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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Korrelation"
~subject:"Monte-Carlo-Simulation"
~subject:"Option pricing theory"
~subject:"Volatility"
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Deutschland
Forecasting model
Korrelation
Monte-Carlo-Simulation
Option pricing theory
Volatility
Estimation theory
253
Schätztheorie
253
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
26
Schätzung
26
Statistical test
24
Statistischer Test
24
Volatilität
21
Prognoseverfahren
16
Statistical distribution
15
Statistische Verteilung
15
Börsenkurs
12
Correlation
12
Share price
12
Analysis of variance
11
Autocorrelation
11
Autokorrelation
11
Varianzanalyse
11
Kleinste-Quadrate-Methode
10
Least squares method
10
Theorie (STW)
10
Capital income
9
Heteroscedasticity
9
Heteroskedastizität
9
Kapitaleinkommen
9
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9
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9
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9
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26
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English
52
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Sibbertsen, Philipp
4
Gotu, Butte
3
Weihs, Claus
3
Hartung, Joachim
2
Krämer, Walter
2
Runde, Ralf
2
Troschke, Sven-Oliver
2
Tsiotas, Georgios
2
Venetis, Ioannis
2
Argaç, Dog̃an
1
Argaç, Doğan
1
Bayer, Christian
1
Behrendt, Simon
1
Berke, Olaf
1
Birke, Melanie
1
Bonney, George E.
1
Breneis, Simon
1
Buccheri, G.
1
Caccioli, Fabio
1
Calzolari, Giorgio
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Christensen, Kim
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Croux, Christophe
1
Czogiel, Irina
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Fried, Roland
1
Galakis, John
1
Gather, Ursula
1
Gelper, Sarah
1
Gerlach, Richard H.
1
Glasserman, Paul
1
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Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
259
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
International journal of forecasting
119
Economics letters
91
Journal of forecasting
76
Discussion paper / Tinbergen Institute
62
Econometric reviews
54
Econometric theory
47
Journal of the American Statistical Association : JASA
40
Journal of empirical finance
39
The econometrics journal
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Computational economics
36
Economic modelling
35
NBER Working Paper
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Finance research letters
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Working paper / National Bureau of Economic Research, Inc.
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
NBER working paper series
31
Applied economics letters
30
Applied economics
29
Discussion paper
28
Econometrics : open access journal
28
CREATES research paper
27
Working paper
27
Journal of financial econometrics
26
SFB 649 discussion paper
25
European journal of operational research : EJOR
24
Journal of banking & finance
24
Discussion paper series / IZA
23
Cambridge working papers in economics
22
CEMMAP working papers / Centre for Microdata Methods and Practice
20
CESifo working papers
19
Europäische Hochschulschriften / 5
19
International journal of theoretical and applied finance
19
Journal of economic dynamics & control
19
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ECONIS (ZBW)
52
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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
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:
5
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:
6
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:
7
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:
8
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:
9
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
10
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
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