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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Schätzung
Estimation theory
112
Schätztheorie
112
Volatility
35
Volatilität
35
Estimation
34
Time series analysis
34
Zeitreihenanalyse
34
Capital income
23
Kapitaleinkommen
23
Prognoseverfahren
21
Portfolio selection
19
Portfolio-Management
19
Theorie
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Theory
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Börsenkurs
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Share price
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Stochastic process
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Stochastischer Prozess
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ARCH model
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ARCH-Modell
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Autocorrelation
12
Autokorrelation
12
Statistical distribution
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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
Modellierung
8
Risikomaß
8
Risk measure
8
Scientific modelling
8
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English
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Baillie, Richard
4
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Ren, Yu
2
Satchell, Stephen
2
Tsiotas, Georgios
2
Abergel, Frédéric
1
Achab, Massil
1
Agosto, Arianna
1
Ahn, Seung Chan
1
Allen, David
1
Amihud, Yakov
1
Bacry, E.
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Buccheri, G.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Chan, Chia-ying
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Yi-ting
1
Cheng, Wan-hsiu
1
Cheung, Yin-Wong
1
Chi, Xie
1
Chiang, I-Hsuan Ethan
1
Cho, Dooyeon
1
Chronopoulou, Alexandra
1
Chung, Munki
1
D'Addona, Stefano
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Fabozzi, Frank J.
1
Galakis, John
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
269
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
129
International journal of forecasting
118
Journal of forecasting
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Discussion paper series / IZA
64
Econometric reviews
63
Applied economics letters
61
Discussion paper / Tinbergen Institute
59
Economic modelling
58
NBER Working Paper
54
Working paper / Department of Econometrics and Business Statistics, Monash University
53
NBER working paper series
51
Applied economics
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Journal of applied econometrics
44
Discussion paper
43
Working paper
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Econometric theory
37
IZA Discussion Paper
37
CESifo working papers
36
Journal of the American Statistical Association : JASA
36
The econometrics journal
36
Journal of banking & finance
35
Working paper / National Bureau of Economic Research, Inc.
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Quantitative economics : QE ; journal of the Econometric Society
29
Discussion papers / CEPR
28
Econometrics : open access journal
28
Insurance / Mathematics & economics
27
CREATES research paper
26
Computational economics
26
European journal of operational research : EJOR
25
Journal of financial econometrics
25
The review of economics and statistics
25
Working papers series in theoretical and applied economics
25
Finance research letters
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ECONIS (ZBW)
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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
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:
3
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:
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
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
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
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
9
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
10
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
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