//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Portfolio-Management"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Portfolio-Management
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Portfolio selection
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
more ...
less ...
Online availability
All
Undetermined
13
Free
2
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Achab, Massil
1
Bacry, E.
1
Broby, Daniel
1
Caccioli, Fabio
1
Cang, Yuquan
1
Chen, May-Ru
1
Chung, Munki
1
Fabozzi, Frank J.
1
Glasserman, Paul
1
Guo, Meihui
1
Han, Yongli
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Liu, Guangying
1
Ma, Guiyuan
1
Mathew, Thomas
1
Muzy, J. F.
1
Neuberg, Richard
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Paulsen, Dirk
1
Qiao, Kenan
1
Rambaldi, M.
1
Smyth, William
1
Sornette, Didier
1
Stoikov, Sasha
1
Sun, Yuying
1
Söhl, Jakob
1
Wang, Shouyang
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xiang, Jing
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of econometrics
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of banking & finance
27
Journal of empirical finance
21
Finance research letters
20
European journal of operational research : EJOR
17
Journal of risk
14
Economics letters
13
Economic modelling
11
Journal of financial econometrics
11
Journal of risk and financial management : JRFM
11
Insurance / Mathematics & economics
10
International journal of theoretical and applied finance
10
Journal of financial and quantitative analysis : JFQA
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Financial markets and portfolio management
9
International journal of economics and financial issues : IJEFI
9
Journal of financial economics
9
Journal of forecasting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The journal of finance : the journal of the American Finance Association
9
The review of financial studies
9
Computational economics
8
Discussion paper / Tinbergen Institute
8
International review of financial analysis
8
Review of quantitative finance and accounting
8
Risks : open access journal
8
The North American journal of economics and finance : a journal of financial economics studies
8
Cambridge working papers in economics
7
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
Econometrics : open access journal
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of forecasting
7
The European journal of finance
7
Applied economics
6
CEMMAP working papers / Centre for Microdata Methods and Practice
6
CESifo working papers
6
SFB 649 discussion paper
6
Working paper
6
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
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
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
4
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
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
Noise fit, estimation error and a Sharpe information criterion
Paulsen, Dirk
;
Söhl, Jakob
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1027-1043
Persistent link: https://www.econbiz.de/10012262656
Saved in:
8
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:
9
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:
10
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->