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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation
Schätzung
Estimation theory
165
Schätztheorie
165
Time series analysis
50
Zeitreihenanalyse
50
Volatility
49
Volatilität
49
Capital income
32
Kapitaleinkommen
32
Prognoseverfahren
31
Portfolio selection
28
Portfolio-Management
28
ARCH model
23
ARCH-Modell
23
Börsenkurs
23
Share price
23
Stochastic process
23
Stochastischer Prozess
23
Statistical distribution
21
Statistische Verteilung
21
Correlation
20
Korrelation
20
Theorie
18
Theory
18
Statistical test
16
Statistischer Test
16
Autocorrelation
15
Autokorrelation
15
CAPM
15
Risikomaß
15
Risk measure
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
52
Free
9
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Article
76
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3
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Article in journal
77
Aufsatz in Zeitschrift
77
Collection of articles of several authors
2
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2
Sammelwerk
2
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English
79
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Baillie, Richard
4
Sancetta, Alessio
3
Dacorogna, Michel M.
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
Ahn, Seung Chan
1
Allen, David
1
Amihud, Yakov
1
Babii, Andrii
1
Bacry, E.
1
Bauwens, Luc
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
Chen, Yu
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
271
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Economics letters
131
International journal of forecasting
121
Journal of forecasting
83
Econometric reviews
67
Discussion paper series / IZA
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Economic modelling
62
Applied economics letters
61
Discussion paper / Tinbergen Institute
59
NBER Working Paper
54
Working paper / Department of Econometrics and Business Statistics, Monash University
54
NBER working paper series
52
Applied economics
50
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Journal of applied econometrics
46
Working paper
45
Discussion paper
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Econometric theory
37
IZA Discussion Paper
37
The econometrics journal
37
CESifo working papers
36
Journal of banking & finance
36
Journal of the American Statistical Association : JASA
36
Working paper / National Bureau of Economic Research, Inc.
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Discussion papers / CEPR
31
Insurance / Mathematics & economics
30
Econometrics : open access journal
29
Quantitative economics : QE ; journal of the Econometric Society
29
European journal of operational research : EJOR
28
Computational economics
27
CREATES research paper
26
Finance research letters
26
The review of economics and statistics
25
Working papers series in theoretical and applied economics
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ECONIS (ZBW)
79
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
9
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:
10
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
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