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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of banking & finance"
~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
163
Schätztheorie
163
Theorie
58
Theory
58
Schätzung
49
Estimation
48
Volatilität
28
Portfolio selection
26
Portfolio-Management
26
Time series analysis
24
Zeitreihenanalyse
24
Prognoseverfahren
23
Börsenkurs
16
Share price
16
Germany
15
Risk measure
13
Stochastic process
13
Stochastischer Prozess
13
Correlation
12
Korrelation
12
Option pricing theory
12
Optionspreistheorie
12
Statistical theory
12
Statistische Methodenlehre
12
Capital income
11
Kapitaleinkommen
11
Statistical distribution
11
Statistische Verteilung
11
ARCH model
10
ARCH-Modell
10
Credit risk
10
Kreditrisiko
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
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9
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9
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46
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45
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45
Hochschulschrift
16
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15
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5
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5
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English
48
German
16
Author
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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
Ergün, Tolga A.
1
Ernst, Nicole
1
Escanciano, Juan Carlos
1
Escobar, Marcos
1
Faff, Robert W.
1
Favreau, Charles
1
Fenech, Jean-Pierre
1
Galakis, John
1
Gao, Jiti
1
Gerlach, Richard H.
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
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Europäische Hochschulschriften / 5
Journal of banking & finance
Quantitative finance
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
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)
64
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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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