//--> //--> //-->
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:"Statistische Methodenlehre"
type_genre:"Thesis"
~isPartOf:"Journal of financial econometrics"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Statistische Methodenlehre
Portfolio-Management
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Portfolio selection
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Stichprobenerhebung
6
Varianzanalyse
6
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Regression analysis
4
Regressionsanalyse
4
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Thesis
Article in journal
Bibliography included
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Agrawal, Raj
1
Boudt, Kris
1
Casas, Isabel
1
Cornilly, Dries
1
De Nard, Gianluca
1
Ferreira, Eva
1
Grønneberg, Steffen
1
Inoue, Atsushi
1
Jiang, Binyan
1
Ledoit, Olivier
1
Liu, Cheng
1
Lu, Jin
1
Orbe-Mandaluniz, Susan
1
Pelletier, Denis
1
Roy, Uma
1
Sucarrat, Genaro
1
Tang, Cheng Yong
1
Uhler, Caroline
1
Verdonck, Tim
1
Wolf, Michael
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Journal of econometrics
51
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
2
The power of (non-)linear shrinking : a review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10012878194
Saved in:
3
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
4
Covariance matrix estimation under total positivity for portfolio selection
Agrawal, Raj
;
Roy, Uma
;
Uhler, Caroline
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10013187988
Saved in:
5
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
Saved in:
6
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
7
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
8
A coskewness shrinkage approach for estimating the skewness of linear combinations of random variables
Boudt, Kris
;
Cornilly, Dries
;
Verdonck, Tim
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012180319
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->