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subject:"Kapitaleinkommen"
subject:"Prognoseverfahren"
~isPartOf:"Quantitative finance"
~subject:"Maximum likelihood estimation"
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Kapitaleinkommen
Prognoseverfahren
Maximum likelihood estimation
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
Market microstructure
5
Marktmikrostruktur
5
Risikomaß
5
Risk measure
5
Capital income
4
Derivat
4
Derivative
4
Modellierung
4
Scientific modelling
4
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
CAPM
3
Correlation
3
Estimation error
3
Korrelation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
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Article
12
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English
12
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Tsiotas, Georgios
2
Buccheri, G.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Cheng, Tsung-Chi
1
Chi, Xie
1
Galakis, John
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kondor, Imre
1
Lai, Hung-neng
1
Mboussa Anga, G.
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Podobnik, Boris
1
Ren, Yu
1
Stanley, H. Eugene
1
Stupfler, G.
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
Wang, Gang-Jin
1
Xie, Tian
1
Zhou, Wei-Xing
1
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Quantitative finance
Journal of econometrics
189
International journal of forecasting
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Journal of forecasting
78
Economics letters
56
Discussion paper / Tinbergen Institute
50
Econometric reviews
33
Journal of empirical finance
29
Journal of the American Statistical Association : JASA
27
Insurance / Mathematics & economics
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Finance research letters
23
The econometrics journal
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Working paper
21
CREATES research paper
20
European journal of operational research : EJOR
20
Computational economics
19
Econometric theory
19
Economic modelling
19
Econometrics : open access journal
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of risk and financial management : JRFM
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Applied economics
16
CESifo working papers
16
Journal of banking & finance
16
NBER Working Paper
16
Discussion paper
15
Journal of financial econometrics
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of economic dynamics & control
13
NBER working paper series
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Working papers / Rutgers University, Department of Economics
13
Applied economics letters
12
Discussion papers / CEPR
12
Working paper / National Bureau of Economic Research, Inc.
12
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ECONIS (ZBW)
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1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
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
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
6
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:
7
Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
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
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:
10
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
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