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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:"Regression analysis"
~subject:"Volatility"
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Deutschland
Forecasting model
Korrelation
Monte-Carlo-Simulation
Regression analysis
Volatility
Estimation theory
253
Schätztheorie
253
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
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24
Statistischer Test
24
Volatilität
21
Prognoseverfahren
16
Statistical distribution
15
Statistische Verteilung
15
Börsenkurs
12
Correlation
12
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12
Analysis of variance
11
Autocorrelation
11
Autokorrelation
11
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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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English
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Dette, Holger
37
Neumeyer, Natalie
9
Melas, Vjačeslav Borisovič
8
Sibbertsen, Philipp
8
Biedermann, Stefanie
6
Fried, Roland
5
Gather, Ursula
5
Christmann, Andreas
4
Haines, Linda M.
4
Urfer, Wolfgang
4
Weihs, Claus
4
Becker, Claudia
3
Birke, Melanie
3
Bonney, George E.
3
Gotu, Butte
3
Imhof, Lorens
3
Krämer, Walter
3
Bernholt, Thorsten
2
Bissantz, Nicolai
2
Franke, Tobias
2
Gannoun, Ali
2
Hartung, Joachim
2
Kovac, Arne
2
Pepelyshev, Andrey
2
Pilz, Kay Frederik
2
Ploberger, Werner
2
Runde, Ralf
2
Saracco, Jérôme
2
Schettlinger, Karen
2
Sperlich, Stefan
2
Steinwart, Ingo
2
Troschke, Sven-Oliver
2
Tsiotas, Georgios
2
Venetis, Ioannis
2
Antille, Gérard
1
Argaç, Dog̃an
1
Argaç, Doğan
1
Arnold, Matthias
1
Bayer, Christian
1
Behrendt, Simon
1
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Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
483
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
205
Economics letters
170
Econometric theory
130
Journal of the American Statistical Association : JASA
124
International journal of forecasting
122
Econometric reviews
117
CEMMAP working papers / Centre for Microdata Methods and Practice
111
Discussion paper / Tinbergen Institute
87
The econometrics journal
85
Journal of forecasting
80
NBER Working Paper
66
Discussion paper series / IZA
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
NBER working paper series
55
Cowles Foundation discussion paper
52
Discussion papers of interdisciplinary research project 373
52
European journal of operational research : EJOR
51
Working paper / Department of Econometrics and Business Statistics, Monash University
51
Computational economics
50
Econometrics : open access journal
50
Economic modelling
50
Applied economics letters
47
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Discussion paper
43
Working paper / National Bureau of Economic Research, Inc.
43
Working paper
42
Journal of empirical finance
39
SFB 649 discussion paper
39
Applied economics
36
CREATES research paper
35
Finance research letters
35
Insurance / Mathematics & economics
35
KBI
35
IZA Discussion Paper
33
Discussion paper / Center for Economic Research, Tilburg University
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
CESifo working papers
31
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ECONIS (ZBW)
121
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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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