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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risikomaß
Estimation theory
700
Schätztheorie
700
Theorie
200
Theory
200
Time series analysis
161
Zeitreihenanalyse
161
Estimation
159
Schätzung
159
Nichtparametrisches Verfahren
116
Nonparametric statistics
116
USA
97
United States
96
Regression analysis
94
Regressionsanalyse
94
Volatility
69
Volatilität
69
Prognoseverfahren
62
Statistical test
48
Statistischer Test
48
Capital income
47
Kapitaleinkommen
47
Correlation
46
Korrelation
46
Induktive Statistik
43
Statistical inference
43
Panel
41
Panel study
41
Portfolio selection
39
Portfolio-Management
39
ARCH model
38
ARCH-Modell
38
Statistical distribution
34
Statistische Verteilung
34
Börsenkurs
32
Share price
32
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
31
Bayes-Statistik
30
Bayesian inference
30
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Undetermined
49
Free
5
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Article
93
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Article in journal
92
Aufsatz in Zeitschrift
92
Language
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English
93
Author
All
Li, Deyuan
3
Peng, Liang
3
Cai, Zongwu
2
He, Jia
2
Hou, Yanxi
2
Lechner, Michael
2
Liesenfeld, Roman
2
Reh, Laura
2
Russell, Jeffrey R.
2
Tsiotas, Georgios
2
Amado, Cristina
1
Ang, Andrew
1
Ardia, David
1
Ausín, M. Concepción
1
Baillie, Richard T.
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bekaert, Geert
1
Bera, Anil K.
1
Beyer, Andreas
1
Bluteau, Keven
1
Bodnar, Taras
1
Bodory, Hugo
1
Bonham, Carl Stanley
1
Caccioli, Fabio
1
Camponovo, Lorenzo
1
Canabarro, Askery
1
Chan, Joshua
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Willa W.
1
Chen, Wilson Ye
1
Chen, Ying
1
Cheung, Yin-Wong
1
Chi, Xie
1
Christiano, Lawrence J.
1
Chung, Chae-shick
1
Clements, Michael P.
1
Cohen, Richard H.
1
De Luca, Giovanni
1
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Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
International journal of forecasting
115
Journal of econometrics
87
Journal of forecasting
73
Insurance / Mathematics & economics
35
Economics letters
30
Discussion paper / Tinbergen Institute
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of risk
22
Discussion paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Europäische Hochschulschriften / 5
18
Journal of banking & finance
17
Journal of the American Statistical Association : JASA
15
The econometrics journal
15
Computational economics
14
Econometric theory
14
Journal of empirical finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Econometric reviews
13
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Risks : open access journal
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Working papers series in theoretical and applied economics
13
Applied economics
12
Discussion paper series / IZA
12
SFB 649 discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Economic modelling
11
Working paper
11
Working papers / Rutgers University, Department of Economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Reihe Quantitative Ökonomie : Ökon
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The North American journal of economics and finance : a journal of financial economics studies
10
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ECONIS (ZBW)
93
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
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
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
6
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:
7
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:
8
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
9
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:
10
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
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