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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Finance research letters"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH-Modell
Estimation
Estimation theory
69
Schätztheorie
69
Schätzung
19
Portfolio selection
17
Portfolio-Management
17
Capital income
14
Kapitaleinkommen
14
Prognoseverfahren
13
Time series analysis
13
Zeitreihenanalyse
13
ARCH model
12
Volatility
12
Volatilität
12
Correlation
9
Korrelation
9
Risikomaß
9
Risk measure
9
Statistical distribution
8
Statistische Verteilung
8
Analysis of variance
7
Regression analysis
7
Regressionsanalyse
7
Varianzanalyse
7
Bayes-Statistik
6
Bayesian inference
6
CAPM
6
Börsenkurs
5
Credit risk
5
Kreditrisiko
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
4
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4
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31
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Article in journal
Konferenzschrift
Aufsatz in Zeitschrift
31
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English
31
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Ardia, David
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bufalo, Michele
1
Chatrath, Arjun
1
Christie-David, Rohan
1
Du, Xiuli
1
Dutta, Sumanjay
1
Fang, Puyi
1
Fang, Ying
1
Gao, Zhaoxing
1
Grable, John E.
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Honda, Tetsuhiro
1
Hou, Xinmeng
1
Hu, Shulan
1
Huang, Xiaozhou
1
Jain, Shashi
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
Lee, Kyungsub
1
Li, Peng
1
Lin, Chien-chih
1
Liu, Hening
1
Madan, Dilip B.
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Orlando, Giuseppe
1
Palandri, Alessandro
1
Pan, Qunxing
1
Poon, Aubrey
1
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Finance research letters
Journal of econometrics
306
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Economics letters
143
International journal of forecasting
121
Journal of forecasting
85
Econometric reviews
78
Econometric theory
72
Economic modelling
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Applied economics letters
64
Applied economics
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The econometrics journal
48
Journal of applied econometrics
47
Journal of empirical finance
40
Journal of the American Statistical Association : JASA
38
Journal of banking & finance
37
Econometrics : open access journal
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Insurance / Mathematics & economics
32
Computational economics
31
Quantitative economics : QE ; journal of the Econometric Society
29
Journal of financial econometrics
28
European journal of operational research : EJOR
27
International journal of economics and financial issues : IJEFI
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
The review of economics and statistics
25
Journal of economic dynamics & control
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Energy economics
21
Quantitative finance
20
Journal of risk
19
Risks : open access journal
19
The empirical economics letters : a monthly international journal of economics
18
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of real estate finance and economics
16
Journal of international money and finance
15
Journal of time series econometrics
15
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ECONIS (ZBW)
31
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1
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
2
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
3
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
4
A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
Wang, Renhe
;
Wang, Tong
;
Qian, Zhiyong
;
Hu, Shulan
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631562
Saved in:
5
Supervised kernel principal component analysis for forecasting
Fang, Puyi
;
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
Saved in:
6
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
7
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
8
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
9
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
10
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
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