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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Korrelation"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Korrelation
Monte Carlo simulation
Estimation theory
813
Schätztheorie
813
Theorie
306
Theory
306
Time series analysis
171
Zeitreihenanalyse
171
Nichtparametrisches Verfahren
107
Nonparametric statistics
107
Regression analysis
97
Regressionsanalyse
97
Estimation
49
Schätzung
49
ARCH model
47
ARCH-Modell
47
Statistical test
46
Statistischer Test
46
Autocorrelation
33
Autokorrelation
33
Statistical distribution
32
Statistische Verteilung
32
Volatility
28
Volatilität
28
Method of moments
27
Momentenmethode
27
Cointegration
26
Kointegration
26
Induktive Statistik
24
Statistical inference
24
Statistical theory
24
Statistische Methodenlehre
24
Capital income
23
Einheitswurzeltest
23
Kapitaleinkommen
23
Panel
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Panel study
23
Unit root test
23
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22
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English
74
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Kim, Tae-hwan
3
Kim, Yunmi
2
Nimalendran, Mahendrarajah
2
Phillips, Peter C. B.
2
Robinson, Peter M.
2
Sancetta, Alessio
2
Shin, Dong-wan
2
So, Beong Soo
2
Andersen, Torben
1
Bao, Yong
1
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Bodnar, Taras
1
Bongiorno, Christian
1
Boudoukh, Jacob
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Casals, José
1
Challet, Damien
1
Chambers, Marcus J.
1
Chen, Hao
1
Chen, Hui
1
Chen, Songnian
1
Chen, Xiaohong
1
Chernov, Mikhail
1
Cheung, Yin-Wong
1
Choi, In
1
Christoffersen, Peter F.
1
Christopeit, Norbert
1
Conley, Timothy G.
1
Dehling, Herold
1
Diebold, Francis X.
1
Donald, Stephen G.
1
Dong, Chaohua
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Engle, Robert F.
1
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1
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1
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Econometric theory
Finance research letters
The review of financial studies
Journal of econometrics
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
International journal of forecasting
120
Economics letters
83
Journal of forecasting
79
Working paper / National Bureau of Economic Research, Inc.
52
The review of economics and statistics
48
Discussion paper / Tinbergen Institute
47
Econometric reviews
43
Journal of the American Statistical Association : JASA
39
Applied economics
35
Computational economics
34
The econometrics journal
34
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of applied econometrics
32
NBER working paper series
32
Applied economics letters
31
Working paper
29
Discussion paper series / IZA
27
Journal of empirical finance
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
NBER Working Paper
26
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Journal of banking & finance
24
American journal of agricultural economics
22
CREATES research paper
22
Econometrics : open access journal
22
Economic modelling
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
European journal of operational research : EJOR
20
Oxford bulletin of economics and statistics
20
CESifo working papers
19
Discussion paper
19
Journal of financial econometrics
19
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
Technical working paper / National Bureau of Economic Research
19
Cambridge working papers in economics
17
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ECONIS (ZBW)
74
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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:
9
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:
10
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
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