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subject:"Börsenkurs"
type_genre:"Collection of articles written by one author"
~type_genre:"Aufsatz in Zeitschrift"
~subject:"Stochastischer Prozess"
~isPartOf:"Finance research letters"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Stochastischer Prozess
Estimation theory
58
Schätztheorie
58
Estimation
17
Schätzung
17
Portfolio selection
14
Portfolio-Management
14
Capital income
13
Kapitaleinkommen
13
ARCH model
12
ARCH-Modell
12
Volatility
12
Volatilität
12
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
9
Prognoseverfahren
9
Risikomaß
8
Risk measure
8
Correlation
7
Korrelation
7
Statistical distribution
7
Statistische Verteilung
7
CAPM
6
Analysis of variance
5
Bayes-Statistik
5
Bayesian inference
5
Robust statistics
5
Robustes Verfahren
5
Varianzanalyse
5
Credit risk
4
Kreditrisiko
4
Share price
4
Sharpe ratio
4
Structural break
4
Strukturbruch
4
Yield curve
4
Zinsstruktur
4
GARCH
3
Monte Carlo simulation
3
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Collection of articles written by one author
Aufsatz in Zeitschrift
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English
7
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Chung, Keunsuk
1
De Luca, Giovanni
1
Fang, Ying
1
Hartkopf, Jan Patrick
1
He, Jia
1
Jiang, Jingjing
1
Kim, Jan R.
1
Lee, Kyungsub
1
Madan, Dilip B.
1
Reh, Laura
1
Ren, Yun
1
Rivieccio, Giorgia
1
Wang, Xiaoyu
1
Wu, Xiaoxia
1
Xie, Dejun
1
Yuan, Yufei
1
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Finance research letters
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
24
Economic modelling
23
Econometric reviews
19
Journal of empirical finance
19
Econometric theory
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Quantitative finance
12
Econometrics : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
Computational economics
10
Journal of forecasting
10
Insurance / Mathematics & economics
9
International journal of theoretical and applied finance
9
Journal of financial econometrics
9
Operations research
9
International journal of economics and financial issues : IJEFI
8
Journal of applied econometrics
8
Journal of mathematical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
International journal of forecasting
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial economics
7
Journal of productivity analysis
7
Risks : open access journal
7
The econometrics journal
7
Annals of finance
6
Asia-Pacific financial markets
6
International journal of production research
6
International review of financial analysis
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1
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
2
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
3
Regime switching in the present value models : a backward-solving method
Kim, Jan R.
;
Chung, Keunsuk
- In:
Finance research letters
32
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012430760
Saved in:
4
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
5
Efficient estimation of expected stock price returns
Madan, Dilip B.
- In:
Finance research letters
23
(
2017
),
pp. 31-38
Persistent link: https://www.econbiz.de/10011808349
Saved in:
6
Copula function approaches for the analysis of serial and cross dependence in stock returns
Rivieccio, Giorgia
;
De Luca, Giovanni
- In:
Finance research letters
17
(
2016
),
pp. 55-61
Persistent link: https://www.econbiz.de/10011596218
Saved in:
7
Nonparametric estimation and testing of stochastic discount factor
Fang, Ying
;
Ren, Yun
;
Yuan, Yufei
- In:
Finance research letters
8
(
2011
)
4
,
pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
Saved in:
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