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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Monte Carlo simulation
Volatilität
Estimation theory
93
Schätztheorie
93
Capital income
22
Estimation
22
Kapitaleinkommen
22
Schätzung
22
Theorie
21
Theory
21
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Portfolio-Management
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English
42
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Nimalendran, Mahendrarajah
2
Wu, Xinyu
2
Adesina, Tola
1
Ardia, David
1
Arnerić, Josip
1
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
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1
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1
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1
Casals, José
1
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1
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1
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1
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1
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1
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1
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1
Eckbo, B. Espen
1
Engle, Robert F.
1
Fang, Puyi
1
Ferrer, Alex
1
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1
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1
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1
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1
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Finance research letters
The review of financial studies
Journal of econometrics
236
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
179
International journal of forecasting
121
Economics letters
80
Journal of forecasting
78
Discussion paper / Tinbergen Institute
58
Econometric reviews
54
Working paper / National Bureau of Economic Research, Inc.
52
The review of economics and statistics
47
Journal of empirical finance
37
Econometric theory
36
Applied economics
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CREATES research paper
34
Economic modelling
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Journal of applied econometrics
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
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NBER working paper series
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of the American Statistical Association : JASA
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Working paper
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Applied economics letters
25
European journal of operational research : EJOR
25
NBER Working Paper
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Quantitative finance
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American journal of agricultural economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper series / IZA
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Journal of banking & finance
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Econometrics : open access journal
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Journal of financial econometrics
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Oxford bulletin of economics and statistics
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Risks : open access journal
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ECONIS (ZBW)
42
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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
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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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