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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~subject:"Korrelation"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Korrelation
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
Risikomaß
8
Risk measure
8
Statistical distribution
7
Statistische Verteilung
7
Analysis of variance
6
CAPM
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Varianzanalyse
6
Bayes-Statistik
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Bayesian inference
5
Robust statistics
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Robustes Verfahren
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Share price
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Credit risk
4
Kreditrisiko
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Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
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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
15
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English
15
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Kim, Tae-hwan
2
Kim, Yunmi
2
Bodnar, Taras
1
Bongiorno, Christian
1
Challet, Damien
1
Chung, Keunsuk
1
De Luca, Giovanni
1
Dong, Chaohua
1
Ergün, Tolga
1
Fang, Ying
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
He, Jia
1
Herwartz, Helmut
1
Huo, Lijuan
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
Parolya, Nestor
1
Peng, Zhen
1
Reh, Laura
1
Ren, Yun
1
Rivieccio, Giorgia
1
Thorsén, Erik
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
138
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
49
Econometric reviews
28
Econometric theory
27
Journal of empirical finance
25
Economic modelling
24
Journal of banking & finance
22
Journal of the American Statistical Association : JASA
21
Econometrics : open access journal
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of financial econometrics
16
Computational economics
15
Journal of forecasting
15
Quantitative finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The econometrics journal
15
Applied economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
European journal of operational research : EJOR
14
International journal of forecasting
12
Insurance / Mathematics & economics
11
Journal of mathematical finance
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
Journal of applied econometrics
10
Operations research
10
Risks : open access journal
10
Applied economics
9
Cambridge working papers in economics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of theoretical and applied finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
The review of financial studies
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Operations research letters
8
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
15
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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
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
4
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
5
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:
6
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:
7
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
8
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen
;
Dong, Chaohua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
Saved in:
9
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:
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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