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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of financial studies"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Monte Carlo simulation
Estimation theory
890
Schätztheorie
890
Theorie
324
Theory
324
Time series analysis
196
Zeitreihenanalyse
196
Nichtparametrisches Verfahren
114
Nonparametric statistics
114
Regression analysis
102
Regressionsanalyse
102
Estimation
72
Schätzung
72
ARCH model
60
ARCH-Modell
60
Statistical test
50
Statistischer Test
50
Volatility
48
Volatilität
48
Capital income
43
Kapitaleinkommen
43
Autocorrelation
42
Autokorrelation
42
Statistical distribution
40
Statistische Verteilung
40
Forecasting model
35
Portfolio selection
29
Portfolio-Management
29
Correlation
28
Korrelation
28
Method of moments
28
Momentenmethode
28
Stochastic process
28
Stochastischer Prozess
28
Cointegration
27
Kointegration
27
United States
27
Börsenkurs
25
Einheitswurzeltest
25
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Undetermined
32
Free
2
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Article
73
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3
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Article in journal
74
Aufsatz in Zeitschrift
74
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
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English
76
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Baillie, Richard
3
Bekaert, Geert
2
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Nimalendran, Mahendrarajah
2
Shin, Dong-wan
2
So, Beong Soo
2
Amihud, Yakov
1
Andersen, Torben
1
Asai, Manabu
1
Bao, Yong
1
Bauwens, Luc
1
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Berens, Tobias
1
Boudoukh, Jacob
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Casals, José
1
Chambers, Marcus J.
1
Chen, Hao
1
Chen, Hui
1
Chen, Songnian
1
Chen, Xiaohong
1
Chernov, Mikhail
1
Cheung, Yin-Wong
1
Chiang, I-Hsuan Ethan
1
Choi, In
1
Christoffersen, Peter F.
1
Christopeit, Norbert
1
Conley, Timothy G.
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Diebold, Francis X.
1
Dufays, Arnaud
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Engle, Robert F.
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
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Econometric theory
Finance research letters
Journal of empirical finance
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Journal of econometrics
142
International journal of forecasting
120
Journal of forecasting
77
Economics letters
60
Working paper / National Bureau of Economic Research, Inc.
47
The review of economics and statistics
46
Discussion paper / Tinbergen Institute
39
Econometric reviews
35
Applied economics
31
Computational economics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of applied econometrics
30
Working paper / Department of Econometrics and Business Statistics, Monash University
29
NBER working paper series
27
The econometrics journal
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of the American Statistical Association : JASA
23
Applied economics letters
22
Discussion paper series / IZA
22
Working paper
22
American journal of agricultural economics
21
Economic modelling
20
CEMMAP working papers / Centre for Microdata Methods and Practice
19
CREATES research paper
19
European journal of operational research : EJOR
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
NBER Working Paper
18
Oxford bulletin of economics and statistics
18
Journal of banking & finance
17
Journal of financial and quantitative analysis : JFQA
17
Discussion paper
16
Technical working paper / National Bureau of Economic Research
16
Discussion papers / CEPR
15
Insurance / Mathematics & economics
15
The journal of futures markets
15
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ECONIS (ZBW)
76
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
3
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
4
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:
5
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:
6
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
7
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
8
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
9
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
10
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
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