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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Schätzung
Zeitreihenanalyse
Estimation theory
160
Schätztheorie
160
Estimation
53
Time series analysis
48
Volatility
48
Volatilität
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
Correlation
19
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
59
Free
10
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Article
93
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
94
Aufsatz in Zeitschrift
94
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
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English
96
Author
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Baillie, Richard
4
Sancetta, Alessio
3
Satchell, Stephen
3
Bauwens, Luc
2
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Nolte, Ingmar
2
Rahbek, Anders
2
Ren, Yu
2
Tsiotas, Georgios
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Achab, Massil
1
Agosto, Arianna
1
Ahn, Seung Chan
1
Allen, David
1
Amado, Cristina
1
Amihud, Yakov
1
Astill, Sam
1
Bacry, E.
1
Ball, Clifford A.
1
Bayer, Christian
1
Behrendt, Simon
1
Bekaert, Geert
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Breneis, Simon
1
Broze, Laurence
1
Buccheri, G.
1
Buccheri, Giuseppe
1
Caccioli, Fabio
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Campbell, John Y.
1
Canabarro, Askery
1
Cang, Yuquan
1
Casas, Isabel
1
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Institution
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
Published in...
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Journal of empirical finance
Journal of financial econometrics
Quantitative finance
Journal of econometrics
509
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
246
Economics letters
239
Econometric theory
183
International journal of forecasting
133
Discussion paper / Tinbergen Institute
132
Econometric reviews
125
Journal of forecasting
105
Applied economics letters
99
NBER Working Paper
89
Working paper / Department of Econometrics and Business Statistics, Monash University
88
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
CREATES research paper
75
Economic modelling
74
NBER working paper series
74
Applied economics
72
Journal of applied econometrics
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Discussion paper series / IZA
66
Journal of the American Statistical Association : JASA
65
Econometrics : open access journal
63
The econometrics journal
63
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Working paper
56
Discussion paper
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
Working paper / National Bureau of Economic Research, Inc.
54
Cowles Foundation discussion paper
53
Computational economics
47
Journal of time series econometrics
43
CESifo working papers
42
SFB 649 discussion paper
40
Journal of banking & finance
39
Oxford bulletin of economics and statistics
38
Discussion paper / Center for Economic Research, Tilburg University
37
IZA Discussion Paper
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
36
Quantitative economics : QE ; journal of the Econometric Society
36
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ECONIS (ZBW)
96
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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
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
6
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
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
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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