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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Forecasting model"
~subject:"Regressionsanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Forecasting model
Regressionsanalyse
Estimation theory
182
Schätztheorie
182
Statistical distribution
50
Statistische Verteilung
50
Estimation
36
Schätzung
33
Risikomaß
32
Risk measure
32
Regression analysis
26
Portfolio selection
25
Portfolio-Management
25
Prognoseverfahren
23
Multivariate Verteilung
20
Multivariate distribution
20
Time series analysis
20
Zeitreihenanalyse
20
Risk
19
Capital income
18
Kapitaleinkommen
18
Risiko
18
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
ARCH model
15
ARCH-Modell
15
Measurement
15
Messung
15
Outliers
14
Ausreißer
13
Bayes-Statistik
13
Bayesian inference
13
Volatilität
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Stochastic process
12
Probability theory
11
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11
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1
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64
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Article in journal
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64
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English
64
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Taylor, Greg
3
Verrall, Richard
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Boratyńska, Agata
2
Guillou, Armelle
2
Hössjer, Ola
2
Peng, Liang
2
Wong, Bernard
2
Wu, Xinyu
2
Wüthrich, Mario V.
2
Adesina, Tola
1
Ahmadi, Seyed Saeed
1
Albrecher, Hansjörg
1
Ang, Zi Qing
1
Antonio, Katrien
1
Ardia, David
1
Arnerić, Josip
1
Bermúdez, Lluís
1
Björkwall, Susanna
1
Bladt, Martin
1
Bladt, Mogens
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Brechmann, Eike C.
1
Calderín-Ojeda, Enrique
1
Chan, Ngai Hang
1
Chatrath, Arjun
1
Chavez-Demoulin, Valérie
1
Chen, Kun
1
Chen, Yu
1
Cheng, Siang
1
Christie-David, Rohan
1
Czado, Claudia
1
Côté, Marie-Pier
1
Devriendt, Sander
1
Dong, Chaohua
1
Dutta, Sumanjay
1
Ekheden, Erland
1
Esmaeili, Habib
1
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Finance research letters
Insurance / Mathematics & economics
Journal of econometrics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
135
Econometric theory
120
International journal of forecasting
119
Econometric reviews
106
Journal of the American Statistical Association : JASA
105
Journal of forecasting
80
The econometrics journal
74
Economic modelling
52
European journal of operational research : EJOR
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Econometrics : open access journal
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Computational economics
35
Journal of empirical finance
35
Journal of risk and financial management : JRFM
32
Applied economics letters
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Journal of applied econometrics
28
Quantitative economics : QE ; journal of the Econometric Society
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
Applied economics
23
Quantitative finance
23
Risks : open access journal
23
Journal of financial econometrics
21
Journal of banking & finance
20
Journal of quantitative economics
19
The empirical economics letters : a monthly international journal of economics
18
Oxford bulletin of economics and statistics
17
Statistics in transition : an international journal of the Polish Statistical Association
17
Journal of econometric methods
16
Journal of time series econometrics
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of theoretical and applied finance
15
Journal of quantitative economics : official journal of the Indian Econometric Society
14
Mathematics of operations research
14
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ECONIS (ZBW)
64
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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
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
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:
4
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
5
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:
6
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
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
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