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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Autokorrelation
CAPM
Kapitaleinkommen
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
Risikomaß
5
Risk measure
5
Statistical distribution
5
Statistische Verteilung
5
Correlation
4
Derivat
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
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English
18
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Ren, Yu
2
Tsiotas, Georgios
2
Xie, Tian
2
Buccheri, G.
1
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
Galakis, John
1
Gerlach, Richard H.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Mboussa Anga, G.
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Pelagatti, Matteo
1
Peters, Gareth
1
Podobnik, Boris
1
Qiu, Yue
1
Sbrana, Giacomo
1
Sisson, Scott A.
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
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Quantitative finance
Journal of econometrics
239
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
127
International journal of forecasting
118
Economics letters
87
Journal of forecasting
77
Econometric reviews
65
Discussion paper / Tinbergen Institute
55
Econometric theory
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
The econometrics journal
37
Journal of empirical finance
36
Computational economics
33
NBER Working Paper
33
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Working paper / National Bureau of Economic Research, Inc.
32
Economic modelling
31
NBER working paper series
31
Finance research letters
30
Working paper
28
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Discussion paper
26
Econometrics : open access journal
26
Applied economics
25
Journal of the American Statistical Association : JASA
25
CESifo working papers
23
European journal of operational research : EJOR
22
Journal of financial econometrics
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Journal of banking & finance
21
Journal of economic dynamics & control
21
Cowles Foundation discussion paper
20
Discussion paper series / IZA
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
CREATES research paper
19
Europäische Hochschulschriften / 5
19
Insurance / Mathematics & economics
19
Journal of financial economics
19
The journal of finance : the journal of the American Finance Association
19
Journal of risk and financial management : JRFM
18
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
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
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:
8
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:
9
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:
10
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
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