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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"International journal of production economics"
~isPartOf:"Quantitative finance"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
51
Schätztheorie
51
Prognoseverfahren
16
Volatility
15
Volatilität
15
Time series analysis
14
Zeitreihenanalyse
14
Estimation
13
Schätzung
12
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
Statistical distribution
6
Statistische Verteilung
6
Market microstructure
5
Marktmikrostruktur
5
Risikomaß
5
Risk measure
5
Capital income
4
Derivat
4
Derivative
4
Inventory model
4
Kapitaleinkommen
4
Lagerhaltungsmodell
4
Markov chain
4
Markov-Kette
4
Modellierung
4
Probability theory
4
Regression analysis
4
Regressionsanalyse
4
Scientific modelling
4
Wahrscheinlichkeitsrechnung
4
Analysis of variance
3
Autocorrelation
3
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Undetermined
13
Free
2
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Article
16
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Article in journal
Konferenzschrift
Aufsatz in Zeitschrift
16
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English
16
Author
All
Sbrana, Giacomo
2
Silvestrini, Andrea
2
Tsiotas, Georgios
2
Ahrens, Diane
1
Arunraj, Nari Sivanandam
1
Babai, M. Zied
1
Boylan, John E.
1
Bukkapatnam, Satish T. S.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Disney, Stephen M.
1
Fontul, Mihail
1
Gaalman, Gerard J. C.
1
Galakis, John
1
Guo, Meihui
1
Henriques, Elsa
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Iyer, Parameshwaran S.
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kim, Jaebeom
1
Kondor, Imre
1
Loyer, Jean-Loup
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Podobnik, Boris
1
Ren, Yu
1
Sa-ngasoongsong, Akkarapol
1
Stanley, H. Eugene
1
Suresh, R. P.
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
Wang, Gang-Jin
1
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Published in...
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International journal of production economics
Quantitative finance
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
54
Economics letters
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of the American Statistical Association : JASA
14
Econometric theory
13
Insurance / Mathematics & economics
12
Journal of empirical finance
12
The econometrics journal
12
Econometric reviews
11
Applied economics
10
Economic modelling
10
Finance research letters
10
Oxford bulletin of economics and statistics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of applied econometrics
8
Journal of financial econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics letters
7
International Journal of Energy Economics and Policy : IJEEP
7
Jahrbücher für Nationalökonomie und Statistik
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
7
Risks : open access journal
7
Econometrics : open access journal
6
Journal of international money and finance
6
Journal of quantitative economics
6
Journal of risk and financial management : JRFM
6
Journal of time series econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Financial innovation : FIN
5
Journal of financial economics
5
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ECONIS (ZBW)
16
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16
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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
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:
3
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:
4
Estimating the cumulative distribution function of lead-time demand using bootstrapping with and without replacement
Boylan, John E.
;
Babai, M. Zied
- In:
International journal of production economics
252
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013434179
Saved in:
5
When bullwhip increases in the lead time : an eigenvalue analysis of ARMA demand
Gaalman, Gerard J. C.
;
Disney, Stephen M.
;
Wang, Xun
- In:
International journal of production economics
250
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013535783
Saved in:
6
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:
7
Forecasting with the damped trend model using the structural approach
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of production economics
226
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012294776
Saved in:
8
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:
9
Random switching exponential smoothing : a new estimation approach
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of production economics
211
(
2019
),
pp. 211-220
Persistent link: https://www.econbiz.de/10012013955
Saved in:
10
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:
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