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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Monte Carlo simulation"
~subject:"Optionspreistheorie"
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Prognoseverfahren
USA
Monte Carlo simulation
Optionspreistheorie
Estimation theory
93
Schätztheorie
93
Capital income
22
Estimation
22
Kapitaleinkommen
22
Schätzung
22
Theorie
21
Theory
21
Portfolio selection
19
Portfolio-Management
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United States
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Share price
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Analysis of variance
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Varianzanalyse
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Bayesian inference
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37
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Nimalendran, Mahendrarajah
2
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Boudoukh, Jacob
1
Casals, José
1
Chen, Hao
1
Chen, Hui
1
Chernov, Mikhail
1
Conley, Timothy G.
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Engle, Robert F.
1
Fang, Puyi
1
Ferrer, Alex
1
Gao, Zhaoxing
1
George, Thomas J.
1
Gormley, Todd A.
1
Grable, John E.
1
Hansen, Lars Peter
1
Hartkopf, Jan Patrick
1
He, Jia
1
Honda, Tetsuhiro
1
Hou, Xinmeng
1
Hu, Shulan
1
Huang, Xiaozhou
1
Itō, Takatoshi
1
Jain, Shashi
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Jiang, Jingjing
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Joslin, Scott
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Kahn, R. Jay
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Kambouroudis, Dimos
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Kaul, Gautam
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Kim, Jae H.
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1
Kirby, Chris
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
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Finance research letters
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Journal of econometrics
154
International journal of forecasting
120
Journal of forecasting
77
Economics letters
63
Working paper / National Bureau of Economic Research, Inc.
48
The review of economics and statistics
46
Discussion paper / Tinbergen Institute
39
Econometric reviews
38
Applied economics
32
Computational economics
32
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
30
NBER working paper series
28
The econometrics journal
27
Econometric theory
25
European journal of operational research : EJOR
25
Working paper
25
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 empirical finance
24
Journal of the American Statistical Association : JASA
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Applied economics letters
22
Discussion paper series / IZA
22
Economic modelling
22
American journal of agricultural economics
21
Journal of banking & finance
20
CEMMAP working papers / Centre for Microdata Methods and Practice
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CREATES research paper
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NBER Working Paper
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The journal of futures markets
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Discussion paper
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Oxford bulletin of economics and statistics
18
Quantitative finance
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Insurance / Mathematics & economics
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Risks : open access journal
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ECONIS (ZBW)
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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
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
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
A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
Wang, Renhe
;
Wang, Tong
;
Qian, Zhiyong
;
Hu, Shulan
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631562
Saved in:
5
Supervised kernel principal component analysis for forecasting
Fang, Puyi
;
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
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
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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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