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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"CAPM"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Autokorrelation
CAPM
Monte-Carlo-Simulation
Estimation theory
253
Schätztheorie
253
Time series analysis
51
Zeitreihenanalyse
51
Regression analysis
43
Regressionsanalyse
43
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Theorie
37
Theory
37
Statistical test
33
Statistischer Test
33
Estimation
23
Schätzung
23
Method of moments
22
Momentenmethode
22
Stochastic process
19
Stochastischer Prozess
19
Volatility
19
Volatilität
19
Induktive Statistik
17
Statistical inference
17
Cointegration
16
Kointegration
16
Autocorrelation
15
Prognoseverfahren
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Statistical distribution
13
Statistische Verteilung
13
IV-Schätzung
12
Instrumental variables
12
Modellierung
12
Scientific modelling
12
Bias
11
Heteroscedasticity
11
Heteroskedastizität
11
Systematischer Fehler
11
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19
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13
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19
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15
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18
Graue Literatur
18
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18
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18
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15
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15
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English
34
Author
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Phillips, Peter C. B.
13
Andrews, Donald W. K.
3
Lieberman, Offer
2
Ren, Yu
2
Rossi, Francesca
2
Sul, Donggyu
2
Sun, Yixiao
2
Tsiotas, Georgios
2
Xie, Tian
2
Caccioli, Fabio
1
Calvet, Laurent E.
1
Canabarro, Askery
1
Capriotti, Luca
1
Chatterjee, Rupak
1
Chen, Hong-yuan
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chen, Ye
1
Chi, Xie
1
Choi, Chi-young
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Dalla, Violetta
1
Fabozzi, Frank J.
1
Fisher, Adlai
1
Galakis, John
1
Gerlach, Richard H.
1
Gilboa, Itzhak
1
Giraitis, Liudas
1
Guggenberger, Patrik
1
Guo, Meihui
1
Han, Chirok
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Liang
1
Jiang, Zhi-Qiang
1
Jin, Sainan
1
Jin, Sainin
1
Kheifets, Igor
1
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Cowles Foundation discussion paper
Quantitative finance
Journal of econometrics
207
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Economics letters
80
Journal of forecasting
73
Econometric reviews
60
Econometric theory
51
Discussion paper / Tinbergen Institute
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
The econometrics journal
35
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Computational economics
30
NBER Working Paper
30
NBER working paper series
28
Working paper / National Bureau of Economic Research, Inc.
28
Economic modelling
27
Journal of empirical finance
26
Applied economics letters
25
Discussion paper
25
Applied economics
24
Journal of the American Statistical Association : JASA
24
Working paper
23
Finance research letters
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
CESifo working papers
21
Econometrics : open access journal
21
European journal of operational research : EJOR
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Discussion paper series / IZA
19
Europäische Hochschulschriften / 5
19
Journal of economic dynamics & control
18
Journal of financial econometrics
18
Journal of financial economics
18
Oxford bulletin of economics and statistics
18
CREATES research paper
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Insurance / Mathematics & economics
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
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ECONIS (ZBW)
34
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34
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1
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:
2
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:
3
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
Saved in:
4
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:
5
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
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
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2019
Persistent link: https://www.econbiz.de/10012131981
Saved in:
8
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
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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