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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Stochastischer Prozess
Estimation theory
123
Schätztheorie
123
Estimation
41
Schätzung
41
Time series analysis
38
Zeitreihenanalyse
38
Volatility
33
Volatilität
33
Capital income
26
Kapitaleinkommen
26
ARCH-Modell
21
Prognoseverfahren
20
Portfolio selection
19
Portfolio-Management
19
Theorie
17
Theory
17
Correlation
16
Korrelation
16
Statistical distribution
16
Statistische Verteilung
16
Börsenkurs
15
Share price
15
Stochastic process
15
Statistical test
13
Statistischer Test
13
Autocorrelation
12
Autokorrelation
12
CAPM
12
Risikomaß
10
Risikoprämie
10
Risk measure
10
Risk premium
10
Sampling
10
Stichprobenerhebung
10
Yield curve
10
Zinsstruktur
10
Analysis of variance
9
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Undetermined
33
Free
2
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Article
48
Book / Working Paper
2
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
50
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
Language
All
English
50
Author
All
Baillie, Richard
2
Kristensen, Dennis
2
Agosto, Arianna
1
Amado, Cristina
1
Amihud, Yakov
1
Asai, Manabu
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chen, Feng
1
Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
1
Chourdakis, Kyriakos
1
Cipollini, Fabrizio
1
Creel, Michael D.
1
Dacorogna, Michel M.
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
Dotsis, George
1
Dufays, Arnaud
1
Dunsmuir, William T.M.
1
Fornari, Fabio
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
Harvey, Andrew C.
1
He, Xue-zhong
1
Hong, Seok Young
1
Huang, Haitao
1
Hung, Jui-cheng
1
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Institution
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HFDF <1, 1995, Zürich>
1
Published in...
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Journal of empirical finance
Journal of financial econometrics
Journal of econometrics
171
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of forecasting
77
Econometric theory
59
Economics letters
57
Econometric reviews
41
The econometrics journal
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Economic modelling
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Finance research letters
24
Insurance / Mathematics & economics
23
European journal of operational research : EJOR
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of the American Statistical Association : JASA
21
Computational economics
20
Journal of banking & finance
20
Applied economics
18
Econometrics : open access journal
18
Journal of risk and financial management : JRFM
18
Quantitative finance
18
Applied economics letters
17
Journal of time series econometrics
17
Journal of mathematical finance
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
International journal of economics and financial issues : IJEFI
14
Journal of applied econometrics
14
Journal of risk
14
Risks : open access journal
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International Journal of Energy Economics and Policy : IJEEP
12
The North American journal of economics and finance : a journal of financial economics studies
12
Mathematics of operations research
11
Operations research
11
Oxford bulletin of economics and statistics
11
The European journal of finance
11
Journal of productivity analysis
10
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ECONIS (ZBW)
50
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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
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:
3
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:
4
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
5
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:
6
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
7
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
8
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
9
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
10
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
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