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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~subject:"Korrelation"
~subject:"Robustes Verfahren"
~subject:"Strukturbruch"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Börsenkurs
Korrelation
Robustes Verfahren
Strukturbruch
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
15
Capital income
14
Kapitaleinkommen
14
ARCH model
12
ARCH-Modell
12
Volatility
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Volatilität
12
Time series analysis
11
Zeitreihenanalyse
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Forecasting model
10
Correlation
8
Risikomaß
8
Risk measure
8
Statistical distribution
7
Statistische Verteilung
7
Analysis of variance
6
CAPM
6
Varianzanalyse
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Bayes-Statistik
5
Bayesian inference
5
Robust statistics
5
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5
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Kreditrisiko
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Monte Carlo simulation
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Monte-Carlo-Simulation
4
Option pricing theory
4
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4
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4
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28
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English
28
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Kim, Tae-hwan
3
Kim, Yunmi
2
Adesina, Tola
1
Beechey, Meredith Jane
1
Bodnar, Taras
1
Bonato, Matteo
1
Bongiorno, Christian
1
Challet, Damien
1
Chung, Keunsuk
1
De Luca, Giovanni
1
Dong, Chaohua
1
Dutta, Sumanjay
1
Ergün, Tolga
1
Grable, John E.
1
Hafner, Christian M.
1
Han, Yingwei
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hou, Xinmeng
1
Hsu, Chih-chiang
1
Huang, Xiaozhou
1
Huo, Lijuan
1
Jain, Shashi
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Kim, Jan R.
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
Lee, Kyungsub
1
Li, Haiqi
1
Li, Ping
1
Madan, Dilip B.
1
McMillan, David G.
1
Oh, Jong-Min
1
Parolya, Nestor
1
Peng, Zhen
1
Poon, Aubrey
1
Rabbani, Abed G.
1
Reh, Laura
1
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Finance research letters
Journal of econometrics
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
International journal of forecasting
116
Economics letters
92
Journal of forecasting
80
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
The review of economics and statistics
48
Working paper / National Bureau of Economic Research, Inc.
45
Econometric theory
44
Journal of the American Statistical Association : JASA
44
Discussion paper / Tinbergen Institute
43
Econometric reviews
42
NBER working paper series
38
Journal of applied econometrics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
The econometrics journal
34
Working paper / Department of Econometrics and Business Statistics, Monash University
34
Applied economics
33
Applied economics letters
33
Journal of banking & finance
33
Journal of empirical finance
32
NBER Working Paper
32
Working paper
32
CEMMAP working papers / Centre for Microdata Methods and Practice
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
European journal of operational research : EJOR
31
Cambridge working papers in economics
28
Discussion paper series / IZA
28
CREATES research paper
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Economic modelling
25
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
KBI
23
Discussion paper
22
Econometrics : open access journal
22
American journal of agricultural economics
20
CESifo working papers
20
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
28
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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
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:
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
Saved in:
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
Saved in:
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
Saved in:
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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