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subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of time series econometrics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Estimation theory
121
Schätztheorie
121
Time series analysis
50
Zeitreihenanalyse
50
Estimation
23
Schätzung
23
ARCH model
22
ARCH-Modell
22
Capital income
16
Forecasting model
16
Kapitaleinkommen
16
Portfolio selection
15
Portfolio-Management
15
Volatility
15
Volatilität
15
Statistical test
13
Statistischer Test
13
Structural break
12
Strukturbruch
12
Einheitswurzeltest
11
Unit root test
11
Correlation
9
Korrelation
9
Regression analysis
9
Regressionsanalyse
9
Risikomaß
9
Risk measure
9
Analysis of variance
8
Cointegration
8
Kointegration
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical distribution
8
Statistische Verteilung
8
Varianzanalyse
8
Stochastic process
7
Stochastischer Prozess
7
ARMA model
6
ARMA-Modell
6
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Aufsatz in Zeitschrift
Hochschulschrift
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16
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English
16
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Ardia, David
1
Bao, Yong
1
Bluteau, Keven
1
Chen, Jie
1
Dutta, Sumanjay
1
Grable, John E.
1
Hartkopf, Jan Patrick
1
Hoogerheide, Lennart
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jain, Shashi
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
Ladde, Gangaram S.
1
Ladde, Nathan G.
1
Lee, Kyungsub
1
Liu-Evans, Gareth
1
McMillan, David G.
1
Otunuga, Olusegun M.
1
Politis, Dimitris N.
1
Quineche, Ricardo
1
Rabbani, Abed G.
1
Reh, Laura
1
Shamsuddin, Abul
1
Shea, Kevin
1
Song, Juan
1
Wang, Yubao
1
Wu, Xinyu
1
Zhang, Ru
1
Ñíguez, Trino-Manuel
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Finance research letters
Journal of time series econometrics
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
Europäische Hochschulschriften / 5
17
Journal of the American Statistical Association : JASA
14
Econometric theory
13
Insurance / Mathematics & economics
12
The econometrics journal
12
Econometric reviews
11
Journal of empirical finance
11
Applied economics
10
Economic modelling
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
Quantitative finance
9
Reihe Quantitative Ökonomie : Ökon
9
Schriften zur angewandten Ökonometrie
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
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ECONIS (ZBW)
16
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1
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
2
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
7
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
8
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
9
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
10
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
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