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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"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Monte-Carlo-Simulation
Volatility
Estimation theory
975
Schätztheorie
975
Theorie
316
Theory
316
Time series analysis
205
Zeitreihenanalyse
205
Regression analysis
168
Regressionsanalyse
168
Nichtparametrisches Verfahren
150
Nonparametric statistics
150
Statistical test
66
Statistischer Test
66
Estimation
52
Schätzung
52
Autocorrelation
42
Autokorrelation
42
Robust statistics
38
Robustes Verfahren
38
Statistical distribution
38
Statistische Verteilung
38
ARCH model
37
ARCH-Modell
37
Volatilität
34
Prognoseverfahren
27
Cointegration
26
Kointegration
26
Method of moments
26
Momentenmethode
26
Induktive Statistik
25
Statistical inference
25
Statistical theory
25
Statistische Methodenlehre
25
Einheitswurzeltest
24
Unit root test
24
Correlation
23
Korrelation
23
Panel
22
Panel study
22
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Undetermined
33
Free
21
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Article
55
Book / Working Paper
17
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Article in journal
55
Aufsatz in Zeitschrift
55
Arbeitspapier
16
Working Paper
16
Graue Literatur
15
Non-commercial literature
15
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3
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English
72
Author
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Sibbertsen, Philipp
4
Weihs, Claus
3
Hartung, Joachim
2
Li, Jia
2
Runde, Ralf
2
Shin, Dong-wan
2
So, Beong Soo
2
Tsiotas, Georgios
2
Venetis, Ioannis
2
Andersen, Torben
1
Argaç, Dog̃an
1
Argaç, Doğan
1
Bao, Yong
1
Bayer, Christian
1
Behrendt, Simon
1
Berke, Olaf
1
Breneis, Simon
1
Caccioli, Fabio
1
Cai, Zongwu
1
Calzolari, Giorgio
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
Christensen, Kim
1
Christoffersen, Peter F.
1
Christopeit, Norbert
1
Chronopoulou, Alexandra
1
Croux, Christophe
1
Czogiel, Irina
1
Diebold, Francis X.
1
Favreau, Charles
1
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Published in...
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Econometric theory
Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
214
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Journal of forecasting
72
Economics letters
67
Discussion paper / Tinbergen Institute
55
Econometric reviews
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Economic modelling
34
Journal of empirical finance
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Computational economics
30
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
Applied economics
24
Journal of the American Statistical Association : JASA
24
NBER working paper series
24
Applied economics letters
22
European journal of operational research : EJOR
22
Econometrics : open access journal
21
Finance research letters
21
Journal of financial econometrics
20
Working paper
20
Europäische Hochschulschriften / 5
19
Discussion paper series / IZA
18
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)
72
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
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