//--> //--> //--> //-->
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:"restricted"
~isPartOf:"Advances in macroeconomics"
~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
~subject:"Share price"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Share price
Estimation theory
31
Schätztheorie
31
Volatility
11
Volatilität
11
Estimation
10
Schätzung
10
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
7
Portfolio-Management
7
Prognoseverfahren
7
Time series analysis
7
Zeitreihenanalyse
7
Börsenkurs
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
Probability theory
3
Risikomanagement
3
Risk management
3
Scientific modelling
3
Statistical error
3
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Tsiotas, Georgios
2
Achab, Massil
1
Bacry, E.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Guo, Meihui
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Kondor, Imre
1
Liu, Guangying
1
Muzy, J. F.
1
Papp, Gábor
1
Podobnik, Boris
1
Qiao, Kenan
1
Rambaldi, M.
1
Ren, Yu
1
Sornette, Didier
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
Zhou, Wei-Xing
1
more ...
less ...
Published in...
All
Advances in macroeconomics
Quantitative finance
International journal of forecasting
78
Journal of econometrics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Journal of forecasting
22
Economics letters
14
Finance research letters
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Insurance / Mathematics & economics
10
Journal of financial econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The econometrics journal
9
European journal of operational research : EJOR
8
Computational economics
7
Discussion papers / CEPR
7
Econometric reviews
7
Econometric theory
7
Economic modelling
7
Journal of empirical finance
7
Astin bulletin : the journal of the International Actuarial Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of production economics
6
Journal of quantitative economics
6
Journal of time series econometrics
6
Discussion paper / Centre for Economic Policy Research
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International review of economics & finance : IREF
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of international financial markets, institutions & money
5
Journal of risk
5
Scandinavian actuarial journal
5
Applied economics
4
Handbook of economic forecasting ; 1
4
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
4
Robustness in econometrics
4
Theoretical economics letters
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Annals of finance
3
Applied economics letters
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->