//--> //--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of forecasting"
~subject:"Bootstrap approach"
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
Stochastischer Prozess
Volatility
Bootstrap approach
Estimation theory
252
Schätztheorie
252
Forecasting model
72
Prognoseverfahren
72
Time series analysis
69
Zeitreihenanalyse
69
Regression analysis
58
Regressionsanalyse
58
Theorie
57
Theory
57
Nichtparametrisches Verfahren
46
Nonparametric statistics
46
Estimation
33
Schätzung
33
Statistical distribution
16
Statistische Verteilung
16
Statistical test
14
Statistischer Test
14
Stochastic process
14
Volatilität
14
ARCH model
13
ARCH-Modell
13
Bootstrap-Verfahren
12
Robust statistics
12
Robustes Verfahren
12
Capital income
11
Kapitaleinkommen
11
VAR model
10
VAR-Modell
10
Statistical error
9
Statistischer Fehler
9
Bayes-Statistik
8
Bayesian inference
8
Börsenkurs
8
Cointegration
8
Kointegration
8
Markov chain
8
more ...
less ...
Online availability
All
Free
22
Undetermined
8
Type of publication
All
Book / Working Paper
20
Article
16
Type of publication (narrower categories)
All
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
36
Author
All
Härdle, Wolfgang
6
Lütkepohl, Helmut
3
Spokojnyj, Vladimir G.
3
Benkwitz, Alexander
2
Küchler, Uwe
2
Reiß, Markus
2
Sommerfeld, Volker
2
Taylor, James W.
2
Abraham, Bovas
1
An, Yang
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Chan, Ngai Hang
1
Chen, Bei
1
Dankenbring, Henning
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Genon-Catalot, Valentine
1
Hafner, Christian M.
1
Hall, Peter
1
Hambuckers, Julien
1
He, Mengxi
1
Herwartz, Helmut
1
Heuchenne, Cédric
1
Hlávka, Zdeněk
1
Horst, Ulrich
1
Hsieh, Ping-hung
1
Hu, Yu-pin
1
Jeon, Jooyoung
1
Ji, Kaiying
1
Ke, Tsung-han
1
Kleinow, Torsten
1
Kutoyants, Yu. A.
1
Laredo, Catherine
1
Leippold, Markus
1
Li, Zhenwei
1
Liang, Hua
1
Lindström, Erik
1
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Published in...
All
Discussion papers of interdisciplinary research project 373
Journal of forecasting
Journal of econometrics
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Econometric reviews
50
Economics letters
49
Discussion paper / Tinbergen Institute
47
CREATES research paper
37
Econometric theory
36
Economic modelling
34
CEMMAP working papers / Centre for Microdata Methods and Practice
33
The econometrics journal
27
Cowles Foundation discussion paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of empirical finance
22
European journal of operational research : EJOR
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
SFB 649 discussion paper
20
Econometrics : open access journal
19
International journal of forecasting
19
Journal of banking & finance
19
Computational economics
18
Finance research letters
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Journal of financial econometrics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Journal of risk and financial management : JRFM
16
Journal of the American Statistical Association : JASA
16
Quantitative finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of theoretical and applied finance
15
Insurance / Mathematics & economics
14
Operations research
14
Queen's Economics Department working paper
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Working paper series
12
KBI
11
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
7
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
8
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
9
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
10
Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien
;
Heuchenne, Cédric
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->