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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risikomaß
Estimation theory
638
Schätztheorie
638
Theorie
198
Theory
198
Time series analysis
150
Zeitreihenanalyse
150
Estimation
141
Schätzung
141
Nichtparametrisches Verfahren
114
Nonparametric statistics
114
USA
95
United States
94
Regression analysis
91
Regressionsanalyse
91
Volatility
57
Volatilität
57
Prognoseverfahren
52
Statistical test
45
Statistischer Test
45
Induktive Statistik
42
Statistical inference
42
Panel
41
Panel study
41
Correlation
38
Korrelation
38
Capital income
33
Kapitaleinkommen
33
Maximum likelihood estimation
29
Maximum-Likelihood-Schätzung
29
Statistical theory
29
Statistische Methodenlehre
29
Börsenkurs
27
Share price
27
Statistical distribution
27
Statistische Verteilung
27
ARCH model
26
ARCH-Modell
26
Bootstrap approach
26
Bootstrap-Verfahren
26
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34
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Article
77
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76
Aufsatz in Zeitschrift
76
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English
77
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Li, Deyuan
3
Peng, Liang
3
Cai, Zongwu
2
Hou, Yanxi
2
Lechner, Michael
2
Liesenfeld, Roman
2
Russell, Jeffrey R.
2
Tsiotas, Georgios
2
Amado, Cristina
1
Ang, Andrew
1
Ausín, M. Concepción
1
Baillie, Richard T.
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bekaert, Geert
1
Bera, Anil K.
1
Beyer, Andreas
1
Bodory, Hugo
1
Bonham, Carl Stanley
1
Caccioli, Fabio
1
Camponovo, Lorenzo
1
Canabarro, Askery
1
Chan, Joshua
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Willa W.
1
Chen, Wilson Ye
1
Chen, Ying
1
Cheung, Yin-Wong
1
Chi, Xie
1
Christiano, Lawrence J.
1
Chung, Chae-shick
1
Clements, Michael P.
1
Cohen, Richard H.
1
Den Haan, Wouter J.
1
Deo, Rohit S.
1
Dueker, Michael
1
Escanciano, J. Carlos
1
Estrella, Arturo
1
Falk, Martin
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
International journal of forecasting
115
Journal of econometrics
87
Journal of forecasting
71
Insurance / Mathematics & economics
35
Economics letters
30
Discussion paper / Tinbergen Institute
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of risk
22
Discussion paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Europäische Hochschulschriften / 5
18
Journal of banking & finance
17
Finance research letters
16
Journal of the American Statistical Association : JASA
15
The econometrics journal
15
Computational economics
14
Econometric theory
14
Journal of empirical finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Econometric reviews
13
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Risks : open access journal
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Working papers series in theoretical and applied economics
13
Applied economics
12
Discussion paper series / IZA
12
SFB 649 discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Economic modelling
11
Working paper
11
Working papers / Rutgers University, Department of Economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Reihe Quantitative Ökonomie : Ökon
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The North American journal of economics and finance : a journal of financial economics studies
10
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ECONIS (ZBW)
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
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:
5
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
6
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:
7
Predicting the global minimum variance portfolio
Reh, Laura
;
Krüger, Fabian
;
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
Saved in:
8
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
9
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
Saved in:
10
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
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