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subject:"Share price"
subject:"United Kingdom"
~isPartOf:"Quantitative finance"
~subject:"Prognoseverfahren"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Prognoseverfahren
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
Stochastic process
7
Stochastischer Prozess
7
Market microstructure
5
Marktmikrostruktur
5
Risikomaß
5
Risk measure
5
Capital income
4
Derivat
4
Derivative
4
Kapitaleinkommen
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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2
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Article in journal
15
Aufsatz in Zeitschrift
15
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English
15
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Tsiotas, Georgios
2
Achab, Massil
1
Bacry, E.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Galakis, John
1
Guo, Meihui
1
Han, Yongli
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kondor, Imre
1
Liu, Guangying
1
Mathew, Thomas
1
Muzy, J. F.
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
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
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
Wang, Gang-Jin
1
Wang, Shouyang
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xiang, Jing
1
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Quantitative finance
Journal of econometrics
119
International journal of forecasting
114
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
36
Economic modelling
20
Journal of banking & finance
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of applied econometrics
18
Journal of empirical finance
18
Oxford bulletin of economics and statistics
18
Applied economics
16
Econometric theory
15
Finance research letters
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The econometrics journal
15
Econometric reviews
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of the American Statistical Association : JASA
12
European journal of operational research : EJOR
11
International journal of economics and financial issues : IJEFI
11
Computational economics
10
Econometrics : open access journal
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of financial econometrics
10
Risks : open access journal
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
Astin bulletin : the journal of the International Actuarial Association
8
International review of financial analysis
8
Journal of financial and quantitative analysis : JFQA
8
Journal of financial economics
8
Journal of international financial markets, institutions & money
8
Journal of international money and finance
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
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:
10
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:
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