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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Stochastischer Prozess
Volatilität
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
Time series analysis
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Zeitreihenanalyse
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Forecasting model
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Prognoseverfahren
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Correlation
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Korrelation
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Risikomaß
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Risk measure
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Statistical distribution
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Statistische Verteilung
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Analysis of variance
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Bayes-Statistik
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Bayesian inference
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Robustes Verfahren
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Kreditrisiko
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option pricing theory
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Optionspreistheorie
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Collection of articles written by one author
Aufsatz in Zeitschrift
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English
20
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Madan, Dilip B.
2
Wu, Xinyu
2
Adesina, Tola
1
Ardia, David
1
Arnerić, Josip
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Chatrath, Arjun
1
Christie-David, Rohan
1
Chung, Keunsuk
1
De Luca, Giovanni
1
Fang, Ying
1
Hartkopf, Jan Patrick
1
He, Jia
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jiang, Jingjing
1
Kambouroudis, Dimos
1
Kim, Jan R.
1
Korkusuz, Burak
1
Lan, Xinchen
1
Lee, Kyungsub
1
Liang, Yanzi
1
Lu, Zheng
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Reh, Laura
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Ren, Yun
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Rivieccio, Giorgia
1
Rüede, Maxime
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Shi, Yanlin
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Song, Juan
1
Sorić, Petar
1
Wang, King
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Wang, Xiaoyu
1
Wang, Yubao
1
Wu, Xiaoxia
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Finance research letters
Journal of econometrics
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Economics letters
40
Economic modelling
30
Econometric reviews
29
Journal of empirical finance
29
Econometric theory
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of banking & finance
22
Quantitative finance
19
International journal of forecasting
17
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
International journal of theoretical and applied finance
16
Journal of forecasting
16
European journal of operational research : EJOR
15
The North American journal of economics and finance : a journal of financial economics studies
15
The econometrics journal
14
Econometrics : open access journal
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of economics and financial issues : IJEFI
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of mathematical finance
12
Computational economics
11
Mathematics of operations research
11
Finance and stochastics
10
Insurance / Mathematics & economics
10
International review of financial analysis
10
Journal of applied econometrics
10
Journal of financial economics
10
The journal of finance : the journal of the American Finance Association
10
Applied economics
9
Operations research
9
The review of financial studies
9
Applied economics letters
8
International journal of financial engineering
8
Journal of financial and quantitative analysis : JFQA
8
Applied financial economics
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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
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:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
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
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
8
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:
9
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
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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