//--> //--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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
Stochastischer Prozess
Volatility
Forecasting model
Estimation theory
506
Schätztheorie
506
Regression analysis
115
Regressionsanalyse
115
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Statistical distribution
67
Statistische Verteilung
67
Estimation
60
Schätzung
57
Time series analysis
54
Zeitreihenanalyse
54
Prognoseverfahren
35
Risikomaß
33
Risk measure
33
Bayes-Statistik
27
Bayesian inference
27
Correlation
26
Korrelation
26
Maximum likelihood estimation
26
Maximum-Likelihood-Schätzung
26
Portfolio selection
25
Portfolio-Management
25
Sampling
25
Stichprobenerhebung
25
Multivariate Analyse
23
Multivariate analysis
23
Induktive Statistik
22
Robust statistics
22
Robustes Verfahren
22
Statistical inference
22
Risk
21
Multivariate Verteilung
20
Multivariate distribution
20
Risiko
20
Statistical test
20
Statistischer Test
20
Capital income
19
Kapitaleinkommen
19
more ...
less ...
Online availability
All
Undetermined
36
Type of publication
All
Article
61
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
61
Language
All
English
61
Author
All
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Boratyńska, Agata
2
Fan, Jianqing
2
Guillou, Armelle
2
Jiang, Jiming
2
Wong, Bernard
2
Wu, Xinyu
2
Adesina, Tola
1
Ahmadi, Seyed Saeed
1
Ardia, David
1
Arnerić, Josip
1
Aït-Sahalia, Yacine
1
Bermúdez, Lluís
1
Bigelow, Jamie L.
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Cai, Tianxi
1
Carroll, Raymond J.
1
Chan, Ngai Hang
1
Chatrath, Arjun
1
Chavez-Demoulin, Valérie
1
Chen, Song Xi
1
Christie-David, Rohan
1
Delaigle, Aurore
1
Delouille, V.
1
Dunson, David B.
1
Dutta, Sumanjay
1
Efron, Bradley
1
Ekheden, Erland
1
Esmaeili, Habib
1
Fan, Yingying
1
Fang, Kaitai
1
Fang, Puyi
1
Fang, Ying
1
Fuller, Wayne A.
1
Gao, Zhaoxing
1
Garratt, Anthony
1
Grable, John E.
1
more ...
less ...
Published in...
All
Finance research letters
Insurance / Mathematics & economics
Journal of the American Statistical Association : JASA
Journal of econometrics
202
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of forecasting
76
Economics letters
53
Econometric reviews
40
Journal of empirical finance
34
Econometric theory
33
Economic modelling
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
The econometrics journal
25
European journal of operational research : EJOR
22
Quantitative finance
22
Journal of financial econometrics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Computational economics
18
Journal of banking & finance
18
Journal of risk and financial management : JRFM
17
Econometrics : open access journal
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
International journal of theoretical and applied finance
15
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of applied econometrics
13
Journal of mathematical finance
13
Applied economics letters
12
Finance and stochastics
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of quantitative economics
11
Mathematics of operations research
11
International journal of economics and financial issues : IJEFI
10
Journal of time series econometrics
10
Operations research
10
Astin bulletin : the journal of the International Actuarial Association
9
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Supervised kernel principal component analysis for forecasting
Fang, Puyi
;
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
Saved in:
10
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->