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subject:"Prognoseverfahren"
~isPartOf:"Quantitative finance"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Prognoseverfahren
Zeitreihenanalyse
Estimation
77
Schätzung
76
Volatility
35
Volatilität
35
Theorie
32
Theory
32
Börsenkurs
30
Share price
30
Capital income
24
Kapitaleinkommen
24
Forecasting model
20
Time series analysis
17
Portfolio selection
15
Portfolio-Management
15
Estimation theory
13
Schätztheorie
13
ARCH model
12
ARCH-Modell
12
Risikomaß
11
Risk measure
11
Market microstructure
10
Marktmikrostruktur
10
Aktienmarkt
9
CAPM
9
Risiko
9
Risk
9
Stock market
9
Markov chain
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Markov-Kette
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Option pricing theory
8
Optionspreistheorie
8
Statistical distribution
8
Statistische Verteilung
8
Stochastic process
8
Stochastischer Prozess
8
Securities trading
7
Wertpapierhandel
7
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Aufsatz in Zeitschrift
Conference proceedings
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English
30
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Sornette, Didier
5
Wehrli, Alexander
3
Sun, Yuying
2
Wang, Shouyang
2
Wheatley, Spencer
2
Alemany, N.
1
Alexander, Carol
1
Anagnostou, I.
1
Aragó Manzana, Vicent
1
Bormetti, Giacomo
1
Bouchaud, Jean-Philippe
1
Canabarro, Askery
1
Chen, May-Ru
1
Chi, Xie
1
Chow, K. Victor
1
Chronopoulou, Alexandra
1
Dakos, Michael
1
Demirer, Rıza
1
Demos, Guilherme
1
Fanelli, Viviana
1
Faria, Gonçalo
1
Fieberg, Christian
1
Fiévet, Lucas
1
Galakis, John
1
Garlaschelli, D.
1
Gerlach, Richard
1
Giner, Javier
1
Guo, Meihui
1
Gupta, Rangan
1
Holý, Vladimír
1
Hong, Yongmiao
1
Huang, Shih-Feng
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kaibuchi, Hibiki
1
Kandhai, D.
1
Kawasaki, Yoshinori
1
LeRoy, Stephen F.
1
Li, Jingrui
1
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Quantitative finance
International journal of forecasting
167
Applied economics
162
Journal of econometrics
152
Economic modelling
147
Applied economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Journal of forecasting
120
Finance research letters
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Economics letters
98
Journal of banking & finance
98
Energy economics
92
Journal of empirical finance
88
International review of economics & finance : IREF
85
International review of financial analysis
74
The North American journal of economics and finance : a journal of financial economics studies
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Journal of applied econometrics
62
Journal of financial economics
62
Journal of international money and finance
56
Econometric reviews
52
Applied financial economics
45
International journal of finance & economics : IJFE
43
Journal of economic dynamics & control
43
Journal of international financial markets, institutions & money
41
Pacific-Basin finance journal
41
Journal of risk and financial management : JRFM
39
Journal of macroeconomics
38
Macroeconomic dynamics
37
Research in international business and finance
35
Computational economics
34
The European journal of finance
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
International journal of economics and finance
31
Journal of money, credit and banking : JMCB
29
The empirical economics letters : a monthly international journal of economics
28
The journal of futures markets
28
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ECONIS (ZBW)
30
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1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
4
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
5
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
6
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
7
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
8
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
9
Size and power in tests of return predictability
LeRoy, Stephen F.
;
Singhania, Rish
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
Saved in:
10
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
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