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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
163
Schätztheorie
163
Estimation
55
Schätzung
55
Time series analysis
49
Volatility
49
Volatilität
49
Zeitreihenanalyse
49
Capital income
31
Kapitaleinkommen
31
Prognoseverfahren
30
Portfolio selection
28
Portfolio-Management
28
ARCH model
23
ARCH-Modell
23
Börsenkurs
23
Share price
23
Stochastic process
23
Stochastischer Prozess
23
Statistical distribution
21
Statistische Verteilung
21
Correlation
20
Korrelation
20
Theorie
17
Theory
17
Statistical test
16
Statistischer Test
16
Autocorrelation
15
Autokorrelation
15
CAPM
15
Risikomaß
15
Risk measure
15
Analysis of variance
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Option pricing theory
12
Optionspreistheorie
12
Varianzanalyse
12
Yield curve
12
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Undetermined
20
Free
4
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Article
28
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2
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Article in journal
Aufsatz in Zeitschrift
30
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
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English
30
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Baillie, Richard
2
Nolte, Ingmar
2
Ren, Yu
2
Tsiotas, Georgios
2
Amihud, Yakov
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Caccioli, Fabio
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chiang, I-Hsuan Ethan
1
Cipollini, Fabrizio
1
Dacorogna, Michel M.
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Galakis, John
1
Gallo, Giampiero M.
1
Gungor, Sermin
1
Guo, Junjie
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Hong, Seok Young
1
Huang, Shih-Feng
1
Hurvich, Clifford M.
1
Izzeldin, Marwan
1
Jayetileke, Harshanie L.
1
Jiang, Zhi-Qiang
1
Kapetanios, George
1
Kim, Minjoo
1
Kondor, Imre
1
Koumou, Gilles Boevi
1
Li, Chen
1
Liao, Yin
1
Luger, Richard
1
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HFDF <1, 1995, Zürich>
1
Published in...
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Journal of empirical finance
Journal of financial econometrics
Quantitative finance
International journal of forecasting
117
Journal of econometrics
77
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economics letters
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Finance research letters
15
Journal of the American Statistical Association : JASA
14
Econometric theory
13
Econometric reviews
12
Insurance / Mathematics & economics
12
The econometrics journal
12
European journal of operational research : EJOR
11
Applied economics
10
Economic modelling
10
Oxford bulletin of economics and statistics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of banking & finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of applied econometrics
8
Risks : open access journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics letters
7
International journal of production economics
7
Jahrbücher für Nationalökonomie und Statistik
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
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
The European journal of finance
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
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ECONIS (ZBW)
30
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
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:
3
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
4
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
5
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:
6
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:
7
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
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:
10
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
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