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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risikomaß
Estimation theory
207
Schätztheorie
207
Prognoseverfahren
88
Time series analysis
78
Zeitreihenanalyse
78
Estimation
49
Schätzung
49
Theorie
45
Theory
45
Volatility
38
Volatilität
38
Regression analysis
22
Regressionsanalyse
22
ARCH model
20
ARCH-Modell
20
Capital income
20
Kapitaleinkommen
20
Börsenkurs
18
Portfolio selection
18
Portfolio-Management
18
Share price
18
Correlation
17
Korrelation
17
Statistical distribution
17
Statistische Verteilung
17
Risk measure
16
Stochastic process
16
Stochastischer Prozess
16
Statistical test
15
Statistischer Test
15
Robust statistics
11
Robustes Verfahren
11
Analysis of variance
10
CAPM
10
Varianzanalyse
10
Autocorrelation
9
Autokorrelation
9
Markov chain
9
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Online availability
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Undetermined
43
Free
6
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Article
98
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Article in journal
98
Aufsatz in Zeitschrift
98
Collection of articles of several authors
1
Sammelwerk
1
Language
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English
98
Author
All
Kouassi, Eugène
3
Banerjee, Anurag Narayan
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Kymn, Kern O.
2
Nolte, Ingmar
2
Sango, Joel
2
Shang, Han Lin
2
Taylor, James W.
2
Teubissi, Francis N.
2
Tsiotas, Georgios
2
Abraham, Bovas
1
Ahumada, Hildegart A.
1
An, Yang
1
Angelini, Giovanni
1
Ardia, David
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Barbosa, Emanuel
1
Basu, Parantap
1
Ben-Zion, Uri
1
Beveridge, Steve
1
Blanco-Fernández, Ángela
1
Bosson Brou, J. M.
1
Boylan, John
1
Brou, J. M. Bosson
1
Brou, Jean Marcelin Bosson
1
Caccioli, Fabio
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Canabarro, Askery
1
Cantrell, R. Stephen
1
Caporale, Guglielmo Maria
1
Chatterjee, Rupak
1
Chen, Bei
1
Chen, Huijing
1
Chen, May-Ru
1
Chen, Wilson Ye
1
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Journal of financial econometrics
Journal of forecasting
Quantitative finance
International journal of forecasting
115
Journal of econometrics
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
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
Finance research letters
16
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
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
Oxford bulletin of economics and statistics
10
Reihe Quantitative Ökonomie : Ökon
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
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ECONIS (ZBW)
98
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
6
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
7
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
8
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:
9
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:
10
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
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