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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~subject:"Analysis of variance"
~subject:"Time series analysis"
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Bootstrap approach
Analysis of variance
Time series analysis
Estimation theory
51
Schätztheorie
51
Estimation
16
Schätzung
16
Capital income
13
Kapitaleinkommen
13
Portfolio selection
13
Portfolio-Management
13
Volatility
12
Volatilität
12
ARCH model
11
ARCH-Modell
11
Zeitreihenanalyse
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Forecasting model
10
Prognoseverfahren
10
Correlation
7
Korrelation
7
Risikomaß
7
Risk measure
7
Statistical distribution
6
Statistische Verteilung
6
Varianzanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Börsenkurs
5
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5
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4
Credit risk
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Kreditrisiko
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GARCH
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Sharpe ratio
3
Simulation
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Stochastischer Prozess
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18
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Chiu, Wan-Yi
2
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Ardia, David
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bodnar, Taras
1
Boynton, Wentworth
1
Bufalo, Michele
1
Chen, Fang
1
Du, Xiuli
1
Guégan, Dominique
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hou, Xinmeng
1
Jiang, Ching-hai
1
Kim, Jae H.
1
Li, Haiqi
1
Li, Peng
1
Oh, Jong-Min
1
Orlando, Giuseppe
1
Pan, Qunxing
1
Parolya, Nestor
1
Pontines, Victor
1
Poon, Aubrey
1
Reh, Laura
1
Rummel, Ole
1
Rüede, Maxime
1
Shamsuddin, Abul
1
Shi, Yanlin
1
Thorsén, Erik
1
Wu, Xinyu
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1
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Finance research letters
Journal of econometrics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
66
Economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
International journal of forecasting
40
Econometric theory
39
Journal of time series econometrics
37
Computational economics
27
The econometrics journal
25
Applied economics letters
18
Economic modelling
17
Journal of financial econometrics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Applied economics
13
European journal of operational research : EJOR
12
Journal of forecasting
12
Journal of empirical finance
11
Essays in honor of Joon Y. Park : econometric theory
10
Journal of quantitative economics
10
Insurance / Mathematics & economics
9
Quantitative finance
9
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
7
Journal of risk
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of economics and finance
5
International journal of production economics
5
Journal of applied econometrics
5
Journal of banking & finance
5
Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
Regional science & urban economics
5
Research in international business and finance
5
Scandinavian actuarial journal
5
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
3
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
4
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
5
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
6
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
7
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
8
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
9
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
Saved in:
10
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
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