//--> //--> //--> //-->
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:"Forecasting model"
~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
Forecasting model
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
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
Börsenkurs
5
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
22
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Chiu, Wan-Yi
2
Bodnar, Taras
1
Casals, José
1
Dutta, Sumanjay
1
Fang, Puyi
1
Fang, Ying
1
Ferrer, Alex
1
Gao, Zhaoxing
1
Grable, John E.
1
Hartkopf, Jan Patrick
1
He, Jia
1
Hou, Xinmeng
1
Hu, Shulan
1
Huang, Xiaozhou
1
Jain, Shashi
1
Jiang, Ching-hai
1
Jiang, Jingjing
1
Joo, Young C.
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
Lan, Xinchen
1
Lee, Kyungsub
1
Liang, Yanzi
1
Liu, Hening
1
Lu, Zheng
1
McMillan, David G.
1
Oh, Jong-Min
1
Palandri, Alessandro
1
Park, Sung Y.
1
Parolya, Nestor
1
Qian, Zhiyong
1
Rabbani, Abed G.
1
Reesor, R. Mark
1
Reh, Laura
1
Ren, Yun
1
Shamsuddin, Abul
1
Shea, Kevin
1
Song, Juan
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
183
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of forecasting
77
Economics letters
58
Econometric reviews
48
European journal of operational research : EJOR
42
Economic modelling
31
Computational economics
30
Econometric theory
28
Journal of the American Statistical Association : JASA
24
The econometrics journal
24
Insurance / Mathematics & economics
23
Journal of empirical finance
23
Operations research
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Quantitative finance
20
Journal of applied econometrics
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Journal of banking & finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of financial econometrics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Econometrics : open access journal
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Risks : open access journal
15
Applied economics
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Applied economics letters
12
Journal of risk and financial management : JRFM
12
Journal of time series econometrics
12
Mathematics of operations research
12
The review of economics and statistics
12
Journal of economic dynamics & control
11
Operations research letters
11
Oxford bulletin of economics and statistics
11
Journal of mathematical finance
10
Astin bulletin : the journal of the International Actuarial Association
9
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
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
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:
4
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:
5
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:
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
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->