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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Quantitative finance"
~subject:"Probability theory"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Probability theory
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
Börsenkurs
6
Share price
6
Stochastic process
6
Stochastischer Prozess
6
Derivat
4
Derivative
4
Market microstructure
4
Marktmikrostruktur
4
Risikomaß
4
Risk measure
4
Statistical distribution
4
Statistische Verteilung
4
CAPM
3
Capital income
3
Correlation
3
Estimation error
3
Kapitaleinkommen
3
Korrelation
3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risikomanagement
3
Risk management
3
Scientific modelling
3
Statistical error
3
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Article
14
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14
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English
14
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Achab, Massil
1
Bacry, E.
1
Behrendt, Simon
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Cheng, Tsung-Chi
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
1
Guo, Meihui
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Lai, Hung-neng
1
Lee, Yongjae
1
Liu, Guangying
1
Mboussa Anga, G.
1
Muzy, J. F.
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
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Wang, Gang-Jin
1
Wang, Shouyang
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xiang, Jing
1
Xie, Tian
1
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Quantitative finance
Journal of econometrics
313
Economics letters
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Econometric reviews
92
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
International journal of forecasting
53
Econometric theory
47
Economic modelling
38
Journal of time series econometrics
38
The econometrics journal
36
Computational economics
34
Applied economics letters
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Discussion papers / CEPR
28
Finance research letters
27
European journal of operational research : EJOR
25
Applied economics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Discussion paper / Centre for Economic Policy Research
20
Insurance / Mathematics & economics
20
Journal of financial econometrics
20
Journal of quantitative economics
20
Journal of empirical finance
18
Journal of forecasting
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of risk
14
Journal of banking & finance
13
Journal of economic dynamics & control
13
Journal of applied econometrics
12
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Regional science & urban economics
10
SpringerLink / Bücher
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of econometric methods
9
Robustness in econometrics
9
Theoretical economics letters
9
International journal of economics and finance
8
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ECONIS (ZBW)
14
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10
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14
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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
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
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
Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi
;
Lai, Hung-neng
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
Saved in:
7
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:
8
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:
9
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:
10
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:
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