//--> //--> //--> //-->
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 risk"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzschrift"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
ARCH-Modell
Estimation
Estimation theory
31
Schätztheorie
31
Risikomaß
21
Risk measure
21
Portfolio selection
13
Portfolio-Management
13
Schätzung
13
ARCH model
12
Risiko
7
Risk
7
Statistical distribution
7
Statistische Verteilung
7
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
Kapitaleinkommen
5
Volatility
5
Volatilität
5
expected shortfall (ES)
5
value-at-risk (VaR)
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Prognoseverfahren
4
Risikomanagement
4
Risk management
4
Measurement
3
Messung
3
generalized autoregressive conditional heteroscedasticity (GARCH)
3
Aktienindex
2
Autocorrelation
2
Autokorrelation
2
Bias
2
Börsenkurs
2
Correlation
2
Credit risk
2
Experiment
2
Korrelation
2
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Forschungsbericht
Konferenzschrift
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Abad, Pilar
1
Ardia, David
1
Arora, Rohit
1
Auer, Benjamin R.
1
Benito Muela, Sonia
1
Berens, Tobias
1
Butler, Andrew
1
Cipra, Tomáš
1
Feng, Yuanhua
1
Fischer, Matthias
1
Gatarek, Lukasz
1
Goldman, Elena
1
Guo, Zi-Yi
1
Hendrych, Radek
1
Hoogerheide, Lennart
1
Jiang, Yindeng
1
Kabaila, Paul
1
Kwon, Roy H.
1
Lamb, John D.
1
Letmathe, Sebastian
1
Luger, Richard
1
López-Martín, Carmen
1
Lüdemann, Stefan
1
Mainzer, Rheanna
1
Martin, Doug
1
Martin, R. Douglas
1
Monville, Maura E.
1
Muromachi, Yukio
1
Nagl, Maximilian
1
Olschewsky, Michael
1
Pfeuffer, Marius
1
Poddig, Thorsten
1
Qiao, Xiao
1
Rösch, Daniel
1
Schuhmacher, Frank
1
Shen, Xiangjin
1
Sánchez Granero, Miguel Angel
1
Tee, Kaihong
1
Uhde, André
1
Wang, Yongning
1
more ...
less ...
Published in...
All
Journal of risk
Journal of econometrics
305
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Economics letters
143
International journal of forecasting
122
Journal of forecasting
85
Econometric reviews
76
Econometric theory
71
Economic modelling
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Applied economics letters
64
Applied economics
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of applied econometrics
47
The econometrics journal
47
Journal of empirical finance
40
Journal of the American Statistical Association : JASA
38
Journal of banking & finance
37
Insurance / Mathematics & economics
32
Econometrics : open access journal
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Computational economics
30
Finance research letters
29
Quantitative economics : QE ; journal of the Econometric Society
29
International journal of economics and financial issues : IJEFI
27
Journal of financial econometrics
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
European journal of operational research : EJOR
25
The review of economics and statistics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Journal of economic dynamics & control
22
Energy economics
21
Quantitative finance
19
The empirical economics letters : a monthly international journal of economics
18
Risks : open access journal
17
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of real estate finance and economics
16
Journal of international money and finance
15
Journal of time series econometrics
15
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
2
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
3
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
4
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
5
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
6
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
7
Bias-corrected estimators for the Vasicek model : an application in risk measure estimation
Guo, Zi-Yi
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 71-104
Persistent link: https://www.econbiz.de/10012500264
Saved in:
8
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
9
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
10
Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek
;
Cipra, Tomáš
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012117479
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->