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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Correlation"
~subject:"Risikomaß"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Autokorrelation
Correlation
Risikomaß
Time series analysis
Estimation theory
97
Schätztheorie
97
Zeitreihenanalyse
49
Volatility
19
Volatilität
19
Estimation
18
Schätzung
18
Prognoseverfahren
15
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Stochastic process
11
Stochastischer Prozess
11
Cointegration
9
Einheitswurzeltest
9
Kointegration
9
Structural break
9
Strukturbruch
9
Unit root test
9
Börsenkurs
8
Portfolio selection
8
Portfolio-Management
8
Share price
8
Capital income
7
Kapitaleinkommen
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Option pricing theory
7
Optionspreistheorie
7
Regression analysis
7
Regressionsanalyse
7
ARMA model
6
ARMA-Modell
6
Autocorrelation
6
Market microstructure
6
Marktmikrostruktur
6
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61
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6
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Article
67
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67
Aufsatz in Zeitschrift
67
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English
67
Author
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Tsiotas, Georgios
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Amir, Abdoulkarim Ilmi
1
Ardia, David
1
Bao, Yong
1
Bardet, Jean-Marc
1
Bayer, Christian
1
Behrendt, Simon
1
Bluteau, Keven
1
Born, Benjamin
1
Boubaker, Heni
1
Breneis, Simon
1
Buccheri, G.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Canepa, Alessandra
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, Jie
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chiann, Chang
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Fabozzi, Frank J.
1
Feld, Martin
1
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Journal of time series econometrics
Quantitative finance
Journal of econometrics
462
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
Econometric theory
196
Economics letters
196
International journal of forecasting
136
Discussion paper / Tinbergen Institute
122
Econometric reviews
119
Journal of forecasting
105
Working paper / Department of Econometrics and Business Statistics, Monash University
76
CREATES research paper
69
Applied economics letters
67
Journal of the American Statistical Association : JASA
63
Econometrics : open access journal
60
Cowles Foundation discussion paper
59
NBER Working Paper
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
The econometrics journal
58
Computational economics
47
Economic modelling
46
Applied economics
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
NBER working paper series
43
Journal of empirical finance
42
Insurance / Mathematics & economics
41
SFB 649 discussion paper
41
Journal of applied econometrics
39
Discussion paper
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
EUI working paper / ECO
35
Oxford bulletin of economics and statistics
35
Finance research letters
34
Working paper
34
Working paper / National Bureau of Economic Research, Inc.
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
Discussion paper / Center for Economic Research, Tilburg University
32
Journal of banking & finance
32
NBER technical working paper series
30
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ECONIS (ZBW)
67
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
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
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
4
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
5
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:
6
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
7
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:
8
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
9
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
10
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
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