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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Share price
Statistischer Test
Estimation theory
153
Schätztheorie
153
Statistical distribution
47
Statistische Verteilung
47
Estimation
30
Risikomaß
29
Risk measure
29
Schätzung
27
Forecasting model
21
Prognoseverfahren
21
Regression analysis
21
Regressionsanalyse
21
Multivariate Verteilung
18
Multivariate distribution
18
Risk
18
Time series analysis
18
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18
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Portfolio selection
17
Portfolio-Management
17
Risiko
17
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16
Volatilität
16
Measurement
15
Messung
15
Stochastic process
15
Stochastischer Prozess
15
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13
Outliers
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Probability theory
12
Wahrscheinlichkeitsrechnung
12
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Bayes-Statistik
10
Bayesian inference
10
Risikomanagement
10
Risk management
10
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9
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9
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14
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Article in journal
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14
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English
14
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Achab, Massil
1
Aigner, Maximilian
1
Bacry, E.
1
Cang, Yuquan
1
Chavez-Demoulin, Valérie
1
Chen, May-Ru
1
Côté, Marie-Pier
1
Genest, Christian
1
Gijbels, Irène
1
Guillou, Armelle
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Chao
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Kamdem, J. Sadefo
1
Lehtomaa, Jaakko
1
Lin, Jin-guan
1
Liu, Guangying
1
Moussa, A. Mbairadjim
1
Muzy, J. F.
1
Nolte, Ingmar
1
Omelka, Marek
1
Pappas, Vasileios
1
Qiao, Kenan
1
Rambaldi, M.
1
Resnick, Sidney I.
1
Shapiro, A. F.
1
Sornette, Didier
1
Stoikov, Sasha
1
Sun, Yuying
1
Sznajder, Dominik
1
Terraza, Michel
1
Tsiotas, Georgios
1
Wang, Shouyang
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xiang, Jing
1
Zhu, Li-ping
1
Zhuang, Qing-yun
1
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Insurance / Mathematics & economics
Quantitative finance
Journal of econometrics
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Econometric reviews
59
Economics letters
55
Econometric theory
44
The econometrics journal
37
Econometrics : open access journal
24
Economic modelling
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Quantitative economics : QE ; journal of the Econometric Society
18
Applied economics letters
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of empirical finance
14
Journal of banking & finance
13
Journal of financial econometrics
12
Journal of the American Statistical Association : JASA
12
Journal of applied econometrics
11
Journal of forecasting
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of time series econometrics
10
Applied economics
9
Computational economics
8
Finance research letters
8
International journal of economics and financial issues : IJEFI
8
International journal of forecasting
8
Journal of financial economics
8
Journal of risk and financial management : JRFM
8
The review of economic studies
8
The review of financial studies
8
Cambridge working papers in economics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of financial and quantitative analysis : JFQA
7
Oxford bulletin of economics and statistics
7
The journal of finance : the journal of the American Finance Association
7
Pacific-Basin finance journal
6
The North American journal of economics and finance : a journal of financial economics studies
6
Annals of finance
5
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ECONIS (ZBW)
14
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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
Measuring and comparing risks of different types
Aigner, Maximilian
;
Chavez-Demoulin, Valérie
;
Guillou, …
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013271951
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
Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Lehtomaa, Jaakko
;
Resnick, Sidney I.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 262-277
Persistent link: https://www.econbiz.de/10012294133
Saved in:
7
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:
8
Rank-based inference tools for copula regression, with property and casualty insurance applications
Côté, Marie-Pier
;
Genest, Christian
;
Omelka, Marek
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012133498
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
A Bayesian encompassing test using combined value-at-risk estimates
Tsiotas, Georgios
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 395-417
Persistent link: https://www.econbiz.de/10011906387
Saved in:
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