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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance research letters"
~subject:"Korrelation"
~subject:"Robustes Verfahren"
~subject:"Strukturbruch"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Korrelation
Robustes Verfahren
Strukturbruch
Estimation theory
199
Schätztheorie
199
Time series analysis
70
Zeitreihenanalyse
70
Estimation
36
Schätzung
36
Volatility
27
Volatilität
27
ARCH model
24
ARCH-Modell
24
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Theorie
20
Theory
20
Forecasting model
19
Stochastic process
19
Stochastischer Prozess
19
Capital income
17
Kapitaleinkommen
17
Portfolio selection
17
Portfolio-Management
17
Cointegration
15
Kointegration
15
Statistical test
15
Statistischer Test
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Regression analysis
13
Regressionsanalyse
13
Correlation
12
Statistical distribution
12
Statistische Verteilung
12
United States
12
Induktive Statistik
11
Statistical inference
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
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25
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22
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26
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25
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26
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26
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25
Graue Literatur
25
Non-commercial literature
25
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English
51
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All
Kim, Tae-hwan
3
Berenguer-Rico, Vanessa
2
Callot, Laurent
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Johansen, Søren
2
Kim, Yunmi
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Nielsen, Bent
2
Nielsen, Morten Ørregaard
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
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
Bredahl Kock, Anders
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Cattaneo, Matias D.
1
Challet, Damien
1
Chung, Keunsuk
1
Crump, Richard K.
1
Demetrescu, Matei
1
Dong, Chaohua
1
Dutta, Sumanjay
1
Ergün, Tolga
1
Grable, John E.
1
Hafner, Christian M.
1
Hall, Anthony D.
1
Han, Yingwei
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hou, Xinmeng
1
Hsu, Chih-chiang
1
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CREATES research paper
Finance research letters
Journal of econometrics
206
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
International journal of forecasting
116
Economics letters
86
Journal of forecasting
79
The review of economics and statistics
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Journal of the American Statistical Association : JASA
44
Econometric theory
43
Working paper / National Bureau of Economic Research, Inc.
43
Discussion paper / Tinbergen Institute
40
Econometric reviews
39
Journal of applied econometrics
34
The econometrics journal
33
Applied economics letters
32
NBER working paper series
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
CEMMAP working papers / Centre for Microdata Methods and Practice
30
European journal of operational research : EJOR
30
Applied economics
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Discussion paper series / IZA
27
Journal of banking & finance
26
NBER Working Paper
26
Working paper
26
Journal of empirical finance
25
Journal of financial econometrics
23
KBI
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Cambridge working papers in economics
21
American journal of agricultural economics
20
Oxford bulletin of economics and statistics
20
Discussion paper
19
Discussion paper / Center for Economic Research, Tilburg University
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
CESifo working papers
18
Econometrics : open access journal
18
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ECONIS (ZBW)
51
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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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