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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~subject:"Estimation theory"
~subject:"Risikomaß"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
Risikomaß
Volatility
Schätztheorie
165
Theorie
58
Theory
58
Schätzung
50
Estimation
49
Volatilität
29
Portfolio selection
26
Portfolio-Management
26
Time series analysis
24
Zeitreihenanalyse
24
Prognoseverfahren
23
Börsenkurs
17
Share price
17
Germany
15
Stochastic process
14
Stochastischer Prozess
14
Correlation
13
Korrelation
13
Risk measure
13
Capital income
12
Kapitaleinkommen
12
Option pricing theory
12
Optionspreistheorie
12
Statistical distribution
12
Statistical theory
12
Statistische Methodenlehre
12
Statistische Verteilung
12
ARCH model
11
ARCH-Modell
11
Credit risk
10
Kreditrisiko
10
Market microstructure
10
Marktmikrostruktur
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
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56
Free
8
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Article
113
Book / Working Paper
52
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Article in journal
112
Aufsatz in Zeitschrift
112
Hochschulschrift
47
Thesis
44
Bibliografie enthalten
25
Bibliography included
25
Language
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English
115
German
48
French
2
Undetermined
1
Author
All
Ren, Yu
3
Bae, Sang-bin
2
Berz, Ulrich
2
Braun, Fred
2
Fabozzi, Frank J.
2
Forster, Michael
2
Füss, Roland
2
Hansohm, Jürgen
2
Hüsges, Hartmut
2
Jänner, Michaela
2
Knirsch, Rainer
2
Lin, Kuang-hua
2
Mao, Jinfang
2
Marx, Thomas
2
Nolte, Ingmar
2
Pamme, Hartmut
2
Priestley, Richard
2
Reisinger, Heribert
2
Rösch, Daniel
2
Schneider, Wolfgang
2
Schuermann, Til
2
Stahl, Erwin
2
Steffen, Andreas
2
Steiger, Andreas
2
Steinborn, Dieter
2
Taylor, Stephen
2
Treichel, Volker
2
Tsiotas, Georgios
2
Wiede, Torben
2
Xie, Tian
2
Yan, Yuxing
2
Youssouf, Doungous
2
Zhang, Shaojun
2
Achab, Massil
1
Adams, Zeno
1
Ahking, Francis W.
1
Alexakis, Panayotis
1
Alexander, Carol
1
Andersson, Magnus
1
Apergēs, Nikolaos
1
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Europäische Hochschulschriften / 5
Journal of banking & finance
Quantitative finance
Journal of econometrics
1,639
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
447
CEMMAP working papers / Centre for Microdata Methods and Practice
364
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
Discussion paper / Tinbergen Institute
305
NBER working paper series
299
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
181
Applied economics
173
Discussion paper
168
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Working paper / Department of Econometrics and Business Statistics, Monash University
167
International journal of forecasting
153
The review of economics and statistics
151
Econometrics : open access journal
146
Working paper
142
Economic modelling
139
CREATES research paper
137
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
165
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1
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10
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165
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
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 note on spurious model selection
Wang, Weiguan
;
Ruf, Johannes
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1797-1800
Persistent link: https://www.econbiz.de/10013367947
Saved in:
7
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:
8
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:
9
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:
10
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
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