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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Portfolio-Management"
~subject:"Probability theory"
~subject:"Strukturbruch"
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Prognoseverfahren
USA
Portfolio-Management
Probability theory
Strukturbruch
Estimation theory
183
Schätztheorie
183
Statistical distribution
50
Statistische Verteilung
50
Estimation
36
Schätzung
33
Risikomaß
32
Risk measure
32
Regression analysis
26
Regressionsanalyse
26
Portfolio selection
25
Forecasting model
23
Multivariate Verteilung
20
Multivariate distribution
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Time series analysis
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Zeitreihenanalyse
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Risk
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Capital income
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Kapitaleinkommen
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Risiko
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Nichtparametrisches Verfahren
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Measurement
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Messung
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Outliers
14
Ausreißer
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Bayes-Statistik
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13
Volatilität
13
Maximum likelihood estimation
12
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12
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12
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Auer, Benjamin R.
2
Boratyńska, Agata
2
Chiu, Wan-Yi
2
Kim, Tae-hwan
2
Schuhmacher, Frank
2
Adesina, Tola
1
Ahmadi, Seyed Saeed
1
Ahn, Jae Youn
1
Beechey, Meredith Jane
1
Bermúdez, Lluís
1
Bodnar, Taras
1
Bolancé, Catalina
1
Bonato, Matteo
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Challet, Damien
1
Chen, Fang
1
Cheng, Siang
1
Chung, Keunsuk
1
Dutta, Sumanjay
1
Ekheden, Erland
1
Eling, Martin
1
Esmaeili, Habib
1
Fang, Puyi
1
Fung, Tsz Chai
1
Gao, Guangyuan
1
Gao, Zhaoxing
1
Goegebeur, Yuri
1
Grable, John E.
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Guillou, Armelle
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Guillén, Montserrat
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Guo, Biao
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Guo, Xu
1
Gzyl, Henryk
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Haberman, S.
1
Haberman, Steven
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Han, Yingwei
1
Hartkopf, Jan Patrick
1
Hashorva, Enkelejd
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Hatzpoulos, P.
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Finance research letters
Insurance / Mathematics & economics
Journal of econometrics
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
International journal of forecasting
121
Journal of forecasting
81
Economics letters
69
Discussion paper / Tinbergen Institute
49
The review of economics and statistics
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Econometric reviews
39
Working paper / National Bureau of Economic Research, Inc.
37
Journal of applied econometrics
32
Journal of banking & finance
32
European journal of operational research : EJOR
31
Journal of empirical finance
30
Econometric theory
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Applied economics
27
The econometrics journal
27
Discussion paper / Center for Economic Research, Tilburg University
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Applied economics letters
23
NBER working paper series
23
Working paper
22
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Journal of financial and quantitative analysis : JFQA
21
Journal of the American Statistical Association : JASA
21
Statistics in transition : an international journal of the Polish Statistical Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
American journal of agricultural economics
20
CREATES research paper
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Discussion paper
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Oxford bulletin of economics and statistics
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Technical working paper / National Bureau of Economic Research
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Quantitative finance
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Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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Discussion paper series / IZA
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ECONIS (ZBW)
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1
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:
2
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
3
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:
4
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:
5
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:
6
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
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7
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
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8
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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9
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
Saved in:
10
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
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