//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Finance research letters"
~language:"eng"
~subject:"Cointegration"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Germany
Prognoseverfahren
Cointegration
Volatility
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
15
Capital income
14
Kapitaleinkommen
14
ARCH model
12
ARCH-Modell
12
Volatilität
12
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
10
Correlation
8
Korrelation
8
Risikomaß
8
Risk measure
8
Statistical distribution
7
Statistische Verteilung
7
Analysis of variance
6
CAPM
6
Varianzanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Börsenkurs
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Credit risk
4
Kreditrisiko
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
4
Sharpe ratio
4
Simulation
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
Author
All
Wu, Xinyu
2
Adesina, Tola
1
Ardia, David
1
Arnerić, Josip
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Chatrath, Arjun
1
Christie-David, Rohan
1
Dong, Chaohua
1
Dutta, Sumanjay
1
Grable, John E.
1
Hartkopf, Jan Patrick
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jain, Shashi
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
Lee, Kyungsub
1
Madan, Dilip B.
1
Matković, Mario
1
McMillan, David G.
1
Peng, Zhen
1
Rabbani, Abed G.
1
Reh, Laura
1
Rüede, Maxime
1
Shamsuddin, Abul
1
Shea, Kevin
1
Shi, Yanlin
1
Song, Juan
1
Sorić, Petar
1
Wang, King
1
Wang, Yubao
1
Xie, Haibin
1
Ñíguez, Trino-Manuel
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
240
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of forecasting
73
Economics letters
66
Discussion paper / Tinbergen Institute
56
Econometric reviews
54
Econometric theory
50
Economic modelling
39
CREATES research paper
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of empirical finance
33
The econometrics journal
33
Econometrics : open access journal
31
Applied economics letters
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Cowles Foundation discussion paper
23
Applied economics
22
Quantitative finance
21
Discussion paper
20
Journal of financial econometrics
20
International journal of economics and financial issues : IJEFI
19
Journal of banking & finance
19
Journal of the American Statistical Association : JASA
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
NBER Working Paper
18
Oxford bulletin of economics and statistics
18
Computational economics
17
NBER working paper series
17
CESifo working papers
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Working paper
16
Discussion papers of interdisciplinary research project 373
15
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
8
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
9
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen
;
Dong, Chaohua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->