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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Stochastischer Prozess
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
9
ARCH-Modell
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Stichprobenerhebung
6
Varianzanalyse
6
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Börsenkurs
4
Regression analysis
4
Regressionsanalyse
4
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Undetermined
18
Free
1
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Article
19
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Aufsatz in Zeitschrift
Article in journal
19
Language
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English
19
Author
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Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Chen, Feng
1
Cipollini, Fabrizio
1
Dunsmuir, William T.M.
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
Hong, Seok Young
1
Huang, Haitao
1
Hung, Mao-Wei
1
Hurn, Stan
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Kim, Minjoo
1
Ko, Yi-Chen
1
Leng, Xuan
1
Lindsay, Kenneth A.
1
Liu, Qiang
1
Liu, Xiaohui
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Luger, Richard
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
McElroy, Tucker
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Palandri, Alessandro
1
Pelletier, Denis
1
Peng, Liang
1
Sancetta, Alessio
1
Shin, Yongcheol
1
Stander, Julian
1
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Published in...
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Journal of financial econometrics
Journal of econometrics
171
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of forecasting
75
Econometric theory
59
Economics letters
57
Econometric reviews
39
Journal of empirical finance
30
The econometrics journal
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Economic modelling
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Finance research letters
23
Insurance / Mathematics & economics
23
European journal of operational research : EJOR
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of the American Statistical Association : JASA
21
Computational economics
20
Journal of banking & finance
20
Applied economics
18
Econometrics : open access journal
18
Journal of risk and financial management : JRFM
18
Applied economics letters
17
Journal of time series econometrics
17
Quantitative finance
17
Journal of mathematical finance
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
International journal of economics and financial issues : IJEFI
14
Journal of risk
14
Risks : open access journal
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of applied econometrics
13
International Journal of Energy Economics and Policy : IJEEP
12
The North American journal of economics and finance : a journal of financial economics studies
12
Mathematics of operations research
11
Operations research
11
Oxford bulletin of economics and statistics
11
Journal of productivity analysis
10
The European journal of finance
10
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ECONIS (ZBW)
19
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10
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19
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1
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:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
4
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:
5
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
6
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
7
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:
8
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:
9
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
10
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
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