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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~subject:"Modellierung"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Modellierung
Estimation theory
112
Schätztheorie
112
Volatility
35
Volatilität
35
Estimation
34
Schätzung
34
Time series analysis
34
Zeitreihenanalyse
34
Capital income
23
Kapitaleinkommen
23
Prognoseverfahren
21
Portfolio selection
19
Portfolio-Management
19
Theorie
18
Theory
18
Börsenkurs
17
Share price
17
Stochastic process
17
Stochastischer Prozess
17
ARCH model
14
ARCH-Modell
14
Autocorrelation
12
Autokorrelation
12
Statistical distribution
12
Statistische Verteilung
12
Correlation
10
Korrelation
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Option pricing theory
10
Optionspreistheorie
10
CAPM
9
Yield curve
9
Zinsstruktur
9
Risikomaß
8
Risk measure
8
Scientific modelling
8
Analysis of variance
6
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Article
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Article in journal
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Aufsatz in Zeitschrift
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English
28
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Baillie, Richard
3
Ren, Yu
3
Dacorogna, Michel M.
2
Tsiotas, Georgios
2
Xie, Tian
2
Amihud, Yakov
1
Bauwens, Luc
1
Behrendt, Simon
1
Bekaert, Geert
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Cheung, Yin-Wong
1
Chi, Xie
1
Chiang, I-Hsuan Ethan
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Fuhrer, Adrian
1
Galakis, John
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Hock, Thorsten
1
Huang, Shih-Feng
1
Hurvich, Clifford M.
1
Izzeldin, Marwan
1
Jayetileke, Harshanie L.
1
Jiang, Zhi-Qiang
1
Kapetanios, George
1
Kondor, Imre
1
Liao, Yin
1
Nolte, Ingmar
1
Papailias, Fotis
1
Papp, Gábor
1
Pappas, Vasileios
1
Paulsen, Dirk
1
Podobnik, Boris
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
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Journal of empirical finance
Quantitative finance
Journal of econometrics
119
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of forecasting
72
Economics letters
48
Discussion paper / Tinbergen Institute
35
Econometric reviews
30
Discussion paper
27
Econometric theory
27
The econometrics journal
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Journal of the American Statistical Association : JASA
20
Europäische Hochschulschriften / 5
19
NBER working paper series
19
NBER Working Paper
17
Discussion paper series / IZA
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Econometrics : open access journal
15
CREATES research paper
14
Cowles Foundation discussion paper
14
Discussion paper / Center for Economic Research, Tilburg University
14
Economic modelling
14
European journal of operational research : EJOR
14
Insurance / Mathematics & economics
14
Working papers / Rutgers University, Department of Economics
14
Discussion papers / CEPR
12
Journal of applied econometrics
12
Working paper
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics
11
CESifo working papers
11
Computational economics
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Quantitative economics : QE ; journal of the Econometric Society
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Working papers series in theoretical and applied economics
11
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ECONIS (ZBW)
28
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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
A note on spurious model selection
Wang, Weiguan
;
Ruf, Johannes
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1797-1800
Persistent link: https://www.econbiz.de/10013367947
Saved in:
4
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:
5
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
6
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:
7
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
8
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
9
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
10
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
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