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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers / Rutgers University, Department of Economics"
~subject:"Risikomaß"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risikomaß
Volatility
Estimation theory
196
Schätztheorie
196
Theorie
78
Theory
78
Schätzung
54
Estimation
53
Prognoseverfahren
34
Time series analysis
34
Zeitreihenanalyse
34
Volatilität
32
Portfolio selection
26
Portfolio-Management
26
Börsenkurs
17
Share price
17
Germany
15
Stochastic process
15
Stochastischer Prozess
15
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Option pricing theory
13
Optionspreistheorie
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Risk measure
13
Statistical distribution
13
Statistische Verteilung
13
Capital income
12
Correlation
12
Kapitaleinkommen
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Statistical theory
12
Statistische Methodenlehre
12
ARCH model
11
ARCH-Modell
11
USA
11
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11
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10
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10
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46
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English
63
German
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Swanson, Norman R.
15
Corradi, Valentina
8
Armah, Nii Ayi
3
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
Bayer, Christian
1
Behrendt, Simon
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Breneis, Simon
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
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
Distaso, Walter
1
Doung, Diep
1
Duong, Diep
1
Ergün, Tolga A.
1
Ernst, Nicole
1
Escanciano, Juan Carlos
1
Escobar, Marcos
1
Faff, Robert W.
1
Favreau, Charles
1
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Rutgers University / Department of Economics
3
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Europäische Hochschulschriften / 5
Journal of banking & finance
Quantitative finance
Working papers / Rutgers University, Department of Economics
Journal of econometrics
191
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of forecasting
73
Economics letters
50
Discussion paper / Tinbergen Institute
47
Insurance / Mathematics & economics
35
Econometric reviews
33
Journal of empirical finance
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Econometric theory
27
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
Finance research letters
22
Journal of financial econometrics
21
SFB 649 discussion paper
21
Computational economics
20
Journal of the American Statistical Association : JASA
18
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
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Applied economics
15
NBER Working Paper
15
NBER working paper series
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)
79
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79
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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
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:
7
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:
8
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:
9
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
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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