//--> //--> //--> //-->
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:"Simulation"
type:"article"
~isPartOf:"Finance research letters"
~subject:"Analysis of variance"
~subject:"Börsenkurs"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
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
Simulation
Analysis of variance
Börsenkurs
Stochastic process
Stochastischer Prozess
Estimation theory
69
Schätztheorie
69
Estimation
18
Schätzung
18
Portfolio selection
17
Portfolio-Management
17
Capital income
14
Kapitaleinkommen
14
ARCH model
13
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
Time series analysis
13
Zeitreihenanalyse
13
Volatility
12
Volatilität
12
Correlation
9
Korrelation
9
Risikomaß
9
Risk measure
9
Statistical distribution
8
Statistische Verteilung
8
Varianzanalyse
7
Bayes-Statistik
6
Bayesian inference
6
CAPM
6
Regression analysis
6
Regressionsanalyse
6
Credit risk
5
Kreditrisiko
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
4
Sharpe ratio
4
more ...
less ...
Online availability
All
Undetermined
15
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Chiu, Wan-Yi
2
Bodnar, Taras
1
Casals, José
1
Chung, Keunsuk
1
De Luca, Giovanni
1
Fang, Ying
1
Ferrer, Alex
1
Hartkopf, Jan Patrick
1
He, Jia
1
Hou, Xinmeng
1
Jiang, Ching-hai
1
Jiang, Jingjing
1
Joo, Young C.
1
Kim, Jan R.
1
Lan, Xinchen
1
Lee, Kyungsub
1
Liang, Yanzi
1
Lu, Zheng
1
Madan, Dilip B.
1
Oh, Jong-Min
1
Palandri, Alessandro
1
Park, Sung Y.
1
Parolya, Nestor
1
Reesor, R. Mark
1
Reh, Laura
1
Ren, Yun
1
Rivieccio, Giorgia
1
Sotoca, Sonia
1
Stentoft, Lars
1
Thorsén, Erik
1
Wang, Xiaoyu
1
Wu, Xiaoxia
1
Wu, Xinyu
1
Xie, Dejun
1
Yang, Liu
1
Yuan, Yufei
1
Zhu, Xiaotian
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
45
Econometric reviews
42
European journal of operational research : EJOR
34
Economic modelling
33
Computational economics
24
Journal of empirical finance
22
Operations research
21
Econometric theory
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of applied econometrics
17
Journal of banking & finance
17
Quantitative finance
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Econometrics : open access journal
14
Journal of financial econometrics
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The econometrics journal
14
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
Insurance / Mathematics & economics
12
International journal of forecasting
12
Journal of the American Statistical Association : JASA
12
Mathematics of operations research
12
International journal of theoretical and applied finance
11
Journal of economic dynamics & control
11
Operations research letters
11
The review of economics and statistics
11
Applied economics
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Journal of mathematical finance
9
The review of economic studies
9
The review of financial studies
9
Applied economics letters
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
INFORMS journal on computing : JOC
8
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
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
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
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
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
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
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:
7
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
8
Optimal portfolio selection using a simple double-shrinkage selection rule
Joo, Young C.
;
Park, Sung Y.
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014633536
Saved in:
9
Regime switching in the present value models : a backward-solving method
Kim, Jan R.
;
Chung, Keunsuk
- In:
Finance research letters
32
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012430760
Saved in:
10
Sequential elimination : fast sorts for unbiased quantile estimation
Palandri, Alessandro
- In:
Finance research letters
33
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012430872
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->