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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Quantitative finance"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Forecasting model
9
Prognoseverfahren
9
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
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
Scientific modelling
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
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
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Undetermined
10
Free
3
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Article
13
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Article in journal
Biografie
Book section
Systematic review
Aufsatz in Zeitschrift
13
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English
13
Author
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Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Cheng, Tsung-Chi
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Lai, Hung-neng
1
Liu, Guangying
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Podobnik, Boris
1
Qiao, Kenan
1
Ren, Yu
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Stupfler, G.
1
Sun, Yuying
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Wang, Gang-Jin
1
Wang, Shouyang
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xiang, Jing
1
Xie, Tian
1
Zhou, Wei-Xing
1
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Quantitative finance
Journal of econometrics
355
Econometric theory
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Economics letters
167
Econometric reviews
120
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
88
International journal of forecasting
71
Journal of forecasting
55
Applied economics letters
52
Econometrics : open access journal
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
The econometrics journal
42
Journal of the American Statistical Association : JASA
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
39
Applied economics
36
Computational economics
34
Economic modelling
34
Journal of applied econometrics
34
Oxford bulletin of economics and statistics
34
Journal of empirical finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Statistics in transition : an international journal of the Polish Statistical Association
20
The review of economic studies
20
The review of economics and statistics
20
International economic review
19
Insurance / Mathematics & economics
18
Journal of economic dynamics & control
18
Journal of quantitative economics : official journal of the Indian Econometric Society
18
Journal of risk and financial management : JRFM
18
Journal of macroeconomics
17
European journal of operational research : EJOR
16
Statistical papers
16
Annales d'économie et de statistique
15
Quantitative economics : QE ; journal of the Econometric Society
15
American journal of agricultural economics
14
Finance research letters
14
Journal of financial econometrics
14
Journal of the Royal Statistical Society
13
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ECONIS (ZBW)
13
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1
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:
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
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:
5
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:
6
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
Saved in:
7
Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
Saved in:
8
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
9
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
10
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
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