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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~subject:"Analysis of variance"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Bootstrap approach
Analysis of variance
Kapitaleinkommen
Time series analysis
Estimation theory
51
Schätztheorie
51
Estimation
16
Schätzung
16
Capital income
13
Portfolio selection
13
Portfolio-Management
13
Volatility
12
Volatilität
12
ARCH model
11
ARCH-Modell
11
Zeitreihenanalyse
11
Forecasting model
10
Prognoseverfahren
10
Correlation
7
Korrelation
7
Risikomaß
7
Risk measure
7
Statistical distribution
6
Statistische Verteilung
6
Varianzanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Börsenkurs
5
Share price
5
CAPM
4
Credit risk
4
Kreditrisiko
4
GARCH
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Sharpe ratio
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Structural break
3
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27
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27
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English
27
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Chiu, Wan-Yi
2
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Wu, Xinyu
2
Ardia, David
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bodnar, Taras
1
Bonaparte, Yosef
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Bufalo, Michele
1
Challet, Damien
1
Chatrath, Arjun
1
Chen, Fang
1
Christie-David, Rohan
1
Du, Xiuli
1
Fletcher, Jonathan
1
Guégan, Dominique
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hou, Xinmeng
1
Jiang, Ching-hai
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Korkusuz, Burak
1
Kourtis, Apostolos
1
Li, Haiqi
1
Li, Peng
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Orlando, Giuseppe
1
Pan, Qunxing
1
Parolya, Nestor
1
Pontines, Victor
1
Poon, Aubrey
1
Reh, Laura
1
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Finance research letters
Journal of econometrics
229
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Econometric reviews
68
Economics letters
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
International journal of forecasting
42
Econometric theory
40
Journal of time series econometrics
37
Computational economics
30
The econometrics journal
25
Applied economics letters
19
Economic modelling
19
Journal of financial econometrics
18
Journal of empirical finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
15
Applied economics
13
European journal of operational research : EJOR
13
Journal of quantitative economics
13
The North American journal of economics and finance : a journal of financial economics studies
12
Essays in honor of Joon Y. Park : econometric theory
10
Insurance / Mathematics & economics
10
Journal of risk
10
Quantitative finance
10
Discussion paper / Centre for Economic Policy Research
9
Energy economics
8
Discussion papers / CEPR
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of applied econometrics
6
Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
The European journal of finance
6
Working paper / National Bureau of Economic Research, Inc.
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Financial markets and portfolio management
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ECONIS (ZBW)
27
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
3
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
4
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
5
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
6
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
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:
9
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
10
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
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