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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Quantitative finance"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Stochastischer Prozess
Estimation theory
183
Schätztheorie
183
Time series analysis
53
Zeitreihenanalyse
53
Volatility
51
Volatilität
51
Estimation
48
Schätzung
48
Capital income
31
Kapitaleinkommen
31
Prognoseverfahren
27
Theorie
26
Theory
26
ARCH model
25
ARCH-Modell
25
Stochastic process
24
Börsenkurs
23
Portfolio selection
23
Portfolio-Management
23
Share price
23
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Correlation
17
Korrelation
17
Risikomaß
17
Risk measure
17
Market microstructure
15
Marktmikrostruktur
15
Autocorrelation
14
Autokorrelation
14
Statistical distribution
14
Statistische Verteilung
14
CAPM
13
Option pricing theory
13
Optionspreistheorie
13
Regression analysis
13
Regressionsanalyse
13
Analysis of variance
11
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Article
48
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50
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English
50
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Baillie, Richard
2
Kristensen, Dennis
2
Ren, Yu
2
Tsiotas, Georgios
2
Zhu, Min
2
Agosto, Arianna
1
Amihud, Yakov
1
Asai, Manabu
1
Audrino, Francesco
1
Bauwens, Luc
1
Bayer, Christian
1
Bekaert, Geert
1
Berens, Tobias
1
Breneis, Simon
1
Bu, Ruijun
1
Caccioli, Fabio
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chiang, I-Hsuan Ethan
1
Chronopoulou, Alexandra
1
Creel, Michael D.
1
Czellar, Veronika
1
Dacorogna, Michel M.
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Feng, Dingan
1
Francq, Christian
1
Frederiksen, Per
1
Galakis, John
1
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HFDF <1, 1995, Zürich>
1
Published in...
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Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative finance
Journal of econometrics
135
International journal of forecasting
114
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
40
Econometric reviews
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Econometric theory
25
Economic modelling
22
European journal of operational research : EJOR
21
Insurance / Mathematics & economics
20
Journal of the American Statistical Association : JASA
19
Computational economics
17
The econometrics journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Journal of banking & finance
14
Econometrics : open access journal
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Finance research letters
13
Journal of financial econometrics
13
Risks : open access journal
13
Journal of applied econometrics
12
Applied economics
11
Mathematics of operations research
11
Oxford bulletin of economics and statistics
11
Applied economics letters
10
Journal of productivity analysis
10
Journal of risk and financial management : JRFM
10
Operations research
10
Astin bulletin : the journal of the International Actuarial Association
9
Journal of mathematical finance
9
Journal of time series econometrics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of quantitative economics
8
International journal of production economics
7
International journal of production research
7
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ECONIS (ZBW)
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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
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:
3
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:
4
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
5
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:
6
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
7
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
8
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
9
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
10
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
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