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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~subject:"Bayes-Statistik"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Bayes-Statistik
Stochastischer Prozess
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
15
Capital income
14
Kapitaleinkommen
14
ARCH model
12
ARCH-Modell
12
Volatility
12
Volatilität
12
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
10
Prognoseverfahren
10
Correlation
8
Korrelation
8
Risikomaß
8
Risk measure
8
Statistical distribution
7
Statistische Verteilung
7
Analysis of variance
6
CAPM
6
Varianzanalyse
6
Bayesian inference
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Credit risk
4
Kreditrisiko
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
4
Sharpe ratio
4
Simulation
4
Stochastic process
4
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Collection of articles written by one author
Aufsatz in Zeitschrift
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14
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English
14
Author
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Ardia, David
2
Beechey, Meredith Jane
1
Bluteau, Keven
1
Chung, Keunsuk
1
De Luca, Giovanni
1
Fang, Ying
1
Fletcher, Jonathan
1
Hartkopf, Jan Patrick
1
He, Jia
1
Jiang, Jingjing
1
Kim, Jan R.
1
Lan, Xinchen
1
Lee, Kyungsub
1
Liang, Yanzi
1
Lu, Zheng
1
Madan, Dilip B.
1
Oh, Jong-Min
1
Poon, Aubrey
1
Reh, Laura
1
Ren, Yun
1
Rivieccio, Giorgia
1
Rudkin, Wanling
1
Rüede, Maxime
1
Trottier, Denis-Alexandre
1
Wang, Xiaoyu
1
Wu, Xiaoxia
1
Xie, Dejun
1
Yang, Liu
1
Yuan, Yufei
1
Österholm, Pär
1
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Finance research letters
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Economics letters
39
Economic modelling
35
Econometric reviews
28
Journal of empirical finance
22
European journal of operational research : EJOR
20
Econometric theory
19
Econometrics : open access journal
19
International journal of forecasting
19
Journal of applied econometrics
19
Journal of the American Statistical Association : JASA
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Computational economics
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Insurance / Mathematics & economics
15
Journal of banking & finance
14
Journal of forecasting
14
Quantitative finance
14
The econometrics journal
14
Journal of economic dynamics & control
13
Journal of risk and financial management : JRFM
13
Operations research
13
Quantitative economics : QE ; journal of the Econometric Society
13
Mathematics of operations research
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
International journal of production research
11
Journal of financial econometrics
10
Journal of productivity analysis
10
Risks : open access journal
10
Applied economics
9
Applied economics letters
9
International journal of theoretical and applied finance
9
Journal of mathematical finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
International journal of economics and financial issues : IJEFI
8
Journal of financial and quantitative analysis : JFQA
8
Journal of quantitative economics
8
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ECONIS (ZBW)
14
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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
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:
4
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:
5
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:
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
Mispricing, returns and the quest for parsimony
Rudkin, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
8
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan
- In:
Finance research letters
28
(
2019
),
pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
Saved in:
9
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
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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