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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Bayes-Statistik"
~subject:"Deutschland"
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Search: subject_exact:"Estimation theory"
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Subject
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Stochastischer Prozess
Volatility
Bayes-Statistik
Deutschland
Estimation theory
419
Schätztheorie
419
Time series analysis
111
Zeitreihenanalyse
111
Estimation
104
Schätzung
104
Theorie
81
Theory
81
Nichtparametrisches Verfahren
68
Nonparametric statistics
68
Regression analysis
54
Regressionsanalyse
54
Forecasting model
43
Prognoseverfahren
43
Panel
38
Panel study
38
Bayesian inference
33
Cointegration
24
Kointegration
24
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Statistical test
23
Statistischer Test
23
Capital income
21
Kapitaleinkommen
21
Volatilität
21
Börsenkurs
18
Share price
18
Bootstrap approach
17
Bootstrap-Verfahren
17
Correlation
16
Korrelation
16
Portfolio selection
16
Portfolio-Management
16
ARCH model
15
ARCH-Modell
15
Statistical distribution
15
Statistische Verteilung
15
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23
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23
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Article
45
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25
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Article in journal
45
Aufsatz in Zeitschrift
45
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
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1
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English
70
Author
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Martin, Gael M.
10
Frazier, David T.
7
Robert, Christian P.
7
Gao, Jiti
5
Zhang, Xibin
5
Cheng, Tingting
3
Forbes, Catherine Scipione
3
Krämer, Walter
3
Ardia, David
2
Athanasopoulos, George
2
Hyndman, Rob J.
2
Jiang, Bin
2
King, Maxwell L.
2
Loiza-Maya, Ruben
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
Runde, Ralf
2
Vahid, Farshid
2
Winkelmann, Rainer
2
Wu, Xinyu
2
Adesina, Tola
1
Anderson, Heather M.
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bohara, Alok Kumar
1
Bonaparte, Yosef
1
Brücker, Herbert
1
Busetti, Fabio
1
Caivano, Michele
1
Chatrath, Arjun
1
Chen, Haotian
1
Chen, Xiangjin B.
1
Chen, Yi-Chi
1
Christie-David, Rohan
1
Cromwell, Jeff B.
1
Fang, Ying
1
Filippeli, Thomai
1
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Published in...
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
53
Discussion paper / Tinbergen Institute
45
Econometric reviews
40
Economic modelling
38
Econometric theory
30
International journal of forecasting
30
CREATES research paper
28
Journal of empirical finance
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Discussion paper
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Journal of the American Statistical Association : JASA
23
Econometrics : open access journal
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
European journal of operational research : EJOR
21
NBER Working Paper
21
SFB 649 discussion paper
21
The econometrics journal
21
Journal of applied econometrics
20
Discussion papers of interdisciplinary research project 373
19
Journal of forecasting
19
Quantitative finance
19
Discussion paper series / IZA
18
NBER working paper series
18
Working paper
18
Computational economics
17
Cowles Foundation discussion paper
16
Discussion papers / CEPR
16
Europäische Hochschulschriften / 5
16
Journal of banking & finance
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
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ECONIS (ZBW)
70
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1
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
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:
3
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
4
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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