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subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio-Management"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Börsenkurs
Portfolio-Management
Estimation theory
74
Schätztheorie
74
Estimation
31
Schätzung
31
Volatility
24
Volatilität
24
Time series analysis
23
Zeitreihenanalyse
23
ARCH model
17
Forecasting model
13
Prognoseverfahren
13
Risikomaß
12
Risk measure
12
Capital income
11
Correlation
11
Kapitaleinkommen
11
Korrelation
11
Portfolio selection
11
Statistical distribution
11
Statistische Verteilung
11
Share price
10
Statistical test
9
Statistischer Test
9
Regression analysis
8
Regressionsanalyse
8
CAPM
7
Risikoprämie
7
Risk premium
7
Stochastic process
7
Stochastischer Prozess
7
Analysis of variance
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Stichprobenerhebung
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28
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English
28
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Agrawal, Raj
1
Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Boudt, Kris
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Casas, Isabel
1
Chen, Cathy W. S.
1
Cornilly, Dries
1
De Nard, Gianluca
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Ferreira, Eva
1
Grønneberg, Steffen
1
Guillén, Montserrat
1
Gungor, Sermin
1
Haensly, Paul J.
1
Hong, Seok Young
1
Horváth, Roman
1
Huang, Haitao
1
Iitsuka, Yoshitaka
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Binyan
1
Kim, Minjoo
1
Kok Haur Ng
1
Ledoit, Olivier
1
Leng, Xuan
1
Li, Leon
1
Li, Mingge
1
Lin, Tsai-Yu
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Xiaohui
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Luger, Richard
1
Mancino, Maria Elvira
1
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Journal of financial econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Econometric theory
36
Finance research letters
32
Journal of banking & finance
32
Journal of empirical finance
30
Economics letters
29
Discussion paper / Tinbergen Institute
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
European journal of operational research : EJOR
19
Journal of risk
19
Journal of forecasting
18
Econometric reviews
17
International journal of forecasting
16
Quantitative finance
16
CREATES research paper
15
Economic modelling
15
Journal of risk and financial management : JRFM
15
The econometrics journal
15
International journal of economics and financial issues : IJEFI
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Applied economics
13
Cambridge working papers in economics
12
Computational economics
12
Econometrics : open access journal
12
Insurance / Mathematics & economics
12
CORE discussion papers : DP
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
The European journal of finance
11
Working paper
11
Applied economics letters
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Financial markets and portfolio management
10
International journal of theoretical and applied finance
10
Journal of mathematical finance
10
Journal of time series econometrics
10
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ECONIS (ZBW)
28
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1
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
4
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
5
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
6
The power of (non-)linear shrinking : a review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10012878194
Saved in:
7
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
8
Covariance matrix estimation under total positivity for portfolio selection
Agrawal, Raj
;
Roy, Uma
;
Uhler, Caroline
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10013187988
Saved in:
9
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
10
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
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