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subject:"Statistische Methodenlehre"
type_genre:"Thesis"
~isPartOf:"Journal of econometrics"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Subject
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Statistische Methodenlehre
Portfolio-Management
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatility
116
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
Statistical distribution
59
Statistische Verteilung
59
IV-Schätzung
57
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Undetermined
21
Type of publication
All
Article
51
Type of publication (narrower categories)
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Thesis
Article in journal
Bibliography included
Aufsatz in Zeitschrift
51
Conference paper
1
Konferenzbeitrag
1
Language
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English
51
Author
All
White, Halbert
3
Zheng, Xinghua
3
Francq, Christian
2
Li, Yingying
2
Sentana, Enrique
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Ahn, Seung Chan
1
Ali, Mukhtar M.
1
Amengual, Dante
1
Anderson, Theodore W.
1
Andrews, Donald W. K.
1
Banerjee, Anurag Narayan
1
Bertail, Patrice
1
Borjas, George J.
1
Cai, T. Tony
1
Chan, Kung-sik
1
Chen, Jiaqi
1
Chen, Min
1
Chen, Zhao
1
Cragg, John G.
1
Dai, Chaoxing
1
Daouia, Abdelaati
1
Dastoor, Naorayex K.
1
Delgado, Miguel A.
1
Ding, Yi
1
Donald, Stephen G.
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Phoenix
1
Fiorentini, Gabriele
1
Forneron, Jean-Jacques
1
Frahm, Gabriel
1
Ghanem, Dalia
1
Ghysels, Eric
1
Girard, Stéphane
1
Godfrey, L. G.
1
Golan, Amos
1
Gouriéroux, Christian
1
Guay, Alain
1
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Econometric reviews
29
Economics letters
27
Econometric theory
22
Journal of banking & finance
18
European journal of operational research : EJOR
16
Finance research letters
16
Journal of risk
13
International economic review
11
Journal of empirical finance
11
Europäische Hochschulschriften / 5
10
Insurance / Mathematics & economics
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Oxford bulletin of economics and statistics
10
Computational economics
9
American journal of agricultural economics
8
Journal of financial econometrics
8
Quantitative finance
8
Annales d'économie et de statistique
7
Financial markets and portfolio management
7
International journal of theoretical and applied finance
7
Risks : open access journal
7
Jahrbücher für Nationalökonomie und Statistik
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The European journal of finance
6
The review of economics and statistics
6
Computational Management Science : CMS
5
Econometrics : open access journal
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
Operations research
5
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
5
The econometrics journal
5
The review of economic studies
5
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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ECONIS (ZBW)
51
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51
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1
Inference on estimators defined by mathematical programming
Hsieh, Yu-Wei
;
Shi, Xiaoxia
;
Shum, Matthew
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 248-268
Persistent link: https://www.econbiz.de/10013461524
Saved in:
2
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
3
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
4
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
5
High dimensional minimum variance portfolio estimation under statistical factor models
Ding, Yi
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012619723
Saved in:
6
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
7
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
8
Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
Saved in:
9
High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. Tony
;
Hu, Jianchang
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012439068
Saved in:
10
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
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