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type_genre:"Article in journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Risikomaß
Estimation theory
186
Schätztheorie
186
Forecasting model
122
Prognoseverfahren
122
Time series analysis
73
Zeitreihenanalyse
73
Estimation
33
Schätzung
33
Volatility
29
Volatilität
29
Regression analysis
22
Regressionsanalyse
20
Theorie
20
Theory
20
Bayes-Statistik
15
Bayesian inference
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Forecasting
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14
ARCH-Modell
14
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Nonparametric statistics
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Statistical distribution
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Statistische Verteilung
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Forecast
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Portfolio selection
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Portfolio-Management
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Probability theory
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Wahrscheinlichkeitsrechnung
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Economic forecast
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Stochastic process
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Börsenkurs
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Article in journal
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17
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Baronyan, Sayad
1
Bianchi, Michele Leonardo
1
Caccioli, Fabio
1
Canale, Antonio
1
Cardós, Manuel
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Cubadda, Gianluca
1
De Luca, Giovanni
1
Demetrescu, Matei
1
Gerlach, Richard H.
1
Golosnoy, Vasyl
1
Guardabascio, Barbara
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Saejoon
1
Kondor, Imre
1
Kourentzes, Nikolaos
1
Lahiri, Kajal
1
Lucas, André
1
Meng, Xiaochun
1
Mengütürk, Levent Ali
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Peng, Huaming
1
Peters, Gareth
1
Rivieccio, Giorgia
1
Sisson, Scott A.
1
Sornette, Didier
1
Stupfler, G.
1
Taylor, James W.
1
Titova, Anna
1
Trapero, Juan R.
1
Tsiotas, Georgios
1
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International journal of forecasting
Quantitative finance
Journal of econometrics
88
Economics letters
38
Econometric theory
32
Econometric reviews
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Insurance / Mathematics & economics
24
Journal of risk
23
The econometrics journal
16
Regional science & urban economics
13
Journal of empirical finance
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Applied economics letters
10
Econometrics : open access journal
10
Finance research letters
10
Journal of banking & finance
9
Journal of financial econometrics
9
The journal of risk model validation
9
Computational economics
8
European journal of operational research : EJOR
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economic modelling
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Spatial economic analysis : the journal of the Regional Studies Association
7
Risks : open access journal
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of theoretical and applied finance
5
Oxford bulletin of economics and statistics
5
The journal of operational risk
5
International journal of economics and financial issues : IJEFI
4
International journal of monetary economics and finance
4
Journal of mathematical finance
4
Journal of the American Statistical Association : JASA
4
Journal of time series econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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ECONIS (ZBW)
17
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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
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
4
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
5
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
6
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:
7
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
Saved in:
8
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:
9
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 67-79
Persistent link: https://www.econbiz.de/10012300575
Saved in:
10
Quantile forecast optimal combination to enhance safety stock estimation
Trapero, Juan R.
;
Cardós, Manuel
;
Kourentzes, Nikolaos
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 239-250
Persistent link: https://www.econbiz.de/10012300607
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