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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance research letters"
~subject:"Korrelation"
~subject:"Maximum likelihood estimation"
~subject:"Robustes Verfahren"
~subject:"Strukturbruch"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Korrelation
Maximum likelihood estimation
Robustes Verfahren
Strukturbruch
Estimation theory
203
Schätztheorie
203
Time series analysis
72
Zeitreihenanalyse
72
Estimation
36
Schätzung
36
Volatility
27
Volatilität
27
ARCH model
24
ARCH-Modell
24
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Forecasting model
21
Theorie
20
Theory
20
Stochastic process
19
Stochastischer Prozess
19
Portfolio selection
18
Portfolio-Management
18
Capital income
17
Kapitaleinkommen
17
Cointegration
16
Kointegration
16
Regression analysis
16
Regressionsanalyse
16
Statistical test
15
Statistischer Test
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Correlation
12
Statistical distribution
12
Statistische Verteilung
12
United States
12
Induktive Statistik
11
Statistical inference
11
Maximum-Likelihood-Schätzung
10
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32
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26
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32
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30
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32
Graue Literatur
32
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32
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32
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30
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English
62
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Nielsen, Morten Ørregaard
4
Hillebrand, Eric
3
Kim, Tae-hwan
3
Silvennoinen, Annastiina
3
Taylor, Robert
3
Teräsvirta, Timo
3
Berenguer-Rico, Vanessa
2
Callot, Laurent
2
Cavaliere, Giuseppe
2
Hounyo, Ulrich
2
Johansen, Søren
2
Kim, Yunmi
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Lunde, Asger
2
Nielsen, Bent
2
Rahbek, Anders
2
Adesina, Tola
1
Andersen, Torben
1
Beechey, Meredith Jane
1
Bennedsen, Mikkel
1
Bodnar, Taras
1
Bohn Nielsen, Heino
1
Bonato, Matteo
1
Bongiorno, Christian
1
Boudreault, Mathieu
1
Bredahl Kock, Anders
1
Bégin, Jean-François
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Cattaneo, Matias D.
1
Challet, Damien
1
Chen, Hueiling
1
Chung, Keunsuk
1
Crump, Richard K.
1
Demetrescu, Matei
1
Dong, Chaohua
1
Dutta, Sumanjay
1
Ergün, Tolga
1
Fang, Puyi
1
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CREATES research paper
Finance research letters
Journal of econometrics
280
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
203
International journal of forecasting
119
Economics letters
108
Journal of forecasting
84
Discussion paper / Tinbergen Institute
63
Econometric reviews
58
Journal of the American Statistical Association : JASA
58
Econometric theory
51
The review of economics and statistics
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Working paper / National Bureau of Economic Research, Inc.
45
The econometrics journal
41
Working paper / Department of Econometrics and Business Statistics, Monash University
39
CEMMAP working papers / Centre for Microdata Methods and Practice
38
Applied economics letters
37
European journal of operational research : EJOR
37
Journal of applied econometrics
37
NBER working paper series
37
Applied economics
34
NBER Working Paper
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Working paper
30
Discussion paper series / IZA
29
Journal of empirical finance
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Insurance / Mathematics & economics
27
Journal of banking & finance
27
KBI
27
Econometrics : open access journal
26
Journal of financial econometrics
25
CESifo working papers
24
Computational economics
24
Discussion paper
24
Discussion paper / Center for Economic Research, Tilburg University
24
Cambridge working papers in economics
23
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
62
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
3
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
5
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
6
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
7
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
8
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
9
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
10
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
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