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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Autokorrelation
CAPM
Derivat
Monte-Carlo-Simulation
Estimation theory
38
Schätztheorie
38
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
9
Börsenkurs
8
Portfolio selection
8
Portfolio-Management
8
Share price
8
Stochastic process
8
Stochastischer Prozess
8
Option pricing theory
7
Optionspreistheorie
7
Market microstructure
6
Marktmikrostruktur
6
Capital income
5
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Statistical distribution
5
Statistische Verteilung
5
Correlation
4
Derivative
4
Korrelation
4
Modellierung
4
Scientific modelling
4
Analysis of variance
3
Autocorrelation
3
Estimation error
3
Monte Carlo simulation
3
Nichtparametrisches Verfahren
3
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16
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Article
18
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18
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18
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English
18
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Ren, Yu
2
Tsiotas, Georgios
2
Xie, Tian
2
Caccioli, Fabio
1
Canabarro, Askery
1
Capriotti, Luca
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Galakis, John
1
Gerlach, Richard H.
1
Glasserman, Paul
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kane, Hayden
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Neuberg, Richard
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Peters, Gareth
1
Podobnik, Boris
1
Qiu, Yue
1
Shelton, Austin
1
Sisson, Scott A.
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Stoikov, Sasha
1
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Quantitative finance
Journal of econometrics
212
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Economics letters
80
Journal of forecasting
73
Econometric reviews
60
Econometric theory
53
Discussion paper / Tinbergen Institute
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
The econometrics journal
37
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Computational economics
30
NBER Working Paper
30
NBER working paper series
28
Working paper / National Bureau of Economic Research, Inc.
28
Economic modelling
27
Journal of empirical finance
27
Applied economics letters
25
Discussion paper
25
Journal of the American Statistical Association : JASA
25
Applied economics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
23
Working paper
23
Finance research letters
22
CESifo working papers
21
Econometrics : open access journal
21
European journal of operational research : EJOR
21
Cowles Foundation discussion paper
20
Discussion paper series / IZA
19
Europäische Hochschulschriften / 5
19
Journal of banking & finance
19
Journal of economic dynamics & control
18
Journal of financial econometrics
18
Journal of financial economics
18
Oxford bulletin of economics and statistics
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
CREATES research paper
17
Discussion paper / Center for Economic Research, Tilburg University
16
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
8
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
9
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
10
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
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