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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Schätzung
Estimation theory
235
Schätztheorie
235
Estimation
81
Volatility
61
Volatilität
61
Time series analysis
59
Zeitreihenanalyse
59
Portfolio selection
45
Portfolio-Management
45
Prognoseverfahren
39
Capital income
37
Kapitaleinkommen
37
Theorie
32
Theory
32
ARCH model
31
ARCH-Modell
31
Börsenkurs
30
Share price
30
Correlation
28
Korrelation
28
Statistical distribution
27
Statistische Verteilung
27
Stochastic process
27
Stochastischer Prozess
27
Risikomaß
23
Risk measure
23
CAPM
20
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Statistical test
19
Statistischer Test
19
Yield curve
18
Zinsstruktur
18
Option pricing theory
17
Optionspreistheorie
17
Autocorrelation
16
Autokorrelation
16
Regression analysis
15
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Undetermined
64
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8
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Article
107
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3
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Article in journal
107
Aufsatz in Zeitschrift
107
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2
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2
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2
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English
110
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Baillie, Richard
4
Nolte, Ingmar
3
Ren, Yu
3
Sancetta, Alessio
3
Casas, Isabel
2
Dacorogna, Michel M.
2
Füss, Roland
2
Kim, Chang-Jin
2
Kim, Minjoo
2
Nelson, Charles R.
2
Satchell, Stephen
2
Shin, Yongcheol
2
Tsiotas, Georgios
2
Weiß, Gregor
2
Abergel, Frédéric
1
Achab, Massil
1
Adams, Zeno
1
Agosto, Arianna
1
Ahking, Francis W.
1
Ahn, Seung Chan
1
Alexakis, Panayotis
1
Allen, David
1
Amihud, Yakov
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Bacry, E.
1
Baik, Hyeoncheol
1
Bauwens, Luc
1
Bekaert, Geert
1
Bekiros, Stelios D.
1
Berens, Tobias
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Buccheri, G.
1
Buccheri, Giuseppe
1
Caccioli, Fabio
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Cai, Zongwu
1
Canabarro, Askery
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
Published in...
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Journal of banking & finance
Journal of empirical finance
Journal of financial econometrics
Quantitative finance
Journal of econometrics
269
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
129
International journal of forecasting
118
Journal of forecasting
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Discussion paper series / IZA
64
Econometric reviews
63
Applied economics letters
61
Discussion paper / Tinbergen Institute
59
Economic modelling
58
NBER Working Paper
54
Working paper / Department of Econometrics and Business Statistics, Monash University
53
NBER working paper series
51
Applied economics
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Journal of applied econometrics
44
Discussion paper
43
Working paper
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Econometric theory
37
IZA Discussion Paper
37
CESifo working papers
36
Journal of the American Statistical Association : JASA
36
The econometrics journal
36
Working paper / National Bureau of Economic Research, Inc.
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Quantitative economics : QE ; journal of the Econometric Society
29
Discussion papers / CEPR
28
Econometrics : open access journal
28
Insurance / Mathematics & economics
27
CREATES research paper
26
Computational economics
26
European journal of operational research : EJOR
25
The review of economics and statistics
25
Working papers series in theoretical and applied economics
25
Finance research letters
23
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ECONIS (ZBW)
110
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
3
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
4
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
5
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:
6
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:
7
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
8
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
9
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
10
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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