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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Computational economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Schätzung
Estimation theory
267
Schätztheorie
267
Time series analysis
79
Zeitreihenanalyse
79
Estimation
72
Volatility
54
Volatilität
54
Prognoseverfahren
37
Capital income
35
Kapitaleinkommen
35
Portfolio selection
33
Portfolio-Management
33
Stochastic process
31
Stochastischer Prozess
31
Regression analysis
30
Regressionsanalyse
30
ARCH model
28
ARCH-Modell
28
Monte Carlo simulation
28
Monte-Carlo-Simulation
28
Statistical distribution
28
Statistische Verteilung
28
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Correlation
24
Korrelation
24
Börsenkurs
23
Share price
23
Risikomaß
21
Risk measure
21
Statistical test
21
Statistischer Test
21
Theorie
20
Theory
20
Autocorrelation
17
Autokorrelation
17
Option pricing theory
17
Optionspreistheorie
17
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Undetermined
68
Free
11
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Article
98
Book / Working Paper
3
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Article in journal
99
Aufsatz in Zeitschrift
99
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
Language
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English
101
Author
All
Baillie, Richard
4
Sancetta, Alessio
3
Boubaker, Heni
2
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Nolte, Ingmar
2
Ren, Yu
2
Satchell, Stephen
2
Tsiotas, Georgios
2
Abergel, Frédéric
1
Achab, Massil
1
Agosto, Arianna
1
Ahn, Seung Chan
1
Allen, David
1
Amihud, Yakov
1
Bacry, E.
1
Bauwens, Luc
1
Beek, Misha van
1
Bekaert, Geert
1
Berens, Tobias
1
Buccheri, G.
1
Buccheri, Giuseppe
1
Caccioli, Fabio
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Canabarro, Askery
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Ceffer, A.
1
Cesarone, Francesco
1
Chan, Chia-ying
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Yi-ting
1
Chen, Zhenxi
1
Cheng, Hong
1
Cheng, Wan-hsiu
1
Cheung, Yin-Wong
1
Chi, Xie
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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Computational economics
Journal of empirical finance
Journal of financial econometrics
Quantitative finance
Journal of econometrics
269
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
129
International journal of forecasting
118
Journal of forecasting
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Discussion paper series / IZA
64
Econometric reviews
63
Applied economics letters
61
Discussion paper / Tinbergen Institute
59
Economic modelling
58
NBER Working Paper
54
Working paper / Department of Econometrics and Business Statistics, Monash University
53
NBER working paper series
51
Applied economics
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Journal of applied econometrics
44
Discussion paper
43
Working paper
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Econometric theory
37
IZA Discussion Paper
37
CESifo working papers
36
Journal of the American Statistical Association : JASA
36
The econometrics journal
36
Journal of banking & finance
35
Working paper / National Bureau of Economic Research, Inc.
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Quantitative economics : QE ; journal of the Econometric Society
29
Discussion papers / CEPR
28
Econometrics : open access journal
28
Insurance / Mathematics & economics
27
CREATES research paper
26
European journal of operational research : EJOR
25
The review of economics and statistics
25
Working papers series in theoretical and applied economics
25
Finance research letters
23
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ECONIS (ZBW)
101
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101
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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
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
3
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
4
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
5
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
6
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
7
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
8
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:
9
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:
10
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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