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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Börsenkurs"
~subject:"Monte-Carlo-Simulation"
~subject:"Portfolio selection"
~subject:"Scientific modelling"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Börsenkurs
Monte-Carlo-Simulation
Portfolio selection
Scientific modelling
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
9
Portfolio-Management
8
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
Market microstructure
5
Marktmikrostruktur
5
Risikomaß
5
Risk measure
5
Capital income
4
Derivat
4
Derivative
4
Kapitaleinkommen
4
Modellierung
4
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
CAPM
3
Correlation
3
Estimation error
3
Korrelation
3
Monte Carlo simulation
3
Nichtparametrisches Verfahren
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26
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English
26
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Ren, Yu
2
Tsiotas, Georgios
2
Xie, Tian
2
Achab, Massil
1
Bacry, E.
1
Behrendt, Simon
1
Broby, Daniel
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
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
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Kim, Woo Chang
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Kondor, Imre
1
Lee, Yongjae
1
Liu, Guangying
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Ma, Guiyuan
1
Mathew, Thomas
1
Muzy, J. F.
1
Neuberg, Richard
1
Nolte, Ingmar
1
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1
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Quantitative finance
Journal of econometrics
206
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Economics letters
77
Journal of forecasting
74
Econometric reviews
54
Discussion paper / Tinbergen Institute
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
The econometrics journal
39
CEMMAP working papers / Centre for Microdata Methods and Practice
37
Computational economics
37
Econometric theory
36
European journal of operational research : EJOR
35
NBER working paper series
35
Journal of banking & finance
34
Journal of empirical finance
34
NBER Working Paper
34
Economic modelling
33
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Finance research letters
30
Discussion paper
29
Working paper / National Bureau of Economic Research, Inc.
29
Applied economics
28
Econometrics : open access journal
28
Working paper
28
Insurance / Mathematics & economics
27
Journal of the American Statistical Association : JASA
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Applied economics letters
24
Discussion paper series / IZA
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
21
Risks : open access journal
21
Europäische Hochschulschriften / 5
20
CESifo working papers
19
CREATES research paper
19
Journal of financial econometrics
19
Journal of risk
19
Journal of economic dynamics & control
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ECONIS (ZBW)
26
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26
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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
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
A note on spurious model selection
Wang, Weiguan
;
Ruf, Johannes
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1797-1800
Persistent link: https://www.econbiz.de/10013367947
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
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
Saved in:
9
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
Saved in:
10
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
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