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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
Monte-Carlo-Simulation
Volatility
Estimation theory
496
Schätztheorie
496
Regression analysis
122
Regressionsanalyse
122
Estimation
103
Schätzung
103
Nichtparametrisches Verfahren
85
Nonparametric statistics
85
Theorie
81
Theory
81
Time series analysis
64
Zeitreihenanalyse
64
Statistical test
42
Statistischer Test
42
Robust statistics
40
Robustes Verfahren
40
Causality analysis
38
Kausalanalyse
38
Volatilität
34
Panel
32
Panel study
32
Statistical distribution
31
Statistische Verteilung
31
Correlation
27
Impact assessment
27
Korrelation
27
Prognoseverfahren
27
Wirkungsanalyse
27
Sampling
24
Stichprobenerhebung
24
Bias
22
Systematischer Fehler
22
Statistical error
20
Statistischer Fehler
20
Börsenkurs
18
Kleinste-Quadrate-Methode
18
Least squares method
18
Share price
18
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Free
42
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35
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42
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Article in journal
42
Aufsatz in Zeitschrift
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Arbeitspapier
34
Working Paper
34
Graue Literatur
31
Non-commercial literature
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3
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English
77
Author
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Lechner, Michael
5
Sibbertsen, Philipp
4
Huber, Martin
3
Sancetta, Alessio
3
Weihs, Claus
3
Advani, Arun
2
Hartung, Joachim
2
Nolte, Ingmar
2
Runde, Ralf
2
Staub, Kevin E.
2
Słoczyński, Tymon
2
Tsiotas, Georgios
2
Venetis, Ioannis
2
Winkelmann, Rainer
2
Wunsch, Conny
2
Ahrens, Achim
1
Argaç, Dog̃an
1
Argaç, Doğan
1
Badunenko, Oleg
1
Baetschmann, Gregori
1
Bayer, Christian
1
Behrendt, Simon
1
Berg, Gerard J. van den
1
Berke, Olaf
1
Biewen, Martin
1
Bodory, Hugo
1
Breneis, Simon
1
Brücker, Herbert
1
Buccheri, Giuseppe
1
Caccioli, Fabio
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Calzolari, Giorgio
1
Camponovo, Lorenzo
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, Feng
1
Chen, May-Ru
1
Chen, Wilson Ye
1
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Forschungsinstitut zur Zukunft der Arbeit
1
Published in...
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Discussion paper series / IZA
Journal of financial econometrics
Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
214
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Journal of forecasting
74
Economics letters
67
Discussion paper / Tinbergen Institute
55
Econometric reviews
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Econometric theory
34
Economic modelling
34
Journal of empirical finance
33
Computational economics
31
Working paper / Department of Econometrics and Business Statistics, Monash University
31
The econometrics journal
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
NBER Working Paper
26
Working paper / National Bureau of Economic Research, Inc.
26
Discussion paper
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
NBER working paper series
25
Applied economics
24
Journal of the American Statistical Association : JASA
24
Applied economics letters
22
European journal of operational research : EJOR
22
Finance research letters
22
Econometrics : open access journal
21
Working paper
20
Europäische Hochschulschriften / 5
19
Journal of banking & finance
17
Journal of risk and financial management : JRFM
17
Risks : open access journal
17
Insurance / Mathematics & economics
16
International journal of theoretical and applied finance
16
Working papers / Rutgers University, Department of Economics
16
Oxford bulletin of economics and statistics
15
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ECONIS (ZBW)
77
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1
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:
2
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:
3
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:
4
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:
5
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:
6
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
7
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
8
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
9
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
10
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
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