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:"Schätztheorie"
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
Shrinkage estimation of Kelly...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
11
Theory
11
Portfolio selection
5
Portfolio-Management
5
Risikomaß
4
Risk measure
4
ARCH model
3
ARCH-Modell
3
Aktienindex
3
CAPM
3
Cointegration
3
Correlation
3
Estimation
3
Estimation theory
3
Indien
3
Kointegration
3
Korrelation
3
Schätzung
3
Stock index
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Covariance matrix
2
Coverage probability
2
Financial investment
2
Hong Kong
2
Hongkong
2
India
2
Kapitalanlage
2
Kapitaleinkommen
2
Pairs trading
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
USA
2
Unbalanced data
2
United States
2
Volatility
2
Volatilität
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Yu, Philip L. H.
2
Iyer, Hari K.
1
Law, Keith K. F.
1
Li, Wai Keung
1
Lu, Renjie
1
Mathew, Thomas
1
Wang, C. M. Jack
1
more ...
less ...
Published in...
All
Journal of the American Statistical Association : JASA
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of risk model validation
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
2
An empirical evaluation of large dynamic covariance models in portfolio value-at-risk estimation
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 21-39
Persistent link: https://www.econbiz.de/10014335946
Saved in:
3
Models and confidence intervals for true values in interlaboratory trials
Iyer, Hari K.
;
Wang, C. M. Jack
;
Mathew, Thomas
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
468
,
pp. 1060-1071
Persistent link: https://www.econbiz.de/10002506660
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
