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subject:"Forecasting model"
subject:"United Kingdom"
~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Portfolio selection"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Forecasting model
United Kingdom
Portfolio selection
Theorie
Estimation theory
28
Schätztheorie
28
Capital income
11
Estimation
11
Kapitaleinkommen
11
Schätzung
11
Time series analysis
10
Volatility
10
Volatilität
10
Zeitreihenanalyse
10
Portfolio-Management
7
ARCH model
6
ARCH-Modell
6
Stochastic process
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Stochastischer Prozess
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Börsenkurs
5
Prognoseverfahren
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Share price
5
CAPM
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Correlation
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Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Autocorrelation
3
Autokorrelation
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Model uncertainty
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Modellierung
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Scientific modelling
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Statistical distribution
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Statistische Verteilung
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VAR model
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VAR-Modell
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Yield curve
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Zinsstruktur
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Analysis of variance
2
Bayes-Statistik
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Bayesian inference
2
Option pricing theory
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English
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Allen, David
1
Berens, Tobias
1
Cesarone, Francesco
1
Chiang, I-Hsuan Ethan
1
De Nard, Gianluca
1
Ding, Wenliang
1
Fuhrer, Adrian
1
Gu, Xinhua
1
Hock, Thorsten
1
Jayetileke, Harshanie L.
1
Li, Chen
1
Liao, Yin
1
Lizieri, Colin
1
Mango, Fabiomassimo
1
Mottura, Carlo D.
1
Ren, Yu
1
Ricci, Jacopo Maria
1
Satchell, Stephen
1
Shu, Lianjie
1
Tardella, Fabio
1
Tu, Yundong
1
Turtle, Harry J.
1
Wang, Kainan
1
Wang, You-Gan
1
Weiß, Gregor
1
Wied, Dominik
1
Yi, Yanping
1
Yu, Deshui
1
Zhao, Zhao
1
Zhou, Qing
1
Zhu, Min
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Journal of empirical finance
International journal of forecasting
82
Journal of econometrics
63
Discussion paper / Centre for Economic Policy Research
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Finance research letters
27
Journal of forecasting
25
Working paper / National Bureau of Economic Research, Inc.
17
Economics letters
16
Journal of financial econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Insurance / Mathematics & economics
14
Quantitative finance
14
European journal of operational research : EJOR
13
Journal of banking & finance
12
SpringerLink / Bücher
12
Journal of risk
11
Computational economics
10
Discussion papers / CEPR
10
The econometrics journal
10
The review of economics and statistics
10
Econometric reviews
8
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Astin bulletin : the journal of the International Actuarial Association
6
Econometric theory
6
International journal of production economics
6
Journal of quantitative economics
6
Journal of time series econometrics
6
Scandinavian actuarial journal
6
Applied economics letters
5
Computational Management Science : CMS
5
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
5
Journal of financial economics
5
Operations research
5
Oxford bulletin of economics and statistics
5
Financial markets and portfolio management
4
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ECONIS (ZBW)
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
4
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Saved in:
5
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
6
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
7
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
8
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
9
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
10
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
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