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subject:"Share price"
subject:"United Kingdom"
~isPartOf:"Quantitative finance"
~subject:"Prognoseverfahren"
~subject:"Scientific modelling"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Prognoseverfahren
Scientific modelling
Estimation theory
39
Schätztheorie
39
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Forecasting model
10
Time series analysis
10
Zeitreihenanalyse
10
Portfolio selection
9
Portfolio-Management
9
Börsenkurs
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Stochastic process
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Stochastischer Prozess
8
Option pricing theory
7
Optionspreistheorie
7
Market microstructure
6
Marktmikrostruktur
6
Capital income
5
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Statistical distribution
5
Statistische Verteilung
5
Correlation
4
Derivat
4
Derivative
4
Korrelation
4
Modellierung
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
CAPM
3
Estimation error
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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English
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Ren, Yu
2
Tsiotas, Georgios
2
Xie, Tian
2
Achab, Massil
1
Bacry, E.
1
Behrendt, Simon
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Yu
1
Chi, Xie
1
Galakis, John
1
Guo, Meihui
1
Han, Yongli
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Ihnatiuk, Vitalii
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kinnear, Ryan J.
1
Kondor, Imre
1
Koumou, Gilles Boevi
1
Lam, Henry
1
Li, Fengpei
1
Lin, Jiahe
1
Liu, Guangying
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Mathew, Thomas
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Muzy, J. F.
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Nevmyvaka, Yuriy
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Nolte, Ingmar
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1
Paulsen, Dirk
1
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1
Qiao, Kenan
1
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1
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1
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Quantitative finance
Journal of econometrics
161
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of forecasting
75
Economics letters
56
Discussion paper / Tinbergen Institute
41
Econometric reviews
34
Econometric theory
29
The econometrics journal
29
CEMMAP working papers / Centre for Microdata Methods and Practice
28
NBER working paper series
27
Journal of empirical finance
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Economic modelling
24
NBER Working Paper
23
Discussion paper
22
Journal of applied econometrics
22
Working paper
22
Econometrics : open access journal
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of banking & finance
20
Finance research letters
19
Oxford bulletin of economics and statistics
19
Journal of the American Statistical Association : JASA
18
Applied economics
17
European journal of operational research : EJOR
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Working paper / National Bureau of Economic Research, Inc.
17
CESifo working papers
16
CREATES research paper
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Insurance / Mathematics & economics
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Working papers / Rutgers University, Department of Economics
15
Cowles Foundation discussion paper
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of risk and financial management : JRFM
14
Computational economics
13
Applied economics letters
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ECONIS (ZBW)
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
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
A note on spurious model selection
Wang, Weiguan
;
Ruf, Johannes
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1797-1800
Persistent link: https://www.econbiz.de/10013367947
Saved in:
4
Weight bound constraints in mean-variance models : a robust control theory foundation via machine learning
Koumou, Gilles Boevi
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 719-733
Persistent link: https://www.econbiz.de/10015050790
Saved in:
5
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:
6
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:
7
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:
8
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
9
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:
10
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
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