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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~isPartOf:"Working paper"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
261
Schätztheorie
261
Estimation
63
Schätzung
63
Time series analysis
45
Zeitreihenanalyse
45
Prognoseverfahren
37
Theorie
36
Theory
36
Volatility
32
Volatilität
32
Portfolio selection
26
Portfolio-Management
26
Capital income
24
Kapitaleinkommen
24
Regression analysis
24
Regressionsanalyse
24
Statistical distribution
24
Statistische Verteilung
24
Correlation
21
Korrelation
21
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Börsenkurs
20
Share price
20
Stochastic process
18
Stochastischer Prozess
18
Bayes-Statistik
16
Bayesian inference
16
Statistical test
16
Statistischer Test
16
Option pricing theory
15
Optionspreistheorie
15
ARCH model
14
ARCH-Modell
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Risikomaß
14
Risk measure
14
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Undetermined
23
Free
8
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Article
27
Book / Working Paper
11
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Article in journal
27
Aufsatz in Zeitschrift
27
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
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English
38
Author
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Clark, Todd E.
2
McCracken, Michael W.
2
Nielsen, Jens Perch
2
Tsiotas, Georgios
2
Badescu, Andrei L.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Clapp, John M.
1
Cohen, Jeffrey P.
1
Coughlin, Cletus Charles
1
Craig, Ben R.
1
Crespo Cuaresma, Jesús
1
Dupin, Gilles
1
Dutta, Sumanjay
1
Feldkircher, Martin
1
Felipe, Angie
1
Filippeli, Thomai
1
Fung, Tsz Chai
1
Galakis, John
1
Gefang, Deborah
1
Gigante, Patrizia
1
Grable, John E.
1
Guillén, Montserrat
1
Guo, Meihui
1
Hartkopf, Jan Patrick
1
Hizmeri, Rodrigo
1
Honoré, Peter
1
Hou, Xinmeng
1
Huang, Shih-Feng
1
Huang, Xiaozhou
1
Huber, Florian
1
Izzeldin, Marwan
1
Jain, Shashi
1
Jiang, Zhi-Qiang
1
Kambouroudis, Dimos
1
Keller, Joachim G.
1
Kessy, Salvatory R.
1
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Astin bulletin : the journal of the International Actuarial Association
Finance research letters
Quantitative finance
Working paper
International journal of forecasting
114
Journal of econometrics
77
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Economics letters
28
Discussion paper / Tinbergen Institute
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Discussion paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Europäische Hochschulschriften / 5
18
Journal of the American Statistical Association : JASA
14
Econometric theory
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Discussion paper series / IZA
12
Insurance / Mathematics & economics
12
Journal of empirical finance
12
The econometrics journal
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometric reviews
11
Working papers / Rutgers University, Department of Economics
11
Applied economics
10
Economic modelling
10
European journal of operational research : EJOR
10
Journal of banking & finance
10
NBER working paper series
10
Oxford bulletin of economics and statistics
10
CREATES research paper
9
Discussion paper / Center for Economic Research, Tilburg University
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
NBER Working Paper
9
Reihe Quantitative Ökonomie : Ökon
9
Schriften zur angewandten Ökonometrie
9
Working papers series in theoretical and applied economics
9
CESifo working papers
8
Computational economics
8
Discussion papers of interdisciplinary research project 373
8
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ECONIS (ZBW)
38
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1
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:
2
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
3
Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.
;
Sherris, Michael
;
Villegas, Andrés M.
-
2021
Persistent link: https://www.econbiz.de/10012616204
Saved in:
4
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:
5
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
6
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
9
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
10
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
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