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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:"Volatility"
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Deutschland
Forecasting model
Korrelation
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
Statistical test
24
Statistischer Test
24
Volatilität
20
Prognoseverfahren
16
Statistical distribution
14
Statistische Verteilung
14
Analysis of variance
11
Autocorrelation
11
Autokorrelation
11
Börsenkurs
11
Correlation
11
Share price
11
Varianzanalyse
11
Kleinste-Quadrate-Methode
10
Least squares method
10
Theorie (STW)
10
Portfolio selection
9
Portfolio-Management
9
Capital income
8
Heteroscedasticity
8
Heteroskedastizität
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Kapitaleinkommen
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English
49
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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
Bonney, George E.
1
Breneis, Simon
1
Buccheri, G.
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
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
Groß, Jürgen
1
Guo, Meihui
1
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Published in...
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Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
International journal of forecasting
116
Economics letters
90
Journal of forecasting
74
Discussion paper / Tinbergen Institute
62
Econometric reviews
54
Econometric theory
46
Journal of the American Statistical Association : JASA
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
The econometrics journal
38
Journal of empirical finance
37
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Computational economics
34
Economic modelling
34
NBER Working Paper
34
Working paper / National Bureau of Economic Research, Inc.
32
Applied economics letters
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
NBER working paper series
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Applied economics
28
Econometrics : open access journal
28
Finance research letters
28
CREATES research paper
27
Discussion paper
26
Journal of financial econometrics
26
Working paper
26
Discussion paper series / IZA
23
European journal of operational research : EJOR
23
Journal of banking & finance
23
Cambridge working papers in economics
22
SFB 649 discussion paper
22
CEMMAP working papers / Centre for Microdata Methods and Practice
20
Europäische Hochschulschriften / 5
19
Risks : open access journal
19
CESifo working papers
18
Insurance / Mathematics & economics
17
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ECONIS (ZBW)
49
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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
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:
9
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
Saved in:
10
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
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