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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance research letters"
~isPartOf:"The review of economics and statistics"
~subject:"Schätztheorie"
~subject:"Statistische Methodenlehre"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Schätztheorie
Statistische Methodenlehre
Estimation theory
211
Theorie
125
Theory
125
USA
45
United States
45
Estimation
39
Schätzung
39
Time series analysis
26
Zeitreihenanalyse
26
Capital income
18
Kapitaleinkommen
18
Portfolio selection
16
Portfolio-Management
16
ARCH model
13
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
Volatilität
13
Simulation
11
Correlation
10
Korrelation
10
Regression analysis
10
Regressionsanalyse
10
Analysis of variance
8
Causality analysis
8
Kausalanalyse
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Risikomaß
8
Risk measure
8
Sampling
8
Statistical distribution
8
Statistische Verteilung
8
Stichprobenerhebung
8
Varianzanalyse
8
Börsenkurs
7
Matching
7
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7
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70
Free
1
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Article
211
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Aufsatz in Zeitschrift
Article in journal
211
Collection of articles of several authors
2
Sammelwerk
2
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English
211
Author
All
Godfrey, L. G.
3
Heckman, James J.
3
Kim, Tae-hwan
3
Abadie, Alberto
2
Angrist, Joshua D.
2
Ardia, David
2
Auer, Benjamin R.
2
Bai, Jushan
2
Campbell, Bryan
2
Chiu, Wan-Yi
2
De Luca, Giovanni
2
Dubin, Robin A.
2
Dufour, Jean-Marie
2
Kasy, Maximilian
2
Kilian, Lutz
2
Kim, Yunmi
2
Madan, Dilip B.
2
Maddala, Gangadharrao S.
2
Magee, Lonnie
2
McAleer, Michael
2
Rivieccio, Giorgia
2
Schuhmacher, Frank
2
Seaks, Terry G.
2
Shi, Yanlin
2
Startz, Richard
2
Woolridge, Jeffrey M.
2
Wu, Xinyu
2
Adesina, Tola
1
Agodini, Roberto
1
Aliber, Michael
1
Alston, Julian Mark
1
An, Mark Yuying
1
Andrews, Donald W. K.
1
Arnerić, Josip
1
Ashenfelter, Orley
1
Baltagi, Badi H.
1
Barnichon, Regis
1
Basistha, Arabinda
1
Bayoumi, Tamim A.
1
Becker, William E.
1
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Finance research letters
The review of economics and statistics
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
446
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
268
Journal of applied econometrics
220
Applied economics letters
198
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
153
Econometrics : open access journal
146
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Insurance / Mathematics & economics
117
Computational economics
108
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of empirical finance
75
Journal of banking & finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
211
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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
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
3
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
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
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:
6
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:
7
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:
8
Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits
Qu, Zhongjun
;
Yoon, Jungmo
;
Perron, Pierre
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 521-541
Persistent link: https://www.econbiz.de/10014536847
Saved in:
9
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
10
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
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