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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~subject:"Portfolio selection"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Portfolio selection
Stochastischer Prozess
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
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
Credit risk
4
Kreditrisiko
4
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
23
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English
23
Author
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Auer, Benjamin R.
2
Chiu, Wan-Yi
2
Schuhmacher, Frank
2
Bodnar, Taras
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Challet, Damien
1
Chen, Fang
1
Chung, Keunsuk
1
De Luca, Giovanni
1
Dutta, Sumanjay
1
Eling, Martin
1
Fang, Ying
1
Grable, John E.
1
Guo, Biao
1
Han, Yingwei
1
Hartkopf, Jan Patrick
1
He, Jia
1
Huo, Lijuan
1
Jahandideh, Mohammad-Taghi
1
Jain, Shashi
1
Jiang, Ching-hai
1
Jiang, Jingjing
1
Kamali, Rezvan
1
Kim, Jan R.
1
Kim, Tae-hwan
1
Kim, Yunmi
1
Kourtis, Apostolos
1
Lan, Xinchen
1
Lee, Kyungsub
1
Li, Ping
1
Liang, Yanzi
1
Lu, Zheng
1
Madan, Dilip B.
1
Mahmoodi, Safieh
1
Oh, Jong-Min
1
Parolya, Nestor
1
Rabbani, Abed G.
1
Reh, Laura
1
Ren, Yun
1
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Finance research letters
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Journal of banking & finance
31
Journal of empirical finance
30
European journal of operational research : EJOR
29
Economics letters
26
Economic modelling
24
Econometric reviews
21
Quantitative finance
20
Insurance / Mathematics & economics
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
16
International journal of theoretical and applied finance
16
Journal of financial econometrics
16
Econometric theory
15
Journal of risk
15
Journal of risk and financial management : JRFM
14
Operations research
14
Risks : open access journal
13
Econometrics : open access journal
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of forecasting
11
Journal of financial economics
11
Journal of forecasting
11
Mathematics of operations research
11
Financial markets and portfolio management
10
Journal of financial and quantitative analysis : JFQA
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
International journal of economics and financial issues : IJEFI
9
International review of financial analysis
9
Journal of mathematical finance
9
Journal of applied econometrics
8
Quantitative economics : QE ; journal of the Econometric Society
8
Review of quantitative finance and accounting
8
The European journal of finance
8
The econometrics journal
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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
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
9
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
10
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:
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