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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risikomaß
Estimation theory
165
Schätztheorie
165
Theorie
58
Theory
58
Schätzung
50
Estimation
49
Volatility
29
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
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13
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13
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Kapitaleinkommen
12
Option pricing theory
12
Optionspreistheorie
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Statistical distribution
12
Statistical theory
12
Statistische Methodenlehre
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Statistische Verteilung
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ARCH model
11
ARCH-Modell
11
Credit risk
10
Kreditrisiko
10
Market microstructure
10
Marktmikrostruktur
10
Nichtparametrisches Verfahren
10
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10
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28
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28
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16
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15
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5
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5
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English
31
German
16
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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
Brailsford, Timothy J.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cenedese, Gino
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Claußen, Arndt
1
Clements, Adam
1
Ergün, Tolga A.
1
Ernst, Nicole
1
Escanciano, Juan Carlos
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Galakis, John
1
Gao, Jiti
1
Gerlach, Richard H.
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
Guo, Meihui
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
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Europäische Hochschulschriften / 5
Journal of banking & finance
Quantitative finance
International journal of forecasting
118
Journal of econometrics
87
Journal of forecasting
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Insurance / Mathematics & economics
35
Economics letters
30
Discussion paper / Tinbergen Institute
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of risk
22
Discussion paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Finance research letters
19
Journal of empirical finance
15
Journal of the American Statistical Association : JASA
15
The econometrics journal
15
Computational economics
14
Econometric theory
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Econometric reviews
13
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Risks : open access journal
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Working papers series in theoretical and applied economics
13
Applied economics
12
Discussion paper series / IZA
12
SFB 649 discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Economic modelling
11
NBER working paper series
11
The journal of risk model validation
11
Working paper
11
Working papers / Rutgers University, Department of Economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of risk and financial management : JRFM
10
Oxford bulletin of economics and statistics
10
Reihe Quantitative Ökonomie : Ökon
10
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ECONIS (ZBW)
47
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
9
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
10
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
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