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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~subject:"Correlation"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Correlation
Schätzung
Estimation theory
160
Schätztheorie
160
Estimation
53
Time series analysis
48
Volatility
48
Volatilität
48
Zeitreihenanalyse
48
Capital income
30
Kapitaleinkommen
30
Prognoseverfahren
29
Portfolio selection
27
Portfolio-Management
27
ARCH model
22
ARCH-Modell
22
Stochastic process
22
Stochastischer Prozess
22
Börsenkurs
21
Share price
21
Statistical distribution
20
Statistische Verteilung
20
Korrelation
19
Theorie
18
Theory
18
Autocorrelation
15
Autokorrelation
15
CAPM
15
Risikomaß
15
Risk measure
15
Statistical test
15
Statistischer Test
15
Analysis of variance
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Option pricing theory
12
Optionspreistheorie
12
Varianzanalyse
12
Yield curve
12
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Undetermined
58
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8
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Article
82
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3
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Article in journal
83
Aufsatz in Zeitschrift
83
Collection of articles of several authors
2
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2
Sammelwerk
2
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English
85
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Baillie, Richard
4
Sancetta, Alessio
3
Bauwens, Luc
2
Dacorogna, Michel M.
2
De Nard, Gianluca
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Nolte, Ingmar
2
Ren, Yu
2
Satchell, Stephen
2
Tsiotas, Georgios
2
Abergel, Frédéric
1
Achab, Massil
1
Agosto, Arianna
1
Agrawal, Raj
1
Ahn, Seung Chan
1
Allen, David
1
Amihud, Yakov
1
Bacry, E.
1
Bekaert, Geert
1
Berens, Tobias
1
Buccheri, G.
1
Buccheri, Giuseppe
1
Caccioli, Fabio
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Canabarro, Askery
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Chan, Chia-ying
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Yi-ting
1
Cheng, Wan-hsiu
1
Cheung, Yin-Wong
1
Chi, Xie
1
Chiang, I-Hsuan Ethan
1
Cho, Dooyeon
1
Chronopoulou, Alexandra
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
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Journal of empirical finance
Journal of financial econometrics
Quantitative finance
Journal of econometrics
312
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Economics letters
148
International journal of forecasting
118
Journal of forecasting
82
Econometric reviews
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Applied economics letters
66
Discussion paper series / IZA
66
Discussion paper / Tinbergen Institute
64
NBER Working Paper
61
Economic modelling
58
Working paper / Department of Econometrics and Business Statistics, Monash University
56
NBER working paper series
54
Applied economics
53
CEMMAP working papers / Centre for Microdata Methods and Practice
51
Journal of the American Statistical Association : JASA
51
Econometric theory
49
Working paper
47
Journal of applied econometrics
45
Discussion paper
44
The econometrics journal
44
Journal of banking & finance
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Working paper / National Bureau of Economic Research, Inc.
40
CESifo working papers
38
IZA Discussion Paper
38
Econometrics : open access journal
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
Computational economics
30
Quantitative economics : QE ; journal of the Econometric Society
30
SFB 649 discussion paper
29
Discussion papers / CEPR
28
Finance research letters
28
Insurance / Mathematics & economics
28
CREATES research paper
27
Cambridge working papers in economics
27
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ECONIS (ZBW)
85
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85
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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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