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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Risikomaß"
~subject:"Volatility"
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Deutschland
Forecasting model
Estimation
Risikomaß
Volatility
Estimation theory
90
Schätztheorie
90
Theorie
44
Theory
44
Schätzung
23
Volatilität
16
Germany
15
Prognoseverfahren
13
Time series analysis
13
Zeitreihenanalyse
13
Statistical theory
12
Statistische Methodenlehre
12
Stochastic process
9
Stochastischer Prozess
9
Börsenkurs
8
Portfolio selection
8
Portfolio-Management
8
Sampling
8
Share price
8
Stichprobenerhebung
8
Option pricing theory
7
Optionspreistheorie
7
Market microstructure
6
Marktmikrostruktur
6
Microeconometrics
6
Mikroökonometrie
6
Capital income
5
Kapitaleinkommen
5
Modellierung
5
Probability theory
5
Risk measure
5
Scientific modelling
5
Statistical distribution
5
Statistische Verteilung
5
Wahrscheinlichkeitsrechnung
5
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23
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28
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19
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28
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28
Hochschulschrift
17
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16
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5
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5
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English
30
German
17
Author
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Lin, Kuang-hua
2
Mao, Jinfang
2
Marx, Thomas
2
Schneider, Wolfgang
2
Stahl, Erwin
2
Steffen, Andreas
2
Treichel, Volker
2
Tsiotas, Georgios
2
Achab, Massil
1
Bacry, E.
1
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Buccheri, G.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chen, Yu
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Ernst, Nicole
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Galakis, John
1
Gerlach, Richard H.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Ihnatiuk, Vitalii
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Jovanović, Mario
1
Kaibuchi, Hibiki
1
Kane, Hayden
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
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Europäische Hochschulschriften / 5
Quantitative finance
Journal of econometrics
344
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Economics letters
143
International journal of forecasting
122
Journal of forecasting
84
Econometric reviews
82
Discussion paper / Tinbergen Institute
71
Economic modelling
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
Applied economics letters
64
Discussion paper series / IZA
64
NBER Working Paper
57
Working paper / Department of Econometrics and Business Statistics, Monash University
55
NBER working paper series
54
Applied economics
52
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Journal of applied econometrics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Econometric theory
46
Journal of empirical finance
46
The econometrics journal
46
Insurance / Mathematics & economics
45
Discussion paper
44
Working paper
44
Journal of banking & finance
43
Working paper / National Bureau of Economic Research, Inc.
39
Journal of the American Statistical Association : JASA
38
CESifo working papers
37
Computational economics
37
IZA Discussion Paper
37
CREATES research paper
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Discussion papers / CEPR
33
European journal of operational research : EJOR
33
Econometrics : open access journal
32
Finance research letters
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Quantitative economics : QE ; journal of the Econometric Society
31
SFB 649 discussion paper
31
Journal of financial econometrics
28
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ECONIS (ZBW)
47
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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