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subject:"Share price"
subject:"United Kingdom"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Prognoseverfahren
Estimation theory
30
Schätztheorie
30
Volatility
11
Volatilität
11
Estimation
10
Schätzung
10
Forecasting model
7
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
7
Portfolio-Management
7
Time series analysis
7
Zeitreihenanalyse
7
Börsenkurs
6
Stochastic process
6
Stochastischer Prozess
6
Derivat
4
Derivative
4
Market microstructure
4
Marktmikrostruktur
4
Risikomaß
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
4
CAPM
3
Capital income
3
Correlation
3
Estimation error
3
Kapitaleinkommen
3
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3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Probability theory
3
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Tsiotas, Georgios
2
Achab, Massil
1
Bacry, E.
1
Caccioli, Fabio
1
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1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Guo, Meihui
1
Han, Yongli
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Kondor, Imre
1
Liu, Guangying
1
Mathew, Thomas
1
Muzy, J. F.
1
Papp, Gábor
1
Podobnik, Boris
1
Qiao, Kenan
1
Rambaldi, M.
1
Ren, Yu
1
Sornette, Didier
1
Stanley, H. Eugene
1
Stoikov, Sasha
1
Sun, Yuying
1
Tudor, Sebastian F.
1
Tydniouk, Igor
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1
Wang, Shouyang
1
Wehrli, Alexander
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Wheatley, Spencer
1
Xiang, Jing
1
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1
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Quantitative finance
International journal of forecasting
78
Journal of econometrics
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of forecasting
22
Economics letters
15
Finance research letters
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Insurance / Mathematics & economics
10
Journal of financial econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The econometrics journal
9
European journal of operational research : EJOR
8
Computational economics
7
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / CEPR
7
Econometric reviews
7
Econometric theory
7
Economic modelling
7
Journal of empirical finance
7
Astin bulletin : the journal of the International Actuarial Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of production economics
6
Journal of quantitative economics
6
Journal of time series econometrics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International review of economics & finance : IREF
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of international financial markets, institutions & money
5
Journal of risk
5
Scandinavian actuarial journal
5
Applied economics
4
Handbook of economic forecasting ; 1
4
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
4
Robustness in econometrics
4
Theoretical economics letters
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Annals of finance
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ECONIS (ZBW)
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1
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:
2
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:
3
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
4
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
5
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
6
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:
7
Shrinkage estimation of Kelly portfolios
Han, Yongli
;
Yu, Philip L. H.
;
Mathew, Thomas
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012194653
Saved in:
8
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:
9
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
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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