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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~subject:"Portfolio selection"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Portfolio selection
Schätzung
Estimation theory
165
Schätztheorie
165
Estimation
56
Time series analysis
50
Zeitreihenanalyse
50
Volatility
49
Volatilität
49
Capital income
32
Kapitaleinkommen
32
Prognoseverfahren
31
Portfolio-Management
28
ARCH model
23
ARCH-Modell
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Stochastischer Prozess
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Korrelation
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Theorie
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Theory
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12
Nichtparametrisches Verfahren
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Nonparametric statistics
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English
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Baillie, Richard
4
Sancetta, Alessio
3
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
Babii, Andrii
1
Bacry, E.
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Boudt, Kris
1
Broby, Daniel
1
Buccheri, G.
1
Buccheri, Giuseppe
1
Caccioli, Fabio
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Canabarro, Askery
1
Candelon, Bertrand
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
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
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Journal of empirical finance
Journal of financial econometrics
Quantitative finance
Journal of econometrics
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Economics letters
131
International journal of forecasting
122
Journal of forecasting
83
Econometric reviews
69
Discussion paper series / IZA
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Applied economics letters
63
Economic modelling
61
Discussion paper / Tinbergen Institute
59
NBER Working Paper
54
Working paper / Department of Econometrics and Business Statistics, Monash University
54
CEMMAP working papers / Centre for Microdata Methods and Practice
53
NBER working paper series
52
Applied economics
51
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47
Journal of applied econometrics
46
Discussion paper
45
Journal of banking & finance
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Finance research letters
40
European journal of operational research : EJOR
39
IZA Discussion Paper
38
The econometrics journal
38
CESifo working papers
37
Econometric theory
37
Journal of the American Statistical Association : JASA
36
Working paper / National Bureau of Economic Research, Inc.
36
Insurance / Mathematics & economics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Computational economics
31
Quantitative economics : QE ; journal of the Econometric Society
31
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29
Econometrics : open access journal
29
CREATES research paper
26
Working papers series in theoretical and applied economics
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ECONIS (ZBW)
97
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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
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
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
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:
6
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:
7
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:
8
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:
9
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:
10
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
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