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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~subject:"Credit risk"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Credit risk
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
Bayes-Statistik
5
Bayesian inference
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
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
Article in journal
13
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English
13
Author
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Boudreault, Mathieu
1
Bufalo, Michele
1
Bégin, Jean-François
1
Casals, José
1
Chung, Keunsuk
1
De Luca, Giovanni
1
Fang, Ying
1
Ferrer, Alex
1
Gauthier, Geneviève
1
Hartkopf, Jan Patrick
1
He, Jia
1
Jiang, Jingjing
1
Kim, Jan R.
1
Kopeliovich, Yaacov
1
Lan, Xinchen
1
Lee, Kyungsub
1
Liang, Yanzi
1
Lu, Zheng
1
Madan, Dilip B.
1
Oh, Jong-Min
1
Orlando, Giuseppe
1
Reh, Laura
1
Ren, Yun
1
Rivieccio, Giorgia
1
Shea, Kevin
1
Sotoca, Sonia
1
Wang, Xiaoyu
1
Wu, Xiaoxia
1
Xie, Dejun
1
Yang, Liu
1
Yuan, Yufei
1
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Finance research letters
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Economics letters
24
Economic modelling
23
Journal of banking & finance
21
Econometric reviews
20
Journal of empirical finance
20
Econometric theory
15
European journal of operational research : EJOR
15
Quantitative finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Econometrics : open access journal
11
International journal of theoretical and applied finance
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
Operations research
11
Insurance / Mathematics & economics
10
Journal of financial econometrics
10
Journal of mathematical finance
9
Risks : open access journal
9
International journal of economics and financial issues : IJEFI
8
Journal of applied econometrics
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
Asia-Pacific financial markets
7
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
International review of financial analysis
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial economics
7
Journal of productivity analysis
7
The econometrics journal
7
Annals of finance
6
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ECONIS (ZBW)
13
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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
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:
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
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
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
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:
9
Efficient estimation of expected stock price returns
Madan, Dilip B.
- In:
Finance research letters
23
(
2017
),
pp. 31-38
Persistent link: https://www.econbiz.de/10011808349
Saved in:
10
Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François
;
Boudreault, Mathieu
;
Gauthier, …
- In:
Finance research letters
23
(
2017
),
pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
Saved in:
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