//--> //--> //--> //-->
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:"Estimation theory"
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
Optimal investment models with...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Theorie
622,818
Theory
607,918
USA
46,452
United States
45,213
Portfolio-Management
43,792
Portfolio selection
43,448
Volatility
40,645
Volatilität
40,376
Schätzung
37,075
Estimation
36,169
Welt
30,952
World
30,231
Deutschland
24,045
Geldpolitik
23,752
Monetary policy
22,976
Germany
22,531
Risiko
22,126
Risk
21,964
Börsenkurs
19,658
Share price
19,364
Kapitaleinkommen
17,746
Mathematische Optimierung
17,715
Capital income
17,685
Mathematical programming
17,607
Stochastischer Prozess
17,105
Prognoseverfahren
16,865
Stochastic process
16,665
Forecasting model
16,563
Zeitreihenanalyse
15,018
Time series analysis
14,584
Wirtschaftswachstum
14,292
Economic growth
13,667
Spieltheorie
13,495
Game theory
12,772
Experiment
12,555
CAPM
12,105
Schätztheorie
11,939
Finanzmarkt
11,914
Financial market
11,660
more ...
less ...
Online availability
All
Free
1,723
Undetermined
893
Type of publication
All
Article
6,769
Book / Working Paper
4,769
Journal
2
Type of publication (narrower categories)
All
Article in journal
6,185
Aufsatz in Zeitschrift
6,185
Graue Literatur
3,586
Non-commercial literature
3,586
Arbeitspapier
3,129
Working Paper
3,129
Hochschulschrift
580
Aufsatz im Buch
572
Book section
572
Thesis
537
Amtsdruckschrift
159
Government document
159
Collection of articles of several authors
150
Sammelwerk
150
Bibliografie enthalten
128
Bibliography included
128
Collection of articles written by one author
107
Sammlung
107
Systematic review
75
Übersichtsarbeit
75
Lehrbuch
58
Textbook
57
Aufsatzsammlung
52
Forschungsbericht
47
Konferenzschrift
45
Conference proceedings
38
Mehrbändiges Werk
13
Multi-volume publication
13
Festschrift
10
Bibliografie
9
Conference paper
9
Konferenzbeitrag
9
Einführung
6
Handbook
5
Handbuch
5
Nachschlagewerk
5
Reference book
5
Statistik
4
Case study
3
Diskette
3
more ...
less ...
Language
All
English
10,692
German
536
French
194
Spanish
49
Italian
31
Polish
24
Portuguese
9
Finnish
5
Hungarian
5
Russian
4
Chinese
4
Japanese
3
Norwegian
2
Czech
1
Danish
1
Dutch
1
Swedish
1
Turkish
1
Undetermined
1
more ...
less ...
Author
All
Phillips, Peter C. B.
74
Härdle, Wolfgang
72
Pesaran, M. Hashem
58
Gouriéroux, Christian
54
Andrews, Donald W. K.
48
McAleer, Michael
47
Franses, Philip Hans
44
Swanson, Norman R.
43
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
Heckman, James J.
33
Zakoïan, Jean-Michel
33
Linton, Oliver
32
Teräsvirta, Timo
32
Diebold, Francis X.
31
Robinson, Peter M.
30
Dufour, Jean-Marie
29
Horowitz, Joel
29
Koopman, Siem Jan
29
Baltagi, Badi H.
28
King, Maxwell L.
28
Kohn, Robert
28
Lucas, André
28
Brännäs, Kurt
26
Engle, Robert F.
26
Granger, C. W. J.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Ullah, Aman
26
Ghysels, Eric
25
Krämer, Walter
25
Maravall Herrero, Agustín
25
Bera, Anil K.
24
Francq, Christian
24
Sentana, Enrique
24
Spokojnyj, Vladimir G.
24
Stahlecker, Peter
24
Koop, Gary
23
Monfort, Alain
23
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
European University Institute / Department of Economics
21
Umeå universitet
21
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
National Bureau of Economic Research
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Analytical Finance <Århus>
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Quantitative Economics & Computing
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Institut für Höhere Studien
3
Københavns Universitet / Økonomisk Institut
3
School of Economics <Quezon>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
State University of New York at Albany / Department of Economics
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
more ...
less ...
Published in...
All
Journal of econometrics
509
Economics letters
416
Econometric theory
309
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
253
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Econometric reviews
159
Journal of applied econometrics
140
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
123
Discussion paper / Tinbergen Institute
110
Oxford bulletin of economics and statistics
103
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Center for Economic Research, Tilburg University
87
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
62
International economic review
61
Applied economics
58
Journal of forecasting
58
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Working paper series
55
Technical working paper / National Bureau of Economic Research
54
American journal of agricultural economics
53
Discussion paper series / IZA
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Cowles Foundation discussion paper
47
Journal of empirical finance
47
SFB 649 discussion paper
45
The econometrics journal
45
Europäische Hochschulschriften / 5
44
Working paper
44
Journal of banking & finance
43
Journal of economic dynamics & control
42
CREATES research paper
41
Economic modelling
41
more ...
less ...
Source
All
ECONIS (ZBW)
11,537
ArchiDok
3
Showing
1
-
10
of
11,540
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
2
The Heston stochastic
volatility
model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market
Ballestra, Luca Vincenzo
;
Ferri, Roberto
;
Pacelli, Graziella
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10003955535
Saved in:
3
The Heston Stochastic
Volatility
Model for Single Assets and for Asset Portfolios : Parameter Estimation and an Application to the Italian Financial Market
Ballestra, Luca Vincenzo
-
2010
We investigate the performance of the Heston stochastic
volatility
model in describing the probability distribution of …
Persistent link: https://www.econbiz.de/10013148476
Saved in:
4
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
5
Explicit minimal representation of variance matrices, and its implication for dynamic
volatility
models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
6
Asset Allocation und Prognoseunsicherheit : Die Berücksichtigung von Schätzfehlern in der strategischen und taktischen Asset Allocation
Herold, Ulf
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001916089
Saved in:
7
Forecasting with judgment
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 553-563
Persistent link: https://www.econbiz.de/10003913446
Saved in:
8
On a simple two-stage closed-form estimator for a stochastic
volatility
in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
Saved in:
9
Volatility
forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2008
Persistent link: https://www.econbiz.de/10003825606
Saved in:
10
Stochastic
volatility
of
volatility
in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->