//--> //--> //--> //-->
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:"Zeitreihenanalyse"
~isPartOf:"Finance research letters"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~subject:"Statistische Verteilung"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayesian inference
Kapitaleinkommen
Statistische Verteilung
Estimation theory
67
Schätztheorie
67
Estimation
18
Schätzung
18
Portfolio selection
16
Portfolio-Management
16
Capital income
14
ARCH model
13
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
Time series analysis
13
Volatility
12
Volatilität
12
Risikomaß
9
Risk measure
9
Correlation
8
Korrelation
8
Statistical distribution
7
Analysis of variance
6
Bayes-Statistik
6
CAPM
6
Regression analysis
6
Regressionsanalyse
6
Varianzanalyse
6
Börsenkurs
5
Credit risk
5
Kreditrisiko
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
4
Sharpe ratio
4
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Ardia, David
2
Auer, Benjamin R.
2
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Schuhmacher, Frank
2
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bonato, Matteo
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Bufalo, Michele
1
Challet, Damien
1
Chatrath, Arjun
1
Chen, Fang
1
Christie-David, Rohan
1
Du, Xiuli
1
Eling, Martin
1
Fang, Puyi
1
Fletcher, Jonathan
1
Gao, Zhaoxing
1
Guo, Biao
1
Guégan, Dominique
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hu, Shulan
1
Jahandideh, Mohammad-Taghi
1
Kamali, Rezvan
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Korkusuz, Burak
1
Kourtis, Apostolos
1
Li, Haiqi
1
Li, Peng
1
Madan, Dilip B.
1
Mahmoodi, Safieh
1
Matković, Mario
1
McMillan, David G.
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
424
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Econometric theory
184
Economics letters
174
Econometric reviews
118
Discussion paper / Tinbergen Institute
116
Working paper / Department of Econometrics and Business Statistics, Monash University
86
International journal of forecasting
82
CREATES research paper
66
Econometrics : open access journal
65
Journal of forecasting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Applied economics letters
64
Journal of the American Statistical Association : JASA
63
Insurance / Mathematics & economics
57
NBER Working Paper
56
The econometrics journal
55
Economic modelling
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
52
Cowles Foundation discussion paper
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Computational economics
48
Applied economics
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of empirical finance
44
CEMMAP working papers / Centre for Microdata Methods and Practice
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Discussion paper / Center for Economic Research, Tilburg University
41
Journal of applied econometrics
41
NBER working paper series
40
Journal of time series econometrics
39
Working paper
38
SFB 649 discussion paper
36
Working paper series
32
Statistics in transition : an international journal of the Polish Statistical Association
31
EUI working paper / ECO
30
Journal of risk and financial management : JRFM
30
Discussion paper
29
Discussion papers of interdisciplinary research project 373
29
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
6
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:
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
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->