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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH model"
~subject:"Regressionsanalyse"
~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
Regressionsanalyse
Stochastischer Prozess
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
9
ARCH-Modell
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Stichprobenerhebung
6
Varianzanalyse
6
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Börsenkurs
4
Regression analysis
4
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Undetermined
19
Free
1
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Article
20
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Aufsatz in Zeitschrift
Article in journal
20
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English
20
Author
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Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Chen, Feng
1
Cipollini, Fabrizio
1
Dunsmuir, William T.M.
1
Gallo, Giampiero M.
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
Hong, Seok Young
1
Huang, Haitao
1
Hung, Mao-Wei
1
Hurn, Stan
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Kim, Minjoo
1
Ko, Yi-Chen
1
Leng, Xuan
1
Lindsay, Kenneth A.
1
Liu, Qiang
1
Liu, Xiaohui
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Luger, Richard
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
McElroy, Tucker
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Palandri, Alessandro
1
Pelletier, Denis
1
Peng, Liang
1
Sancetta, Alessio
1
Shin, Yongcheol
1
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Journal of financial econometrics
Journal of econometrics
403
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Econometric theory
143
Economics letters
141
International journal of forecasting
118
Journal of the American Statistical Association : JASA
105
Econometric reviews
103
Journal of forecasting
79
The econometrics journal
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
European journal of operational research : EJOR
47
Economic modelling
46
Econometrics : open access journal
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Insurance / Mathematics & economics
39
Computational economics
37
Journal of risk and financial management : JRFM
35
Applied economics letters
34
Journal of empirical finance
31
Applied economics
28
Journal of applied econometrics
28
Quantitative economics : QE ; journal of the Econometric Society
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Finance research letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Journal of time series econometrics
23
Risks : open access journal
23
Journal of banking & finance
22
Oxford bulletin of economics and statistics
19
The empirical economics letters : a monthly international journal of economics
19
Quantitative finance
18
Statistics in transition : an international journal of the Polish Statistical Association
18
International journal of economics and financial issues : IJEFI
17
Journal of quantitative economics
16
Journal of mathematical finance
15
Operations research
15
Statistical papers
15
Journal of econometric methods
14
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ECONIS (ZBW)
20
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
8
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
9
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
10
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
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