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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~subject:"Risikomaß"
~subject:"Strukturbruch"
~subject:"Time series analysis"
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Bootstrap approach
Risikomaß
Strukturbruch
Time series analysis
Estimation theory
51
Schätztheorie
51
Estimation
16
Schätzung
16
Capital income
13
Kapitaleinkommen
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
Risk measure
7
Analysis of variance
6
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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English
20
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De Luca, Giovanni
2
Rivieccio, Giorgia
2
Adesina, Tola
1
Ardia, David
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bodnar, Taras
1
Boynton, Wentworth
1
Bufalo, Michele
1
Chen, Fang
1
Chung, Keunsuk
1
Du, Xiuli
1
Grable, John E.
1
Guégan, Dominique
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
He, Jia
1
Herwartz, Helmut
1
Jahandideh, Mohammad-Taghi
1
Jiang, Jingjing
1
Kamali, Rezvan
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Kim, Jan R.
1
Korkusuz, Burak
1
Li, Haiqi
1
Li, Peng
1
Mahmoodi, Safieh
1
McMillan, David G.
1
Orlando, Giuseppe
1
Pan, Qunxing
1
Parolya, Nestor
1
Pontines, Victor
1
Poon, Aubrey
1
Rabbani, Abed G.
1
Reh, Laura
1
Rummel, Ole
1
Rüede, Maxime
1
Shamsuddin, Abul
1
Shi, Yanlin
1
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Finance research letters
Journal of econometrics
217
Econometric reviews
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
International journal of forecasting
42
Journal of time series econometrics
40
Econometric theory
39
Computational economics
29
The econometrics journal
25
Insurance / Mathematics & economics
23
Economic modelling
19
Journal of financial econometrics
18
Applied economics
16
Applied economics letters
16
Journal of risk
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
European journal of operational research : EJOR
14
Journal of forecasting
13
Journal of quantitative economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Quantitative finance
11
Essays in honor of Joon Y. Park : econometric theory
10
Journal of empirical finance
10
Journal of mathematical finance
9
Energy economics
8
Journal of banking & finance
8
Scandinavian actuarial journal
8
Discussion paper / Centre for Economic Policy Research
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
The journal of risk model validation
7
International journal of economics and finance
6
Journal of economic dynamics & control
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
International journal of production economics
5
Journal of applied econometrics
5
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
20
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
9
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
Saved in:
10
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
1
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