//--> //--> //-->
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
accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Risikomaß"
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
Autokorrelation
Risikomaß
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
Portfolio-Management
8
Börsenkurs
7
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
Market microstructure
5
Marktmikrostruktur
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
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
Free
Undetermined
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Caccioli, Fabio
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Gerlach, Richard H.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Saejoon
1
Kondor, Imre
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Peters, Gareth
1
Sisson, Scott A.
1
Sornette, Didier
1
Stupfler, G.
1
Tsiotas, Georgios
1
Wehrli, Alexander
1
Wheatley, Spencer
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of econometrics
60
Econometric reviews
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Economics letters
18
Insurance / Mathematics & economics
16
Journal of risk
15
Econometrics : open access journal
10
Econometric theory
9
Finance research letters
9
Journal of financial econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
International journal of forecasting
7
Journal of risk and financial management : JRFM
7
European journal of operational research : EJOR
6
Regional science & urban economics
6
Risks : open access journal
6
The econometrics journal
6
The journal of risk model validation
6
Computational economics
5
Journal of banking & finance
5
Journal of empirical finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
Economic modelling
4
International journal of economics and financial issues : IJEFI
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of mathematical finance
4
Journal of time series econometrics
4
Spatial economic analysis : the journal of the Regional Studies Association
4
The European journal of finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of theoretical and applied finance
3
Journal of forecasting
3
Scandinavian actuarial journal
3
The journal of operational risk
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Applied economics
2
Cambridge working papers in economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
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
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
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
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:
7
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
8
A Bayesian encompassing test using combined value-at-risk estimates
Tsiotas, Georgios
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 395-417
Persistent link: https://www.econbiz.de/10011906387
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->