//--> //--> //--> //-->
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 financial econometrics"
~subject:"ARCH model"
~subject:"Risikomaß"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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
ARCH model
Risikomaß
Stochastischer Prozess
Estimation theory
49
Schätztheorie
49
Estimation
20
Schätzung
20
Time series analysis
15
Zeitreihenanalyse
15
Volatility
13
Volatilität
13
Statistical test
10
Statistischer Test
10
Correlation
9
Korrelation
9
ARCH-Modell
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Induktive Statistik
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Statistical inference
6
Stichprobenerhebung
6
Varianzanalyse
6
Stochastic process
5
Börsenkurs
4
Regression analysis
4
Regressionsanalyse
4
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
22
Language
All
English
22
Author
All
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
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
Han, Heejoon
1
Hoga, Yannick
1
Hong, Seok Young
1
Hu, Xueping
1
Huang, Haitao
1
Hung, Mao-Wei
1
Hurn, Stan
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Rong
1
Jung, Whayoung
1
Kim, Minjoo
1
Ko, Yi-Chen
1
Lee, Ji Hyung
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
more ...
less ...
Published in...
All
Journal of financial econometrics
Journal of econometrics
177
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Journal of forecasting
78
Econometric theory
59
Economics letters
58
Econometric reviews
44
Insurance / Mathematics & economics
44
Journal of empirical finance
32
The econometrics journal
32
Finance research letters
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Economic modelling
27
Computational economics
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of banking & finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
European journal of operational research : EJOR
25
Journal of risk
25
Journal of the American Statistical Association : JASA
22
Econometrics : open access journal
21
Quantitative finance
21
Risks : open access journal
21
Journal of risk and financial management : JRFM
20
Applied economics
19
Applied economics letters
17
Journal of time series econometrics
17
Journal of mathematical finance
16
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Mathematics of operations research
13
Operations research
13
The North American journal of economics and finance : a journal of financial economics studies
13
International Journal of Energy Economics and Policy : IJEEP
12
The European journal of finance
12
The journal of risk model validation
12
Journal of economic dynamics & control
11
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
6
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:
7
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:
8
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:
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
Single-index expectile models for estimating conditional value at risk and expected shortfall
Jiang, Rong
;
Hu, Xueping
;
Yu, Keming
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10013187986
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->