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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~isPartOf:"Finance research letters"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Stochastischer Prozess
Zeitreihenanalyse
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
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
4
Sharpe ratio
4
Simulation
4
Stochastic process
4
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Collection of articles written by one author
Aufsatz in Zeitschrift
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18
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English
18
Author
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De Luca, Giovanni
2
Rivieccio, Giorgia
2
Ardia, David
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bufalo, Michele
1
Chung, Keunsuk
1
Du, Xiuli
1
Fang, Ying
1
Guégan, Dominique
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
He, Jia
1
Herwartz, Helmut
1
Jiang, Jingjing
1
Kim, Jan R.
1
Lan, Xinchen
1
Lee, Kyungsub
1
Li, Haiqi
1
Li, Peng
1
Liang, Yanzi
1
Lu, Zheng
1
Madan, Dilip B.
1
Oh, Jong-Min
1
Orlando, Giuseppe
1
Pan, Qunxing
1
Pontines, Victor
1
Poon, Aubrey
1
Reh, Laura
1
Ren, Yun
1
Rummel, Ole
1
Rüede, Maxime
1
Shi, Yanlin
1
Wang, Xiaoyu
1
Wu, Xiaoxia
1
Xie, Dejun
1
Yang, Liu
1
Yuan, Yufei
1
Zheng, Chaowen
1
Österholm, Pär
1
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Finance research letters
Journal of econometrics
352
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Economics letters
149
Econometric reviews
96
International journal of forecasting
64
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
51
Econometrics : open access journal
50
Economic modelling
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Journal of time series econometrics
40
The econometrics journal
40
Journal of the American Statistical Association : JASA
39
Computational economics
38
Journal of applied econometrics
37
Journal of empirical finance
37
Applied economics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Oxford bulletin of economics and statistics
23
Journal of risk and financial management : JRFM
21
Journal of financial econometrics
20
Journal of banking & finance
18
Quantitative economics : QE ; journal of the Econometric Society
18
European journal of operational research : EJOR
17
Insurance / Mathematics & economics
17
Journal of economic dynamics & control
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of economics and statistics
16
Journal of macroeconomics
15
Quantitative finance
15
The review of economic studies
14
International journal of economics and financial issues : IJEFI
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
The empirical economics letters : a monthly international journal of economics
12
International journal of production research
11
Journal of mathematical finance
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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
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
4
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
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
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
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
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:
9
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:
10
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:
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