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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Correlation"
~subject:"Market microstructure"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Autokorrelation
Correlation
Market microstructure
Risikomaß
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
Marktmikrostruktur
6
Capital income
5
Kapitaleinkommen
5
Risk measure
5
Statistical distribution
5
Statistische Verteilung
5
Derivat
4
Derivative
4
Korrelation
4
Modellierung
4
Scientific modelling
4
Analysis of variance
3
Autocorrelation
3
CAPM
3
Estimation error
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
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17
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4
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Article
21
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21
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21
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English
21
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Tsiotas, Georgios
2
Achab, Massil
1
Bacry, E.
1
Buccheri, G.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chen, Yu
1
Cheng, Tsung-Chi
1
Chi, Xie
1
Chung, Munki
1
Fabozzi, Frank J.
1
Galakis, John
1
Gerlach, Richard H.
1
Glasserman, Paul
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Ihnatiuk, Vitalii
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
1
Kim, Woo Chang
1
Kinnear, Ryan J.
1
Kondor, Imre
1
Lai, Hung-neng
1
Lam, Henry
1
Lee, Yongjae
1
Li, Fengpei
1
Lin, Jiahe
1
Liu, Guangying
1
Mboussa Anga, G.
1
Muzy, J. F.
1
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Quantitative finance
Journal of econometrics
231
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Economics letters
86
Journal of forecasting
77
Econometric theory
54
Econometric reviews
53
Discussion paper / Tinbergen Institute
50
Insurance / Mathematics & economics
36
Journal of the American Statistical Association : JASA
34
The econometrics journal
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Journal of banking & finance
27
Journal of empirical finance
27
Econometrics : open access journal
26
Finance research letters
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Journal of financial econometrics
25
Journal of risk
25
Applied economics letters
24
Discussion paper
24
SFB 649 discussion paper
24
Cambridge working papers in economics
22
Cowles Foundation discussion paper
22
NBER Working Paper
22
CESifo working papers
21
Computational economics
21
CREATES research paper
20
Working paper
20
Discussion paper series / IZA
18
Economic modelling
18
Europäische Hochschulschriften / 5
18
NBER working paper series
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Applied economics
16
European journal of operational research : EJOR
16
Oxford bulletin of economics and statistics
16
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ECONIS (ZBW)
21
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21
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
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
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
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
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