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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~subject:"GARCH"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
GARCH
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
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Statistische Verteilung
7
Analysis of variance
6
CAPM
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Varianzanalyse
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Bayes-Statistik
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Bayesian inference
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Robust statistics
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Robustes Verfahren
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Share price
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Credit risk
4
Kreditrisiko
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
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Optionspreistheorie
4
Sharpe ratio
4
Simulation
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Stochastic process
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Collection of articles written by one author
Aufsatz in Zeitschrift
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12
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English
12
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Ardia, David
1
Bluteau, Keven
1
Bufalo, Michele
1
Chung, Keunsuk
1
De Luca, Giovanni
1
Fang, Ying
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
Orlando, Giuseppe
1
Reh, Laura
1
Ren, Yun
1
Rivieccio, Giorgia
1
Rüede, Maxime
1
Shi, Yanlin
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
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
28
Economic modelling
23
Econometric reviews
21
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric theory
15
Journal of banking & finance
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
European journal of operational research : EJOR
13
Quantitative finance
12
Computational economics
11
Econometrics : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of mathematical finance
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
International journal of theoretical and applied finance
10
Journal of financial econometrics
10
Journal of forecasting
10
The North American journal of economics and finance : a journal of financial economics studies
10
Insurance / Mathematics & economics
9
Operations research
9
The econometrics journal
9
International journal of economics and financial issues : IJEFI
8
International journal of forecasting
8
Journal of applied econometrics
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 review of financial analysis
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial economics
7
Journal of productivity analysis
7
Risks : open access journal
7
Annals of finance
6
Annals of financial economics
6
Applied economics
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ECONIS (ZBW)
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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
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
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
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:
9
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:
10
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:
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