//--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~person:"Berens, Tobias"
~person:"Candelon, Bertrand"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Nichtparametrisches Verfahren"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation theory
Forecasting model
Nichtparametrisches Verfahren
Schätztheorie
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Double shrinkage
1
Equality restricted ridge regression
1
Estimation window
1
GARCH models
1
Global Minimum Variance Portfolio
1
Multivariate time series
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Sampling
1
Sampling error
1
Statistical error
1
Statistischer Fehler
1
Stichprobenerhebung
1
Structural break
1
Structural breaks
1
Strukturbruch
1
Time series analysis
1
VAR model
1
VAR-Modell
1
VaR forecasting
1
Varianzanalyse
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Berens, Tobias
Candelon, Bertrand
Baillie, Richard
3
Satchell, Stephen
3
Jondeau, Eric
2
Kristensen, Dennis
2
McKenzie, Michael D.
2
Rahbek, Anders
2
Scaillet, Olivier
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Agosto, Arianna
1
Ahern, Kenneth R.
1
Ahn, Seung Chan
1
Allen, David
1
Amado, Cristina
1
Amihud, Yakov
1
Asai, Manabu
1
Astill, Sam
1
Ball, Clifford A.
1
Bauwens, Luc
1
Bekaert, Geert
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Campbell, Randall C.
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Chambers, Marcus J.
1
Chan, Chia-ying
1
Chen, Yi-ting
1
Cheng, Wan-hsiu
1
Cheung, Yin-Wong
1
Chiang, I-Hsuan Ethan
1
Cho, Dooyeon
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dacorogna, Michel M.
1
Dalla, Violetta
1
more ...
less ...
Published in...
All
Journal of empirical finance
Acta Universitatis Danubius / Oeconomica
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of risk
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
2
Sampling error and double shrinkage estimation of minimum variance portfolio
Candelon, Bertrand
;
Hurlin, Christophe
;
Tokpavi, S.
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 511-527
Persistent link: https://www.econbiz.de/10009615665
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->