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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Quantitative finance"
~subject:"Korrelation"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Korrelation
Schätzung
Zeitreihenanalyse
Estimation theory
30
Schätztheorie
30
Volatility
11
Volatilität
11
Estimation
10
Forecasting model
7
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
7
Portfolio-Management
7
Prognoseverfahren
7
Time series analysis
7
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Share price
6
Stochastic process
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Stochastischer Prozess
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Derivat
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Derivative
4
Market microstructure
4
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4
Risikomaß
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
4
CAPM
3
Capital income
3
Correlation
3
Estimation error
3
Kapitaleinkommen
3
Modellierung
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Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Probability theory
3
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3
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English
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Achab, Massil
1
Bacry, E.
1
Behrendt, Simon
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
Chen, May-Ru
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
1
Glasserman, Paul
1
Guo, Meihui
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Lee, Yongjae
1
Liu, Guangying
1
Mboussa Anga, G.
1
Muzy, J. F.
1
Neuberg, Richard
1
Podobnik, Boris
1
Qiao, Kenan
1
Rambaldi, M.
1
Ren, Yu
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Stoikov, Sasha
1
Sun, Yuying
1
Wang, Gang-Jin
1
Wang, Shouyang
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xiang, Jing
1
Xie, Tian
1
Zhou, Wei-Xing
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Quantitative finance
Journal of econometrics
331
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
Economics letters
120
Econometric reviews
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
International journal of forecasting
50
Econometric theory
49
The econometrics journal
39
Economic modelling
38
Journal of time series econometrics
38
Computational economics
36
Applied economics letters
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Finance research letters
30
Discussion papers / CEPR
27
Journal of financial econometrics
24
Applied economics
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Discussion paper / Centre for Economic Policy Research
20
European journal of operational research : EJOR
19
Journal of empirical finance
19
Journal of forecasting
18
Journal of quantitative economics
18
Insurance / Mathematics & economics
17
Journal of banking & finance
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of risk
14
Journal of applied econometrics
12
Journal of econometric methods
11
Regional science & urban economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of economic dynamics & control
10
Theoretical economics letters
10
Journal of mathematical finance
9
International journal of economics and finance
8
Robustness in econometrics
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ECONIS (ZBW)
13
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1
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
2
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
3
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
4
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:
5
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
6
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
7
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:
8
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
9
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
Saved in:
10
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
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