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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Econometric reviews"
~isPartOf:"Quantitative finance"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Volatility
Estimation theory
495
Schätztheorie
495
Theorie
131
Theory
131
Time series analysis
100
Zeitreihenanalyse
100
Nichtparametrisches Verfahren
86
Nonparametric statistics
86
Estimation
67
Schätzung
67
Regression analysis
66
Regressionsanalyse
66
Statistical test
58
Statistischer Test
58
Panel
56
Panel study
56
Volatilität
37
Method of moments
36
Momentenmethode
36
Autocorrelation
32
Autokorrelation
32
Statistical distribution
32
Statistische Verteilung
32
Prognoseverfahren
27
Statistical theory
27
Statistische Methodenlehre
27
Cointegration
26
Modellierung
26
Scientific modelling
26
Kointegration
25
Bootstrap approach
24
Bootstrap-Verfahren
24
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Stochastic process
24
Stochastischer Prozess
24
Simulation
23
Maximum likelihood estimation
22
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39
Free
5
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Article
57
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2
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Article in journal
59
Aufsatz in Zeitschrift
59
Collection of articles of several authors
1
Sammelwerk
1
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English
59
Author
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Teräsvirta, Timo
4
Maasoumi, Esfandiar
3
McAleer, Michael
2
Tsiotas, Georgios
2
Wang, Shouyang
2
Amado, Cristina
1
Ando, Tomohiro
1
Armah, Nii Ayi
1
Badescu, Andrei L.
1
Bayer, Christian
1
Behrendt, Simon
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Breneis, Simon
1
Brownlees, Christian
1
Brännäs, Kurt
1
Caccioli, Fabio
1
Cai, Yuzhi
1
Cai, Zongwu
1
Canabarro, Askery
1
Cang, Yuquan
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Qiang
1
Chi, Xie
1
Chronopoulou, Alexandra
1
De Angelis, Luca
1
Dupin, Gilles
1
Favreau, Charles
1
Fornari, Fabio
1
Fung, Tsz Chai
1
Galakis, John
1
Galbraith, John W.
1
Gigante, Patrizia
1
Gu, Wentao
1
Guo, Meihui
1
Hansen, Peter Reinhard
1
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Astin bulletin : the journal of the International Actuarial Association
Econometric reviews
Quantitative finance
Journal of econometrics
182
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of forecasting
72
Economics letters
48
Discussion paper / Tinbergen Institute
44
Journal of empirical finance
32
Econometric theory
26
CREATES research paper
24
Economic modelling
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Discussion paper
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
22
Europäische Hochschulschriften / 5
18
Journal of financial econometrics
18
Finance research letters
17
Journal of banking & finance
17
Journal of the American Statistical Association : JASA
17
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
NBER Working Paper
15
NBER working paper series
15
SFB 649 discussion paper
15
Working papers / Rutgers University, Department of Economics
15
Computational economics
14
Econometrics : open access journal
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Working paper
14
Applied economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Insurance / Mathematics & economics
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper / National Bureau of Economic Research, Inc.
13
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
5
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
6
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
7
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:
8
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
9
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
10
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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