//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Optionspreistheorie"
~subject:"Statistical distribution"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
USA
Optionspreistheorie
Statistical distribution
Volatility
Estimation theory
89
Schätztheorie
89
Capital income
22
Estimation
22
Kapitaleinkommen
22
Schätzung
22
Theorie
21
Theory
21
Portfolio selection
18
Portfolio-Management
18
United States
16
Volatilität
14
ARCH model
12
ARCH-Modell
12
Börsenkurs
12
Share price
12
Time series analysis
12
Zeitreihenanalyse
12
CAPM
11
Forecasting model
11
Correlation
9
Korrelation
9
Risikomaß
8
Risk measure
8
Statistische Verteilung
8
Yield curve
8
Zinsstruktur
8
Analysis of variance
6
Regression analysis
6
Regressionsanalyse
6
Varianzanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing theory
5
more ...
less ...
Online availability
All
Undetermined
27
Free
1
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Language
All
English
45
Author
All
Ardia, David
2
Nimalendran, Mahendrarajah
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Auer, Benjamin R.
1
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bonato, Matteo
1
Boudoukh, Jacob
1
Chatrath, Arjun
1
Chen, Hui
1
Chernov, Mikhail
1
Christie-David, Rohan
1
Conley, Timothy G.
1
De Luca, Giovanni
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Eling, Martin
1
Engle, Robert F.
1
Fang, Puyi
1
Gao, Zhaoxing
1
George, Thomas J.
1
Gormley, Todd A.
1
Grable, John E.
1
Guo, Biao
1
Guégan, Dominique
1
Hansen, Lars Peter
1
Hartkopf, Jan Patrick
1
He, Jia
1
Honda, Tetsuhiro
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Itō, Takatoshi
1
Jahandideh, Mohammad-Taghi
1
Jain, Shashi
1
Jiang, Jingjing
1
more ...
less ...
Published in...
All
Finance research letters
The review of financial studies
Journal of econometrics
254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
186
International journal of forecasting
121
Economics letters
82
Journal of forecasting
79
Discussion paper / Tinbergen Institute
60
Econometric reviews
56
Insurance / Mathematics & economics
55
Econometric theory
52
The review of economics and statistics
46
Journal of empirical finance
42
Working paper / National Bureau of Economic Research, Inc.
42
The econometrics journal
41
CREATES research paper
35
Journal of the American Statistical Association : JASA
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Journal of applied econometrics
33
Applied economics
32
CEMMAP working papers / Centre for Microdata Methods and Practice
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Discussion paper / Center for Economic Research, Tilburg University
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Economic modelling
27
European journal of operational research : EJOR
27
Journal of banking & finance
27
NBER working paper series
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Working paper
25
Computational economics
24
Quantitative finance
24
Risks : open access journal
24
Discussion paper series / IZA
23
Journal of risk and financial management : JRFM
23
Discussion paper
22
Econometrics : open access journal
22
Journal of financial econometrics
22
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->