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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
~subject:"Varianzanalyse"
~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
Varianzanalyse
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
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Börsenkurs
4
Regression analysis
4
Regressionsanalyse
4
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Undetermined
22
Free
1
Type of publication
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Article
23
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Aufsatz in Zeitschrift
Article in journal
23
Language
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English
23
Author
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Agrawal, Raj
1
Bauwens, Luc
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Chen, Feng
1
Cipollini, Fabrizio
1
De Nard, Gianluca
1
Dunsmuir, William T.M.
1
Gallo, Giampiero M.
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, Cheng
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
Otranto, Edoardo
1
Palandri, Alessandro
1
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Published in...
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Journal of financial econometrics
Journal of econometrics
184
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Journal of forecasting
78
Econometric theory
59
Economics letters
59
Econometric reviews
43
Journal of empirical finance
33
Economic modelling
30
The econometrics journal
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Finance research letters
28
Journal of the American Statistical Association : JASA
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
European journal of operational research : EJOR
24
Insurance / Mathematics & economics
23
Computational economics
21
Journal of banking & finance
21
Quantitative finance
21
Applied economics letters
19
Journal of risk and financial management : JRFM
19
Applied economics
18
Econometrics : open access journal
18
Journal of time series econometrics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of applied econometrics
15
Journal of mathematical finance
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
International journal of economics and financial issues : IJEFI
14
Journal of risk
14
Risks : open access journal
14
The European journal of finance
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
Journal of productivity analysis
10
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ECONIS (ZBW)
23
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23
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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
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
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
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:
10
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:
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