//--> //--> //--> //-->
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
language:"eng"
subject:"Prognoseverfahren"
~isPartOf:"Finance research letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Statistical inference"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Statistical inference
Estimation theory
165
Schätztheorie
165
Time series analysis
61
Zeitreihenanalyse
61
Estimation
51
Schätzung
51
ARCH model
29
ARCH-Modell
29
Volatility
29
Volatilität
29
Capital income
23
Kapitaleinkommen
23
Forecasting model
18
Portfolio selection
18
Portfolio-Management
18
Regression analysis
17
Regressionsanalyse
17
Cointegration
14
Kointegration
14
Statistical distribution
14
Statistical test
14
Statistische Verteilung
14
Statistischer Test
14
Stochastic process
13
Stochastischer Prozess
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Börsenkurs
11
Correlation
11
Korrelation
11
Markov chain
11
Markov-Kette
11
Risikomaß
11
Risk measure
11
Share price
11
Structural break
11
Strukturbruch
11
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
Author
All
Yang, Liu
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Chen, Haiqiang
1
Chong, Terence Tai-Leung
1
Donayre, Luiggi
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dutta, Sumanjay
1
Eo, Yunjong
1
Escribano, Álvaro
1
Grable, John E.
1
Hartkopf, Jan Patrick
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jain, Shashi
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
Kristensen, Johannes Tang
1
Lahiri, Kajal
1
Lan, Xinchen
1
Lee, Kyungsub
1
Liang, Yanzi
1
Licht, Adrian
1
Liu, Wei
1
Lu, Zheng
1
Maynard, Alex S.
1
McMillan, David G.
1
Morley, James C.
1
Paccagnini, Alessia
1
Rabbani, Abed G.
1
Reh, Laura
1
Shamsuddin, Abul
1
Shea, Kevin
1
Song, Juan
1
Staněk, Filip
1
more ...
less ...
Published in...
All
Finance research letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
151
International journal of forecasting
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
72
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Economics letters
35
Econometric theory
32
Cowles Foundation Discussion Paper
30
Journal of the American Statistical Association : JASA
30
The econometrics journal
30
Discussion paper / Tinbergen Institute
26
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Cowles Foundation discussion paper
22
Econometric reviews
22
CREATES research paper
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Quantitative economics : QE ; journal of the Econometric Society
17
Working paper
16
Insurance / Mathematics & economics
15
NBER working paper series
15
CESifo working papers
13
Discussion paper series / IZA
13
European journal of operational research : EJOR
13
Journal of empirical finance
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of financial econometrics
12
NBER Working Paper
12
Computational economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Working papers / Rutgers University, Department of Economics
11
Applied economics
10
Econometrics : open access journal
10
Journal of applied econometrics
10
Journal of banking & finance
10
Working papers series in theoretical and applied economics
10
Discussion paper
9
Discussion papers / CEPR
9
Econometrics papers
9
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
3
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
4
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
5
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
6
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
7
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
8
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:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->