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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Portfolio selection"
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Prognoseverfahren
Regression analysis
Portfolio selection
Estimation theory
180
Schätztheorie
180
Statistical distribution
50
Statistische Verteilung
50
Estimation
36
Schätzung
33
Risikomaß
32
Risk measure
32
Portfolio-Management
24
Regressionsanalyse
23
Forecasting model
22
Multivariate Verteilung
20
Multivariate distribution
20
Risk
19
Time series analysis
19
Zeitreihenanalyse
19
Capital income
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Kapitaleinkommen
18
Risiko
18
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
ARCH model
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ARCH-Modell
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Measurement
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Messung
15
Outliers
14
Ausreißer
13
Bayes-Statistik
13
Bayesian inference
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Volatility
13
Volatilität
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Stochastic process
12
Stochastischer Prozess
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Probability theory
11
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11
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English
65
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Verrall, Richard
3
Auer, Benjamin R.
2
Boratyńska, Agata
2
Chiu, Wan-Yi
2
Hössjer, Ola
2
Peng, Liang
2
Pitselis, Georgios
2
Schuhmacher, Frank
2
Wüthrich, Mario V.
2
Ahmadi, Seyed Saeed
1
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Ang, Zi Qing
1
Antonio, Katrien
1
Bermúdez, Lluís
1
Björkwall, Susanna
1
Bladt, Martin
1
Bladt, Mogens
1
Bodnar, Taras
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Brechmann, Eike C.
1
Calderín-Ojeda, Enrique
1
Challet, Damien
1
Chan, Ngai Hang
1
Chen, Fang
1
Chen, Kun
1
Chen, Yu
1
Czado, Claudia
1
Côté, Marie-Pier
1
Devriendt, Sander
1
Dong, Chaohua
1
Dutta, Sumanjay
1
Ekheden, Erland
1
Eling, Martin
1
Fissler, Tobias
1
Fung, Tsz Chai
1
Gao, Guangyuan
1
Genest, Christian
1
Grable, John E.
1
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Finance research letters
Insurance / Mathematics & economics
Journal of econometrics
332
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
International journal of forecasting
118
Economics letters
114
CEMMAP working papers / Centre for Microdata Methods and Practice
99
Journal of the American Statistical Association : JASA
99
Econometric theory
98
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
Econometric reviews
76
Journal of forecasting
76
The econometrics journal
64
Discussion paper / Tinbergen Institute
51
European journal of operational research : EJOR
51
Discussion paper series / IZA
43
Cowles Foundation discussion paper
42
Discussion papers of interdisciplinary research project 373
42
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Working paper / Department of Econometrics and Business Statistics, Monash University
39
NBER Working Paper
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
NBER working paper series
33
Computational economics
31
Econometrics : open access journal
31
Working paper
30
Discussion paper
29
Discussion paper / Center for Economic Research, Tilburg University
28
Journal of banking & finance
28
Economic modelling
27
Journal of risk and financial management : JRFM
27
KBI
27
Applied economics letters
26
Working papers / TSE : WP
26
Cowles Foundation Discussion Paper
25
IZA Discussion Paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Quantitative economics : QE ; journal of the Econometric Society
24
Journal of empirical finance
23
CESifo working papers
22
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ECONIS (ZBW)
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A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
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:
3
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
4
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
5
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:
6
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
7
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:
8
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:
9
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:
10
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
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