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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"ARCH model"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
ARCH model
Risikomaß
Estimation theory
628
Schätztheorie
628
Theorie
195
Theory
195
Time series analysis
148
Zeitreihenanalyse
148
Estimation
140
Schätzung
140
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
USA
93
United States
93
Regression analysis
90
Regressionsanalyse
90
Volatility
58
Volatilität
58
Prognoseverfahren
52
Statistical test
45
Statistischer Test
45
Induktive Statistik
41
Panel
41
Panel study
41
Statistical inference
41
Correlation
39
Korrelation
39
Capital income
34
Kapitaleinkommen
34
Maximum likelihood estimation
29
Maximum-Likelihood-Schätzung
29
Statistical theory
29
Statistische Methodenlehre
29
Börsenkurs
28
Share price
28
Statistical distribution
28
Statistische Verteilung
28
ARCH-Modell
27
Bootstrap approach
26
Bootstrap-Verfahren
26
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Online availability
All
Undetermined
45
Free
5
Type of publication
All
Article
97
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
97
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
97
Author
All
Li, Deyuan
3
Ling, Shiqing
3
Peng, Liang
3
Tsay, Ruey S.
3
Bauwens, Luc
2
Cai, Zongwu
2
Chen, Wilson Ye
2
Gerlach, Richard H.
2
Hou, Yanxi
2
Laurent, Sébastien
2
Lechner, Michael
2
Liesenfeld, Roman
2
Russell, Jeffrey R.
2
Sheppard, Kevin
2
Tsiotas, Georgios
2
Aielli, Gian Piero
1
Amado, Cristina
1
Ang, Andrew
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Baillie, Richard T.
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bera, Anil K.
1
Beyer, Andreas
1
Bodory, Hugo
1
Bollerslev, Tim
1
Bonham, Carl Stanley
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Caccioli, Fabio
1
Camponovo, Lorenzo
1
Canabarro, Askery
1
Chan, Joshua
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Willa W.
1
Chen, Ying
1
Cheung, Yin-Wong
1
Chi, Xie
1
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Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Journal of econometrics
128
International journal of forecasting
119
Journal of forecasting
76
Econometric theory
47
Economics letters
47
Insurance / Mathematics & economics
36
Econometric reviews
28
The econometrics journal
27
Finance research letters
26
Journal of risk
25
Journal of empirical finance
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Journal of banking & finance
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Applied economics
18
Journal of risk and financial management : JRFM
18
Computational economics
17
Economic modelling
17
Journal of financial econometrics
17
Journal of the American Statistical Association : JASA
17
Risks : open access journal
15
Applied economics letters
14
Econometrics : open access journal
14
International journal of economics and financial issues : IJEFI
14
Journal of time series econometrics
14
European journal of operational research : EJOR
13
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of risk model validation
12
International Journal of Energy Economics and Policy : IJEEP
11
Journal of mathematical finance
11
The European journal of finance
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of economic dynamics & control
10
Oxford bulletin of economics and statistics
10
Astin bulletin : the journal of the International Actuarial Association
9
Journal of applied econometrics
9
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ECONIS (ZBW)
97
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97
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
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
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
6
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:
7
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:
8
Predicting the global minimum variance portfolio
Reh, Laura
;
Krüger, Fabian
;
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
Saved in:
9
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
10
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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