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subject:"Deutschland"
subject:"Forecasting model"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Monte-Carlo-Simulation"
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Deutschland
Forecasting model
Autokorrelation
Monte-Carlo-Simulation
Estimation theory
32
Schätztheorie
32
Volatility
12
Volatilität
12
Estimation
10
Schätzung
10
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Zeitreihenanalyse
7
Börsenkurs
6
Share price
6
Statistical distribution
5
Statistische Verteilung
5
Capital income
4
Correlation
4
Derivat
4
Derivative
4
Kapitaleinkommen
4
Korrelation
4
Market microstructure
4
Marktmikrostruktur
4
Risikomaß
4
Risk measure
4
CAPM
3
Estimation error
3
Modellierung
3
Monte Carlo simulation
3
Probability theory
3
Risikomanagement
3
Risk management
3
Scientific modelling
3
Statistical error
3
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English
11
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Tsiotas, Georgios
2
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Gerlach, Richard H.
1
Guo, Meihui
1
Huang, Shih-Feng
1
Jiang, Zhi-Qiang
1
Kondor, Imre
1
Koumou, Gilles Boevi
1
Papp, Gábor
1
Peters, Gareth
1
Podobnik, Boris
1
Ren, Yu
1
Sisson, Scott A.
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Wang, Gang-Jin
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xie, Tian
1
Zhou, Wei-Xing
1
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Quantitative finance
Journal of econometrics
113
International journal of forecasting
81
Econometric reviews
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
31
Journal of forecasting
24
Computational economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Finance research letters
19
Econometric theory
18
European journal of operational research : EJOR
15
The econometrics journal
14
Applied economics letters
12
Insurance / Mathematics & economics
12
Discussion papers / CEPR
11
Journal of financial econometrics
11
Journal of time series econometrics
11
Economic modelling
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of quantitative economics
9
Applied economics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of empirical finance
7
Regional science & urban economics
7
Astin bulletin : the journal of the International Actuarial Association
6
Discussion paper / Centre for Economic Policy Research
6
International journal of production economics
6
Journal of banking & finance
5
Journal of econometric methods
5
Journal of economic dynamics & control
5
Journal of geographical systems : geographical information, analysis, theory, and decision
5
Journal of risk
5
Journal of the Operational Research Society
5
Organizational research methods : ORM
5
Oxford bulletin of economics and statistics
5
Scandinavian actuarial journal
5
SpringerLink / Bücher
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of computational finance
5
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ECONIS (ZBW)
11
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1
Weight bound constraints in mean-variance models : a robust control theory foundation via machine learning
Koumou, Gilles Boevi
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 719-733
Persistent link: https://www.econbiz.de/10015050790
Saved in:
2
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:
3
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
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
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
Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
Ren, Yu
;
Xie, Tian
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2101-2112
Persistent link: https://www.econbiz.de/10012262986
Saved in:
8
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:
9
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:
10
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
Saved in:
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