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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~isPartOf:"Mathematics of operations research"
~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
104
Schätztheorie
104
Estimation
20
Schätzung
20
Mathematical programming
19
Mathematische Optimierung
19
Portfolio selection
15
Portfolio-Management
15
Stochastic process
15
Capital income
14
Kapitaleinkommen
14
Volatility
13
Volatilität
13
ARCH model
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ARCH-Modell
12
Time series analysis
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Zeitreihenanalyse
12
Forecasting model
10
Prognoseverfahren
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Risikomaß
9
Risk measure
9
Correlation
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Korrelation
8
Robust statistics
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Robustes Verfahren
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Bayes-Statistik
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Bayesian inference
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Statistische Verteilung
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Analysis of variance
6
CAPM
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Regression analysis
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Regressionsanalyse
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Varianzanalyse
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Markov chain
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Markov-Kette
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Collection of articles written by one author
Aufsatz in Zeitschrift
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English
20
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Glynn, Peter W.
2
Amarjit, Budhiraja
1
Aravkin, Aleksandr
1
Bertsekas, Dimitri P.
1
Bhatnagar, Shalabh
1
Blanchet, Jose
1
Cheung, Wang Chi
1
Chung, Keunsuk
1
Cohen, Asaf
1
Davis, Damek
1
De Luca, Giovanni
1
Duchi, John C.
1
Fang, Ying
1
Giesecke, Kay
1
Hartkopf, Jan Patrick
1
He, Jia
1
Jiang, Jingjing
1
Karmakar, Prasenjit
1
Kim, Jan R.
1
Lam, Henry
1
Lan, Xinchen
1
Lee, Kyungsub
1
Liang, Yanzi
1
Lim, Eunji
1
Lu, Shu
1
Lu, Zheng
1
Madan, Dilip B.
1
Namkoog, Hongseok
1
Oh, Jong-Min
1
Reh, Laura
1
Ren, Yun
1
Rivieccio, Giorgia
1
Simchi-Levi, David
1
Takahashi, Akihiko
1
Wang, Mengdi
1
Wang, Xiaoyu
1
Wu, Xiaoxia
1
Xie, Dejun
1
Yamada, Toshihiro
1
Yang, Liu
1
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Finance research letters
Mathematics of operations research
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
Journal of empirical finance
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
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
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Annals of finance
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Asia-Pacific financial markets
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International journal of production research
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International review of financial analysis
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ECONIS (ZBW)
20
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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
Statistics of robust optimization : a generalized empirical likelihood approach
Duchi, John C.
;
Glynn, Peter W.
;
Namkoog, Hongseok
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 946-969
Persistent link: https://www.econbiz.de/10012625674
Saved in:
6
Trimmed statistical estimation via variance reduction
Aravkin, Aleksandr
;
Davis, Damek
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 292-322
Persistent link: https://www.econbiz.de/10012183043
Saved in:
7
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:
8
Sampling-based approximation schemes for capacitated stochastic inventory control models
Cheung, Wang Chi
;
Simchi-Levi, David
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 668-692
Persistent link: https://www.econbiz.de/10012028641
Saved in:
9
Two time-scale stochastic approximation with controlled markov noise and off-policy temporal-difference learning
Karmakar, Prasenjit
;
Bhatnagar, Shalabh
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 130-151
Persistent link: https://www.econbiz.de/10011818672
Saved in:
10
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
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