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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~type_genre:"Article in journal"
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Deutschland
Forecasting model
Estimation theory
110
Schätztheorie
110
Volatility
35
Volatilität
35
Estimation
33
Schätzung
33
Time series analysis
33
Zeitreihenanalyse
33
Capital income
22
Kapitaleinkommen
22
Prognoseverfahren
20
Portfolio selection
19
Portfolio-Management
19
Börsenkurs
17
Share price
17
Stochastic process
17
Stochastischer Prozess
17
Theorie
17
Theory
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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Article
18
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20
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English
20
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Baillie, Richard
2
Ren, Yu
2
Tsiotas, Georgios
2
Amihud, Yakov
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chiang, I-Hsuan Ethan
1
Dacorogna, Michel M.
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
Kapetanios, George
1
Kondor, Imre
1
Liao, Yin
1
Nolte, Ingmar
1
Papailias, Fotis
1
Papp, Gábor
1
Pappas, Vasileios
1
Podobnik, Boris
1
Sizova, Natalia
1
Stanley, H. Eugene
1
Tu, Yundong
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
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HFDF <1, 1995, Zürich>
1
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Journal of empirical finance
Quantitative finance
International journal of forecasting
114
Journal of econometrics
77
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Economics letters
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of the American Statistical Association : JASA
14
Econometric theory
13
Insurance / Mathematics & economics
12
The econometrics journal
12
Econometric reviews
11
Applied economics
10
Economic modelling
10
Finance research letters
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Oxford bulletin of economics and statistics
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of applied econometrics
8
Journal of financial econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics letters
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Jahrbücher für Nationalökonomie und Statistik
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
7
Risks : open access journal
7
Econometrics : open access journal
6
Journal of international money and finance
6
Journal of quantitative economics
6
Journal of risk and financial management : JRFM
6
Journal of time series econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Financial innovation : FIN
5
Journal of financial economics
5
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ECONIS (ZBW)
20
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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
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:
4
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:
5
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:
6
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:
7
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
8
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
9
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
10
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
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