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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Finance research letters"
~subject:"ARCH model"
~subject:"Sampling"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Sampling
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
15
Capital income
14
Kapitaleinkommen
14
ARCH-Modell
12
Volatility
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Volatilität
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Time series analysis
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Zeitreihenanalyse
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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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Analysis of variance
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CAPM
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Börsenkurs
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Robust statistics
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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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English
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Ardia, David
2
Wu, Xinyu
2
Arnerić, Josip
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bufalo, Michele
1
Chatrath, Arjun
1
Christie-David, Rohan
1
Du, Xiuli
1
Dutta, Sumanjay
1
Grable, John E.
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Honda, Tetsuhiro
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jain, Shashi
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
Lee, Kyungsub
1
Li, Peng
1
Matković, Mario
1
McMillan, David G.
1
Orlando, Giuseppe
1
Pan, Qunxing
1
Rabbani, Abed G.
1
Reh, Laura
1
Rüede, Maxime
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Shamsuddin, Abul
1
Shea, Kevin
1
Shi, Yanlin
1
Shiohama, Takayuki
1
Song, Juan
1
Sorić, Petar
1
Tamaki, Kenichiro
1
Trottier, Denis-Alexandre
1
Wang, Yubao
1
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Finance research letters
Journal of econometrics
165
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Journal of forecasting
73
Economics letters
71
Discussion paper / Tinbergen Institute
56
Econometric theory
50
Econometric reviews
37
Journal of the American Statistical Association : JASA
36
Statistics in transition : an international journal of the Polish Statistical Association
36
The econometrics journal
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of empirical finance
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Discussion paper series / IZA
24
CREATES research paper
23
NBER Working Paper
23
Applied economics
22
Discussion paper / Center for Economic Research, Tilburg University
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Europäische Hochschulschriften / 5
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Discussion paper
21
Econometrics : open access journal
21
Economic modelling
20
Journal of financial econometrics
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Applied economics letters
19
Insurance / Mathematics & economics
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
NBER working paper series
17
European journal of operational research : EJOR
16
Journal of applied econometrics
16
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
International journal of economics and financial issues : IJEFI
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk
15
Working paper
15
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ECONIS (ZBW)
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1
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:
2
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
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
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:
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
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:
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
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:
10
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:
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