//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~subject:"Schätzung"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
Schätzung
Statistical distribution
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 selection
28
Portfolio-Management
28
ARCH model
23
ARCH-Modell
23
Börsenkurs
23
Share price
23
Stochastic process
23
Stochastischer Prozess
23
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
more ...
less ...
Online availability
All
Undetermined
62
Free
9
Type of publication
All
Article
88
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
89
Aufsatz in Zeitschrift
89
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
Language
All
English
91
Author
All
Baillie, Richard
4
Sancetta, Alessio
3
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Kristensen, Dennis
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
Boudt, Kris
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, Wilson Ye
1
Chen, Yi-ting
1
Chen, Yu
1
Cheng, Wan-hsiu
1
Cheung, Yin-Wong
1
Chi, Xie
1
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Journal of financial econometrics
Quantitative finance
Journal of econometrics
316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Economics letters
147
International journal of forecasting
121
Econometric reviews
84
Journal of forecasting
83
Discussion paper / Tinbergen Institute
71
Discussion paper series / IZA
71
CEMMAP working papers / Centre for Microdata Methods and Practice
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Economic modelling
63
Applied economics letters
62
Econometric theory
61
Insurance / Mathematics & economics
59
NBER Working Paper
58
Working paper / Department of Econometrics and Business Statistics, Monash University
58
NBER working paper series
54
Applied economics
53
Journal of the American Statistical Association : JASA
52
Working paper
50
The econometrics journal
49
Journal of applied econometrics
47
Discussion paper
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
IZA Discussion Paper
41
Journal of banking & finance
38
CESifo working papers
37
Econometrics : open access journal
37
European journal of operational research : EJOR
37
Discussion paper / Center for Economic Research, Tilburg University
36
Working paper / National Bureau of Economic Research, Inc.
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Computational economics
33
Finance research letters
32
Discussion papers / CEPR
31
Quantitative economics : QE ; journal of the Econometric Society
31
Statistics in transition : an international journal of the Polish Statistical Association
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
CREATES research paper
30
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->