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type_genre:"Article in journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Marktmikrostruktur"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Marktmikrostruktur
Stochastischer Prozess
Estimation theory
191
Schätztheorie
191
Forecasting model
126
Prognoseverfahren
126
Time series analysis
73
Zeitreihenanalyse
73
Estimation
34
Schätzung
34
Volatility
30
Volatilität
30
Regression analysis
22
Regressionsanalyse
20
Theorie
20
Theory
20
ARCH model
15
ARCH-Modell
15
Bayes-Statistik
15
Bayesian inference
15
Forecasting
15
Statistical distribution
15
Statistische Verteilung
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Forecast
13
Portfolio selection
13
Portfolio-Management
13
Probability theory
12
Stochastic process
12
Wahrscheinlichkeitsrechnung
12
Börsenkurs
11
Capital income
11
Economic forecast
11
Kapitaleinkommen
11
Share price
11
Wirtschaftsprognose
11
Correlation
10
Korrelation
10
Prognose
10
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10
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Article
21
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Article in journal
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21
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English
21
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Achab, Massil
1
Bacry, E.
1
Barajas-Solano, David A.
1
Bayer, Christian
1
Breneis, Simon
1
Canale, Antonio
1
Cang, Yuquan
1
Capriotti, Luca
1
Chen, May-Ru
1
Chen, Yu
1
Cheng, Tsung-Chi
1
Chronopoulou, Alexandra
1
Cubadda, Gianluca
1
Demetrescu, Matei
1
Dimitrakopoulos, Stefanos
1
Espasa Terrades, Antoni
1
Golosnoy, Vasyl
1
Guardabascio, Barbara
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Ihnatiuk, Vitalii
1
Izzeldin, Marwan
1
Kinnear, Ryan J.
1
Lahiri, Kajal
1
Lai, Hung-neng
1
Lam, Henry
1
Lewis, Alan L.
1
Li, Fengpei
1
Lin, Jiahe
1
Liu, Guangying
1
Lucas, André
1
Ma, Tong
1
Muzy, J. F.
1
Nevmyvaka, Yuriy
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Pelagatti, Matteo
1
Pellegrini, Santiago
1
Peng, Huaming
1
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International journal of forecasting
Quantitative finance
Journal of econometrics
163
Economics letters
53
Econometric reviews
49
Econometric theory
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
The econometrics journal
20
Economic modelling
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometrics : open access journal
17
Journal of empirical finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
European journal of operational research : EJOR
14
Applied economics letters
13
Regional science & urban economics
13
Computational economics
12
Mathematics of operations research
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of banking & finance
9
Journal of financial econometrics
9
Operations research
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Insurance / Mathematics & economics
8
International journal of production research
8
International journal of theoretical and applied finance
8
Journal of forecasting
8
Journal of risk and financial management : JRFM
8
Journal of the American Statistical Association : JASA
8
Quantitative economics : QE ; journal of the Econometric Society
8
Finance and stochastics
7
Finance research letters
7
Journal of productivity analysis
7
Spatial economic analysis : the journal of the Regional Studies Association
7
Journal of mathematical finance
6
Journal of time series econometrics
6
Operations research letters
6
Oxford bulletin of economics and statistics
6
Risks : open access journal
6
Asia-Pacific financial markets
5
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ECONIS (ZBW)
21
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10
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21
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
3
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:
4
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:
5
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
6
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
7
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
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
Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
Saved in:
10
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
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