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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risikomaß
Volatility
Estimation theory
489
Schätztheorie
489
Regressionsanalyse
97
Regression analysis
96
Nichtparametrisches Verfahren
86
Nonparametric statistics
86
Schätzung
74
Estimation
73
Theorie
63
Theory
63
Time series analysis
58
Zeitreihenanalyse
58
Prognoseverfahren
35
Volatilität
32
Correlation
29
Korrelation
29
Sampling
29
Statistical distribution
29
Statistische Verteilung
29
Stichprobenerhebung
29
Portfolio selection
26
Portfolio-Management
26
Multivariate Analyse
21
Multivariate analysis
19
Stochastic process
19
Stochastischer Prozess
19
Bayes-Statistik
18
Bayesian inference
18
Induktive Statistik
18
Statistical inference
18
Statistical test
18
Statistischer Test
18
Börsenkurs
17
Germany
17
Maximum-Likelihood-Schätzung
17
Share price
17
Statistical error
17
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Undetermined
30
Free
4
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Article
65
Book / Working Paper
18
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Article in journal
64
Aufsatz in Zeitschrift
64
Hochschulschrift
16
Thesis
15
Bibliografie enthalten
5
Bibliography included
5
Language
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English
67
German
16
Author
All
Fan, Jianqing
2
Jiang, Jiming
2
Lin, Kuang-hua
2
Mao, Jinfang
2
Marx, Thomas
2
Nolte, Ingmar
2
Rösch, Daniel
2
Schneider, Wolfgang
2
Stahl, Erwin
2
Steffen, Andreas
2
Treichel, Volker
2
Tsiotas, Georgios
2
Ahking, Francis W.
1
Alexander, Carol
1
Aït-Sahalia, Yacine
1
Bayer, Christian
1
Behrendt, Simon
1
Bigelow, Jamie L.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Breneis, Simon
1
Caccioli, Fabio
1
Cai, Tianxi
1
Canabarro, Askery
1
Cang, Yuquan
1
Carroll, Raymond J.
1
Cenedese, Gino
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Claußen, Arndt
1
Clements, Adam
1
Delaigle, Aurore
1
Dunson, David B.
1
Efron, Bradley
1
Ergün, Tolga A.
1
Ernst, Nicole
1
Escanciano, Juan Carlos
1
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Published in...
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Europäische Hochschulschriften / 5
Journal of banking & finance
Journal of the American Statistical Association : JASA
Quantitative finance
Journal of econometrics
191
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of forecasting
75
Economics letters
50
Discussion paper / Tinbergen Institute
47
Insurance / Mathematics & economics
35
Journal of empirical finance
34
Econometric reviews
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Econometric theory
27
Finance research letters
25
CREATES research paper
24
Economic modelling
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of risk
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
The econometrics journal
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Discussion paper
23
Journal of financial econometrics
21
SFB 649 discussion paper
21
Computational economics
20
European journal of operational research : EJOR
17
International journal of theoretical and applied finance
17
Journal of risk and financial management : JRFM
17
Risks : open access journal
17
Econometrics : open access journal
16
NBER working paper series
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Applied economics
15
NBER Working Paper
15
Working papers / Rutgers University, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
14
Working papers
14
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ECONIS (ZBW)
83
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83
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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
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
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
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
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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