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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Stochastic process
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
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
Modellierung
8
Risikomaß
8
Risk measure
8
Scientific modelling
8
Analysis of variance
6
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23
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Article
35
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3
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Article in journal
37
Aufsatz in Zeitschrift
37
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2
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2
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English
38
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Baillie, Richard
3
Dacorogna, Michel M.
2
Kristensen, Dennis
2
Ren, Yu
2
Tsiotas, Georgios
2
Agosto, Arianna
1
Amihud, Yakov
1
Asai, Manabu
1
Bauwens, Luc
1
Bayer, Christian
1
Bekaert, Geert
1
Berens, Tobias
1
Breneis, Simon
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chiang, I-Hsuan Ethan
1
Chronopoulou, Alexandra
1
Creel, Michael D.
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Galakis, John
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Hurvich, Clifford M.
1
Izzeldin, Marwan
1
Jayetileke, Harshanie L.
1
Jiang, Zhi-Qiang
1
Kang, Kyu Ho
1
Kapetanios, George
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
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
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
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ECONIS (ZBW)
38
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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
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:
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
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
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
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:
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
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
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