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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~subject:"Risk measure"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Risk measure
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
Statistical distribution
7
Statistische Verteilung
7
Analysis of variance
6
CAPM
6
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
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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
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Stochastic process
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Collection of articles written by one author
Aufsatz in Zeitschrift
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16
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English
16
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De Luca, Giovanni
2
Rivieccio, Giorgia
2
Ardia, David
1
Bluteau, Keven
1
Bodnar, Taras
1
Chung, Keunsuk
1
Fang, Ying
1
González-Rivera, Gloria
1
Grable, John E.
1
Guégan, Dominique
1
Hartkopf, Jan Patrick
1
He, Jia
1
Jahandideh, Mohammad-Taghi
1
Jiang, Jingjing
1
Kamali, Rezvan
1
Kambouroudis, Dimos
1
Kim, Jan R.
1
Korkusuz, Burak
1
Lan, Xinchen
1
Lee, Kyungsub
1
Lee, Tae-hwy
1
Liang, Yanzi
1
Lu, Zheng
1
Madan, Dilip B.
1
Mahmoodi, Safieh
1
McMillan, David G.
1
Oh, Jong-Min
1
Parolya, Nestor
1
Rabbani, Abed G.
1
Reh, Laura
1
Ren, Yun
1
Rüede, Maxime
1
Thorsén, Erik
1
Wang, Xiaoyu
1
Wu, Xiaoxia
1
Xie, Dejun
1
Yang, Liu
1
Yoldas, Emre
1
Yuan, Yufei
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Finance research letters
Journal of econometrics
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Insurance / Mathematics & economics
33
Economics letters
26
Economic modelling
24
Journal of risk
23
Journal of empirical finance
22
Econometric reviews
21
Journal of banking & finance
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
European journal of operational research : EJOR
18
Quantitative finance
17
Computational economics
16
Econometric theory
16
Journal of financial econometrics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Econometrics : open access journal
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Risks : open access journal
13
International journal of theoretical and applied finance
12
Journal of mathematical finance
12
Mathematics of operations research
12
Operations research
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
10
The econometrics journal
10
International journal of economics and financial issues : IJEFI
9
The journal of risk model validation
9
Journal of applied econometrics
8
Operations research letters
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Applied economics
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 review of financial analysis
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial economics
7
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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
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:
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
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
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
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:
8
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:
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
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
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