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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Autokorrelation"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Deutschland
Forecasting model
Autokorrelation
Monte-Carlo-Simulation
Volatility
Estimation theory
251
Schätztheorie
251
Regression analysis
77
Regressionsanalyse
77
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Time series analysis
46
Zeitreihenanalyse
46
Theorie
31
Theory
31
Robust statistics
27
Robustes Verfahren
27
Estimation
25
Schätzung
25
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24
Statistischer Test
24
Volatilität
20
Prognoseverfahren
16
Statistical distribution
14
Statistische Verteilung
14
Analysis of variance
11
Autocorrelation
11
Börsenkurs
11
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11
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11
Share price
11
Varianzanalyse
11
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10
Least squares method
10
Theorie (STW)
10
Portfolio selection
9
Portfolio-Management
9
Capital income
8
Heteroscedasticity
8
Heteroskedastizität
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8
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English
46
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Krämer, Walter
4
Sibbertsen, Philipp
4
Weihs, Claus
3
Dette, Holger
2
Fried, Roland
2
Hartung, Joachim
2
Runde, Ralf
2
Tsiotas, Georgios
2
Venetis, Ioannis
2
Argaç, Dog̃an
1
Argaç, Doğan
1
Arnold, Matthias
1
Bachmann, Dirk
1
Bayer, Christian
1
Behrendt, Simon
1
Berke, Olaf
1
Breneis, Simon
1
Caccioli, Fabio
1
Calzolari, Giorgio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Christensen, Kim
1
Chronopoulou, Alexandra
1
Croux, Christophe
1
Czogiel, Irina
1
Favreau, Charles
1
Galakis, John
1
Gather, Ursula
1
Gelper, Sarah
1
Gerlach, Richard H.
1
Groß, Jürgen
1
Guo, Meihui
1
Hanck, Christoph
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
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Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
124
International journal of forecasting
116
Economics letters
95
Econometric reviews
74
Journal of forecasting
72
Discussion paper / Tinbergen Institute
66
Econometric theory
62
The econometrics journal
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Economic modelling
38
Journal of empirical finance
37
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Computational economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
CREATES research paper
30
Applied economics letters
29
NBER Working Paper
29
Econometrics : open access journal
28
Discussion paper
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Journal of the American Statistical Association : JASA
27
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
25
Applied economics
24
European journal of operational research : EJOR
24
Cowles Foundation discussion paper
22
Finance research letters
22
Journal of financial econometrics
22
Working paper
21
Discussion paper series / IZA
19
Europäische Hochschulschriften / 5
19
Journal of risk and financial management : JRFM
19
CESifo working papers
18
Journal of banking & finance
18
Oxford bulletin of economics and statistics
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Risks : open access journal
17
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ECONIS (ZBW)
46
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
7
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
8
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
9
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
10
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
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