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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~subject:"Portfolio-Management"
~subject:"Strukturbruch"
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Prognoseverfahren
USA
Portfolio-Management
Strukturbruch
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Capital income
14
Kapitaleinkommen
14
ARCH model
12
ARCH-Modell
12
Volatility
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Time series analysis
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Risikomaß
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Risk measure
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Statistical distribution
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Statistische Verteilung
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Analysis of variance
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CAPM
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Börsenkurs
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Robust statistics
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Robustes Verfahren
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Share price
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option pricing theory
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29
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Auer, Benjamin R.
2
Chiu, Wan-Yi
2
Kim, Tae-hwan
2
Schuhmacher, Frank
2
Adesina, Tola
1
Beechey, Meredith Jane
1
Bodnar, Taras
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Challet, Damien
1
Chen, Fang
1
Chung, Keunsuk
1
Dutta, Sumanjay
1
Eling, Martin
1
Grable, John E.
1
Guo, Biao
1
Han, Yingwei
1
Hartkopf, Jan Patrick
1
He, Jia
1
Hou, Xinmeng
1
Hsu, Chih-chiang
1
Huang, Xiaozhou
1
Huo, Lijuan
1
Jahandideh, Mohammad-Taghi
1
Jain, Shashi
1
Jiang, Ching-hai
1
Jiang, Jingjing
1
Kamali, Rezvan
1
Kambouroudis, Dimos
1
Kim, Jae H.
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Kim, Jan R.
1
Kim, Yunmi
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
Kourtis, Apostolos
1
Lee, Kyungsub
1
Li, Haiqi
1
Li, Ping
1
Mahmoodi, Safieh
1
McMillan, David G.
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Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Journal of econometrics
148
International journal of forecasting
117
Journal of forecasting
77
Economics letters
55
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
36
Journal of banking & finance
32
Discussion paper / Tinbergen Institute
31
Journal of applied econometrics
30
Econometric reviews
29
Journal of empirical finance
28
Applied economics
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
European journal of operational research : EJOR
23
The econometrics journal
23
Applied economics letters
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Insurance / Mathematics & economics
21
Journal of financial and quantitative analysis : JFQA
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
CREATES research paper
20
Econometric theory
20
Working paper
20
American journal of agricultural economics
19
NBER working paper series
19
Oxford bulletin of economics and statistics
18
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Discussion paper
16
Journal of financial econometrics
16
Journal of risk
16
The journal of finance : the journal of the American Finance Association
16
The journal of futures markets
16
Computational economics
15
Discussion paper series / IZA
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Saved in:
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