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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
114
Schätztheorie
114
Volatility
36
Volatilität
36
Estimation
35
Schätzung
35
Time series analysis
34
Zeitreihenanalyse
34
Capital income
24
Kapitaleinkommen
24
Prognoseverfahren
22
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
19
Share price
19
Stochastic process
18
Stochastischer Prozess
18
Theorie
17
Theory
17
ARCH model
15
ARCH-Modell
15
Statistical distribution
13
Statistische Verteilung
13
Autocorrelation
12
Autokorrelation
12
Correlation
11
Korrelation
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Option pricing theory
10
Optionspreistheorie
10
CAPM
9
Yield curve
9
Zinsstruktur
9
Modellierung
8
Risikomaß
8
Risk measure
8
Scientific modelling
8
Analysis of variance
6
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Undetermined
13
Free
3
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Article
20
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Conference proceedings
Aufsatz in Zeitschrift
22
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
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English
22
Author
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Baillie, Richard
2
Ren, Yu
2
Tsiotas, Georgios
2
Amihud, Yakov
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chiang, I-Hsuan Ethan
1
Dacorogna, Michel M.
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Galakis, John
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Hurvich, Clifford M.
1
Izzeldin, Marwan
1
Jayetileke, Harshanie L.
1
Jiang, Zhi-Qiang
1
Kapetanios, George
1
Kondor, Imre
1
Koumou, Gilles Boevi
1
Li, Chen
1
Liao, Yin
1
Nolte, Ingmar
1
Papailias, Fotis
1
Papp, Gábor
1
Pappas, Vasileios
1
Podobnik, Boris
1
Sizova, Natalia
1
Stanley, H. Eugene
1
Tu, Yundong
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
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Institution
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HFDF <1, 1995, Zürich>
1
Published in...
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Journal of empirical finance
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
Journal of financial 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)
22
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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
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:
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 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:
7
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
8
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:
9
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
10
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:
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