//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Econometric theory"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
Monte-Carlo-Simulation
Volatility
Estimation theory
759
Schätztheorie
759
Theorie
285
Theory
285
Time series analysis
167
Zeitreihenanalyse
167
Nichtparametrisches Verfahren
105
Nonparametric statistics
105
Regression analysis
92
Regressionsanalyse
92
Statistical test
44
Statistischer Test
44
Estimation
40
Schätzung
40
ARCH model
37
ARCH-Modell
37
Autocorrelation
34
Autokorrelation
34
Volatilität
30
Statistical distribution
29
Statistische Verteilung
29
Cointegration
25
Kointegration
25
Method of moments
25
Momentenmethode
25
Induktive Statistik
23
Statistical inference
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Stochastic process
21
Stochastischer Prozess
21
Einheitswurzeltest
20
Prognoseverfahren
20
Unit root test
20
Modellierung
18
Scientific modelling
18
more ...
less ...
Online availability
All
Undetermined
34
Free
4
Type of publication
All
Article
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Language
All
English
56
Author
All
Li, Jia
2
Shin, Dong-wan
2
So, Beong Soo
2
Tsiotas, Georgios
2
Andersen, Torben
1
Bao, Yong
1
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Caccioli, Fabio
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Canabarro, Askery
1
Cang, Yuquan
1
Cavaliere, Giuseppe
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Songnian
1
Chen, Wilson Ye
1
Chen, Xiaohong
1
Cheung, Yin-Wong
1
Chi, Xie
1
Choi, In
1
Christoffersen, Peter F.
1
Christopeit, Norbert
1
Chronopoulou, Alexandra
1
Diebold, Francis X.
1
Favreau, Charles
1
Feng, Yuanhua
1
Francq, Christian
1
Galakis, John
1
Gerlach, Richard H.
1
Ghysels, Eric
1
Greenaway-McGrevy, Ryan
1
Guo, Meihui
1
Harvey, David I.
1
Hidalgo, Javier
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Ing, Ching-kang
1
more ...
less ...
Published in...
All
Econometric theory
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
Econometric reviews
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Economic modelling
34
Computational economics
31
Journal of empirical finance
30
The econometrics journal
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Journal of financial econometrics
20
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
Oxford bulletin of economics and statistics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of economic dynamics & control
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of quantitative economics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of applied econometrics
12
Finance and stochastics
11
Journal of mathematical finance
11
International Journal of Energy Economics and Policy : IJEEP
10
International journal of economics and financial issues : IJEFI
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Journal of risk
10
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
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
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:
7
Endogeneity in semiparametric threshold regression
Kourtellos, Andros
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric theory
38
(
2022
)
3
,
pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
Saved in:
8
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
9
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:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->