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type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"Quantitative finance"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Capital income
Estimation theory
150
Schätztheorie
150
Time series analysis
42
Zeitreihenanalyse
42
Estimation
32
Schätzung
31
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Volatility
22
Volatilität
22
Regression analysis
21
Regressionsanalyse
21
Forecasting model
18
Prognoseverfahren
18
Stochastic process
17
Stochastischer Prozess
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Portfolio selection
16
Portfolio-Management
16
Simulation
14
Option pricing theory
13
Optionspreistheorie
13
Statistical distribution
13
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13
Bayes-Statistik
11
Bayesian inference
11
Risikomaß
11
Risk measure
11
State space model
11
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11
Börsenkurs
10
Correlation
10
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10
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10
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10
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9
ARCH-Modell
9
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Article in journal
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14
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14
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Buccheri, G.
1
Canabarro, Askery
1
Cervellera, Gian P.
1
Chen, May-Ru
1
Chi, Xie
1
Deng, Xue
1
Dias, Fabio S.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jebabli, Ikram
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kouaissah, Noureddine
1
Leemis, Lawrence M.
1
Liang, Ying
1
Mboussa Anga, G.
1
Nolte, Ingmar
1
Ortobelli Lozza, Sergio
1
Pappas, Vasileios
1
Pelagatti, Matteo
1
Peters, Gareth
1
Podobnik, Boris
1
Ren, Yu
1
Santos, Antonio A. F.
1
Sbrana, Giacomo
1
Sornette, Didier
1
Stanley, H. Eugene
1
Stupfler, G.
1
Tucci, Marco Paolo
1
Wang, Gang-Jin
1
Webb, Keith H.
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xie, Tian
1
Zhou, Wei-Xing
1
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Computational economics
Quantitative finance
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economics letters
48
Econometric reviews
37
Econometric theory
32
Journal of empirical finance
25
Finance research letters
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The econometrics journal
15
Econometrics : open access journal
13
Regional science & urban economics
13
Applied economics letters
12
Journal of forecasting
12
Economic modelling
11
The European journal of finance
11
International journal of forecasting
10
Journal of financial econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of risk and financial management : JRFM
9
Journal of banking & finance
8
Journal of financial economics
8
The review of financial studies
8
Journal of financial and quantitative analysis : JFQA
7
Spatial economic analysis : the journal of the Regional Studies Association
7
International journal of economics and financial issues : IJEFI
6
Journal of risk
6
Review of quantitative finance and accounting
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
European journal of operational research : EJOR
5
Financial markets and portfolio management
5
Journal of economic dynamics & control
5
Journal of mathematical finance
5
Journal of time series econometrics
5
Oxford bulletin of economics and statistics
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of business : B
5
The journal of finance : the journal of the American Finance Association
5
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ECONIS (ZBW)
14
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14
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1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
4
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
5
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
6
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
7
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
8
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
9
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
10
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
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