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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Stochastischer Prozess
Estimation theory
136
Schätztheorie
136
Estimation
39
Schätzung
39
Time series analysis
34
Zeitreihenanalyse
34
Capital income
32
Kapitaleinkommen
32
Volatility
32
Volatilität
32
Portfolio selection
26
Portfolio-Management
26
ARCH model
25
ARCH-Modell
25
Forecasting model
21
Prognoseverfahren
21
Theorie
19
Theory
19
Correlation
15
Korrelation
15
Share price
15
Statistical distribution
15
Statistische Verteilung
15
Stochastic process
14
CAPM
12
Autocorrelation
11
Autokorrelation
11
Risikomaß
11
Risk measure
11
Yield curve
11
Zinsstruktur
11
Analysis of variance
9
Bayes-Statistik
9
Bayesian inference
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Varianzanalyse
9
Regression analysis
8
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Undetermined
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Article
27
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1
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Collection of articles written by one author
Aufsatz in Zeitschrift
Article in journal
28
Collection of articles of several authors
1
Sammelwerk
1
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English
28
Author
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Kristensen, Dennis
2
Lee, Kyungsub
2
Agosto, Arianna
1
Amado, Cristina
1
Asai, Manabu
1
Bekaert, Geert
1
Campbell, John Y.
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chung, Keunsuk
1
Creel, Michael D.
1
Dalla, Violetta
1
Daníelsson, Jón
1
De Luca, Giovanni
1
Fang, Ying
1
Fornari, Fabio
1
Hartkopf, Jan Patrick
1
He, Jia
1
He, Xue-zhong
1
Jiang, Jingjing
1
Jondeau, Eric
1
Kang, Kyu Ho
1
Kim, Jan R.
1
King, Maxwell L.
1
Kinnunen, Jyri
1
Lan, Xinchen
1
Lee, Cheol Woo
1
Li, Youwei
1
Liang, Yanzi
1
Lu, Zheng
1
MacDonald, Ronald
1
Madan, Dilip B.
1
Mele, Antonio
1
Oh, Jong-Min
1
Peretti, Christian de
1
Power, David M.
1
Qiao, Zhuo
1
Rahbek, Anders
1
Reh, Laura
1
Ren, Yu
1
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Finance research letters
Journal of empirical finance
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
24
Economic modelling
23
Econometric reviews
19
Econometric theory
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Quantitative finance
12
Econometrics : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
Computational economics
10
Journal of forecasting
10
Insurance / Mathematics & economics
9
International journal of theoretical and applied finance
9
Journal of financial econometrics
9
Operations research
9
International journal of economics and financial issues : IJEFI
8
Journal of applied econometrics
8
Journal of mathematical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
International journal of forecasting
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial economics
7
Journal of productivity analysis
7
Risks : open access journal
7
The econometrics journal
7
Annals of finance
6
Asia-Pacific financial markets
6
International journal of production research
6
International review of financial analysis
6
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ECONIS (ZBW)
28
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1
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:
2
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:
3
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:
4
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:
5
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
6
Regime switching in the present value models : a backward-solving method
Kim, Jan R.
;
Chung, Keunsuk
- In:
Finance research letters
32
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012430760
Saved in:
7
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
8
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
9
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
10
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
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