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type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Marktmikrostruktur"
~subject:"Statistical distribution"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Marktmikrostruktur
Statistical distribution
Stochastischer Prozess
Estimation theory
38
Schätztheorie
38
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Börsenkurs
8
Portfolio selection
8
Portfolio-Management
8
Share price
8
Stochastic process
8
Option pricing theory
7
Optionspreistheorie
7
Market microstructure
6
Capital income
5
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Statistische Verteilung
5
Correlation
4
Derivat
4
Derivative
4
Korrelation
4
Modellierung
4
Scientific modelling
4
Analysis of variance
3
Autocorrelation
3
CAPM
3
Estimation error
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
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Article in journal
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17
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English
17
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Achab, Massil
1
Bacry, E.
1
Bayer, Christian
1
Breneis, Simon
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chen, Yu
1
Cheng, Tsung-Chi
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chu, Chih-Kang
1
Favreau, Charles
1
Gerlach, Richard H.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Hwang, Ruey-Ching
1
Ihnatiuk, Vitalii
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kane, Hayden
1
Kinnear, Ryan J.
1
Lai, Hung-neng
1
Lam, Henry
1
Lewis, Alan L.
1
Li, Fengpei
1
Lin, Jiahe
1
Liu, Guangying
1
Muzy, J. F.
1
Nevmyvaka, Yuriy
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Pelagatti, Matteo
1
Peters, Gareth
1
Pirjol, Dan
1
Podobnik, Boris
1
Rambaldi, M.
1
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Quantitative finance
Journal of econometrics
215
Economics letters
74
Econometric reviews
68
Econometric theory
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Insurance / Mathematics & economics
50
The econometrics journal
34
Econometrics : open access journal
27
European journal of operational research : EJOR
26
Statistics in transition : an international journal of the Polish Statistical Association
26
Journal of the American Statistical Association : JASA
24
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Economic modelling
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Applied economics letters
20
International journal of forecasting
18
Computational economics
17
Journal of banking & finance
16
Finance research letters
15
Risks : open access journal
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of financial econometrics
13
Journal of mathematical finance
13
Journal of risk and financial management : JRFM
13
Regional science & urban economics
13
Statistical papers
13
Journal of forecasting
12
Operations research
12
Journal of risk
11
Mathematics of operations research
11
International journal of theoretical and applied finance
10
Operations research letters
10
Oxford bulletin of economics and statistics
10
Quantitative economics : QE ; journal of the Econometric Society
10
International journal of production research
9
Journal of productivity analysis
9
Applied economics
8
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ECONIS (ZBW)
17
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17
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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
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:
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
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
8
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:
9
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:
10
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:
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