//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Quantitative finance"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
Stochastic process
Estimation theory
58
Schätztheorie
58
Prognoseverfahren
17
Volatility
15
Volatilität
15
Estimation
13
Schätzung
13
Time series analysis
13
Zeitreihenanalyse
13
Statistical distribution
11
Statistische Verteilung
11
Portfolio selection
8
Portfolio-Management
8
Stochastischer Prozess
8
Börsenkurs
7
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Probability theory
6
Risikomaß
6
Risk measure
6
Wahrscheinlichkeitsrechnung
6
Correlation
5
Korrelation
5
Market microstructure
5
Marktmikrostruktur
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Capital income
4
Derivat
4
Derivative
4
Kapitaleinkommen
4
Modellierung
4
Mortality
4
Scientific modelling
4
Sterblichkeit
4
Analysis of variance
3
Autocorrelation
3
more ...
less ...
Online availability
All
Undetermined
19
Free
3
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Tsiotas, Georgios
2
Badescu, Andrei L.
1
Bayer, Christian
1
Breneis, Simon
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Dupin, Gilles
1
Fung, Tsz Chai
1
Galakis, John
1
Gao, Guangyuan
1
Gigante, Patrizia
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Koenig, Emmanuel
1
Kondor, Imre
1
Le Moine, Pierre
1
Lewis, Alan L.
1
Li, Deyuan
1
Li, Hong
1
Lin, X. Sheldon
1
Ling, Chen
1
Liu, Guangying
1
Liu, Qing
1
Meng, Shengwang
1
Monfort, Alain
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Peng, Liang
1
Picech, Liviana
1
Pirjol, Dan
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Quantitative finance
Journal of econometrics
135
International journal of forecasting
114
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
40
Discussion paper / Tinbergen Institute
39
Econometric reviews
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Discussion paper
25
Econometric theory
25
CREATES research paper
24
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Economic modelling
22
European journal of operational research : EJOR
22
Journal of empirical finance
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Insurance / Mathematics & economics
20
Europäische Hochschulschriften / 5
19
Journal of the American Statistical Association : JASA
19
Computational economics
17
The econometrics journal
17
Cowles Foundation discussion paper
16
Discussion papers of interdisciplinary research project 373
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Working paper
16
Journal of banking & finance
15
NBER working paper series
14
SFB 649 discussion paper
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Econometrics : open access journal
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Finance research letters
13
Journal of financial econometrics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
NBER Working Paper
13
Risks : open access journal
13
Discussion paper series / IZA
12
Journal of applied econometrics
12
Working papers / Rutgers University, Department of Economics
12
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
4
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
5
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
6
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
7
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
8
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
9
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
10
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->