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subject:"Deutschland"
subject:"Yield curve"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Portfolio-Management"
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Search: subject_exact:"Estimation theory"
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Deutschland
Yield curve
Portfolio-Management
Estimation theory
273
Schätztheorie
273
Estimation
77
Schätzung
77
Time series analysis
73
Zeitreihenanalyse
73
Theorie
24
Theory
24
Volatility
24
Volatilität
24
Einheitswurzeltest
23
Regression analysis
23
Regressionsanalyse
23
Unit root test
23
Capital income
22
Kapitaleinkommen
22
ARCH model
20
ARCH-Modell
20
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Panel
20
Panel study
20
Autocorrelation
18
Autokorrelation
18
Statistical test
18
Statistischer Test
18
Cointegration
17
Correlation
17
Forecasting model
17
Kointegration
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Korrelation
17
Prognoseverfahren
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Statistical distribution
15
Statistische Verteilung
15
Portfolio selection
14
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Stochastic process
13
Stochastischer Prozess
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Article
26
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26
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English
26
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Allen, David
1
Ball, Clifford A.
1
Belloc, Filippo
1
Bernardi, Mauro
1
Bohn Nielsen, Heino
1
Candelon, Bertrand
1
Cesarone, Francesco
1
Chambers, Marcus J.
1
Chen, Zirong
1
Cheung, Yin-Wong
1
Chiang, I-Hsuan Ethan
1
De Nard, Gianluca
1
Ding, Wenliang
1
Fuhrer, Adrian
1
Gillen, Benjamin J.
1
Gospodinov, Nikolaj
1
Gouriéroux, Christian
1
Gu, Xinhua
1
Hirukawa, Masayuki
1
Hock, Thorsten
1
Hsu Ku, Yuan-Hung
1
Huang, Roger D.
1
Hurlin, Christophe
1
Kim, Hee-Soo
1
Laurent, Jean-Paul
1
Liao, Yin
1
Lin, Charles S. Y.
1
Lin, Haonan
1
Lizieri, Colin
1
Mango, Fabiomassimo
1
Maruotti, Antonello
1
Mottura, Carlo D.
1
Park, Hail
1
Petrella, Lea
1
Rahbek, Anders
1
Ricci, Jacopo Maria
1
Satchell, Stephen
1
Scaillet, Olivier
1
Shin, Dong-wan
1
Shu, Lianjie
1
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Applied economics letters
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of econometrics
30
Journal of banking & finance
24
Finance research letters
18
Discussion paper
17
European journal of operational research : EJOR
16
Europäische Hochschulschriften / 5
15
International journal of theoretical and applied finance
13
Journal of risk
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Journal of financial econometrics
11
Discussion paper series / IZA
10
Economics letters
10
Insurance / Mathematics & economics
10
Journal of financial economics
10
Quantitative finance
10
Reihe Quantitative Ökonomie : Ökon
10
Schriften zur angewandten Ökonometrie
9
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
8
Discussion paper / Tinbergen Institute
8
Discussion papers of interdisciplinary research project 373
8
Journal of financial and quantitative analysis : JFQA
8
Kieler Arbeitspapiere
8
NBER Working Paper
8
Working paper / National Bureau of Economic Research, Inc.
8
Computational economics
7
Financial markets and portfolio management
7
International journal of forecasting
7
Journal of international money and finance
7
NBER working paper series
7
SpringerLink / Bücher
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
The European journal of finance
7
Diskussionsbeiträge / 2
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of risk and financial management : JRFM
6
Review of quantitative finance and accounting
6
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ECONIS (ZBW)
26
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Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
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:
3
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Saved in:
4
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:
5
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
6
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:
7
Dynamic panel of count data with initial event and correlated heterogeneity
Yoon, Sung-Joo
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 302-306
Persistent link: https://www.econbiz.de/10012205447
Saved in:
8
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
9
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
10
Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
Kim, Hee-Soo
;
Shin, Dong-wan
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 661-668
Persistent link: https://www.econbiz.de/10012204303
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