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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"Volatility"
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Deutschland
Forecasting model
Monte-Carlo-Simulation
Theorie
Volatility
Estimation theory
251
Schätztheorie
251
Regression analysis
77
Regressionsanalyse
77
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Time series analysis
46
Zeitreihenanalyse
46
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
Korrelation
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
8
Kapitaleinkommen
8
Option pricing theory
8
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48
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17
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44
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21
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43
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43
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41
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English
65
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Dette, Holger
8
Birke, Melanie
4
Sibbertsen, Philipp
4
Steland, Ansgar
4
Weißbach, Rafael
4
Gather, Ursula
3
Weihs, Claus
3
Becker, Claudia
2
Biedermann, Stefanie
2
Hartung, Joachim
2
Neumeyer, Natalie
2
Runde, Ralf
2
Tsiotas, Georgios
2
Venetis, Ioannis
2
Wied, Dominik
2
Argaç, Dog̃an
1
Argaç, Doğan
1
Arnold, Matthias
1
Auer, Corinna
1
Bayer, Christian
1
Behrendt, Simon
1
Berke, Olaf
1
Bissantz, Nicolai
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
Christmann, Andreas
1
Chronopoulou, Alexandra
1
Croux, Christophe
1
Czogiel, Irina
1
Davies, P. Laurie
1
Erdbrügge, Martina
1
Favreau, Charles
1
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
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Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
553
Economics letters
433
Econometric theory
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
271
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Econometric reviews
169
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Journal of applied econometrics
142
Journal of quantitative economics : official journal of the Indian Econometric Society
141
International journal of forecasting
127
The review of economics and statistics
123
Discussion paper / Tinbergen Institute
122
Oxford bulletin of economics and statistics
110
Working paper / National Bureau of Economic Research, Inc.
100
Journal of forecasting
95
Discussion paper / Center for Economic Research, Tilburg University
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
80
CORE discussion paper : DP
77
Applied economics
70
Discussion paper series / IZA
65
The review of economic studies
61
International economic review
59
Technical working paper / National Bureau of Economic Research
58
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
The econometrics journal
56
Working paper series
55
American journal of agricultural economics
52
Discussion paper
50
Working paper
49
Europäische Hochschulschriften / 5
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of empirical finance
46
SFB 649 discussion paper
46
Working paper / Department of Econometrics and Business Statistics, Monash University
46
Economic modelling
45
Cowles Foundation discussion paper
44
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ECONIS (ZBW)
65
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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
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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
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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
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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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