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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Correlation"
~subject:"Portfolio-Management"
~subject:"Risikomaß"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Autokorrelation
Correlation
Portfolio-Management
Risikomaß
Time series analysis
Estimation theory
39
Schätztheorie
39
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Prognoseverfahren
10
Zeitreihenanalyse
10
Portfolio selection
9
Börsenkurs
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
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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22
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5
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27
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27
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27
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English
27
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Tsiotas, Georgios
2
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Broby, Daniel
1
Buccheri, G.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
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
Glasserman, Paul
1
Guo, Meihui
1
Han, Yongli
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
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
Kondor, Imre
1
Koumou, Gilles Boevi
1
Lee, Yongjae
1
Liu, Guangying
1
Ma, Guiyuan
1
Mathew, Thomas
1
Mboussa Anga, G.
1
Neuberg, Richard
1
Nolte, Ingmar
1
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Quantitative finance
Journal of econometrics
468
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
221
Economics letters
198
Econometric theory
197
International journal of forecasting
137
Discussion paper / Tinbergen Institute
123
Econometric reviews
122
Journal of forecasting
105
Working paper / Department of Econometrics and Business Statistics, Monash University
76
CREATES research paper
70
Applied economics letters
68
Econometrics : open access journal
63
Journal of the American Statistical Association : JASA
63
The econometrics journal
61
Cowles Foundation discussion paper
59
NBER Working Paper
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Computational economics
51
Journal of empirical finance
48
Economic modelling
47
Applied economics
46
Insurance / Mathematics & economics
45
Journal of time series econometrics
45
NBER working paper series
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Finance research letters
43
SFB 649 discussion paper
41
Journal of applied econometrics
39
Journal of banking & finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
Discussion paper
38
Working paper
37
Oxford bulletin of economics and statistics
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Working paper / National Bureau of Economic Research, Inc.
35
Discussion paper / Center for Economic Research, Tilburg University
34
European journal of operational research : EJOR
33
EUI working paper / ECO
31
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ECONIS (ZBW)
27
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27
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1
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Weight bound constraints in mean-variance models : a robust control theory foundation via machine learning
Koumou, Gilles Boevi
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 719-733
Persistent link: https://www.econbiz.de/10015050790
Saved in:
7
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:
8
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:
9
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:
10
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:
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