren
24
Market microstructure
16
Marktmikrostruktur
16
Stochastischer Prozess
16
Risikomaß
15
Risk measure
15
Börsenkurs
14
Capital income
14
Kapitaleinkommen
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Share price
14
Statistical distribution
14
Statistische Verteilung
14
ARCH model
13
ARCH-Modell
13
Correlation
13
Korrelation
13
Portfolio selection
12
Portfolio-Management
12
Option pricing theory
10
Optionspreistheorie
10
Regression analysis
9
Regressionsanalyse
9
Theorie
9
Theory
9
Analysis of variance
8
Probability theory
8
Varianzanalyse
8
Wahrscheinlichkeitsrechnung
8
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31
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5
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Article
57
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57
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57
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English
57
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Audrino, Francesco
2
Francq, Christian
2
Horváth, Lajos
2
Tsiotas, Georgios
2
Zakoïan, Jean-Michel
2
Achab, Massil
1
Ahlgren, Niklas
1
Antell, Jan
1
Bacry, E.
1
Badescu, Andrei L.
1
Balter, Janine
1
Bayer, Christian
1
Bos, Charles S.
1
Breneis, Simon
1
Bu, Ruijun
1
Buccheri, G.
1
Caccioli, Fabio
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Canabarro, Askery
1
Cang, Yuquan
1
Cappiello, Lorenzo
1
Capriotti, Luca
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Yi-ting
1
Chen, Yu
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Corsi, Fulvio
1
Czellar, Veronika
1
Dupin, Gilles
1
Engle, Robert F.
1
Fabozzi, Frank J.
1
Feng, Dingan
1
Frederiksen, Per
1
Fung, Tsz Chai
1
Galakis, John
1
Gao, Guangyuan
1
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Astin bulletin : the journal of the International Actuarial Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative finance
Journal of econometrics
310
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
141
International journal of forecasting
121
Journal of forecasting
85
Econometric reviews
76
Discussion paper / Tinbergen Institute
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Economic modelling
67
Discussion paper series / IZA
64
Applied economics letters
63
NBER Working Paper
55
Working paper / Department of Econometrics and Business Statistics, Monash University
55
NBER working paper series
53
Applied economics
51
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Journal of applied econometrics
48
Econometric theory
47
Discussion paper
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Working paper
45
Journal of the American Statistical Association : JASA
41
The econometrics journal
41
CREATES research paper
39
Journal of empirical finance
39
European journal of operational research : EJOR
38
IZA Discussion Paper
38
Journal of banking & finance
37
CESifo working papers
36
Insurance / Mathematics & economics
36
Working paper / National Bureau of Economic Research, Inc.
36
Quantitative economics : QE ; journal of the Econometric Society
35
Computational economics
34
Discussion papers / CEPR
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
Econometrics : open access journal
32
Journal of financial econometrics
27
SFB 649 discussion paper
27
Finance research letters
26
The review of economics and statistics
26
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ECONIS (ZBW)
57
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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
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:
6
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:
7
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:
8
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
9
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:
10
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
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