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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Deutschland
Forecasting model
Monte-Carlo-Simulation
Volatility
Estimation theory
251
Schätztheorie
251
Regression analysis
77
Regressionsanalyse
77
Nichtparametrisches Verfahren
47
Nonparametric statistics
47
Time series analysis
46
Zeitreihenanalyse
46
Theorie
31
Theory
31
Robust statistics
27
Robustes Verfahren
27
Estimation
25
Schätzung
25
Statistical test
24
Statistischer Test
24
Volatilität
20
Prognoseverfahren
16
Statistical distribution
14
Statistische Verteilung
14
Analysis of variance
11
Autocorrelation
11
Autokorrelation
11
Börsenkurs
11
Correlation
11
Korrelation
11
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11
Varianzanalyse
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Kleinste-Quadrate-Methode
10
Least squares method
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Theorie (STW)
10
Portfolio selection
9
Portfolio-Management
9
Capital income
8
Heteroscedasticity
8
Heteroskedastizität
8
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8
Option pricing theory
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English
38
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Sibbertsen, Philipp
4
Weihs, Claus
3
Hartung, Joachim
2
Runde, Ralf
2
Tsiotas, Georgios
2
Venetis, Ioannis
2
Argaç, Dog̃an
1
Argaç, Doğan
1
Bayer, Christian
1
Behrendt, Simon
1
Berke, Olaf
1
Breneis, Simon
1
Caccioli, Fabio
1
Calzolari, Giorgio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Christensen, Kim
1
Chronopoulou, Alexandra
1
Croux, Christophe
1
Czogiel, Irina
1
Favreau, Charles
1
Galakis, John
1
Gather, Ursula
1
Gelper, Sarah
1
Gerlach, Richard H.
1
Groß, Jürgen
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Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kane, Hayden
1
Kawasaki, Yoshinori
1
Kondor, Imre
1
Krämer, Walter
1
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Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of econometrics
214
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Journal of forecasting
72
Economics letters
67
Discussion paper / Tinbergen Institute
55
Econometric reviews
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Econometric theory
34
Economic modelling
34
Journal of empirical finance
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Computational economics
30
The econometrics journal
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
NBER Working Paper
26
Working paper / National Bureau of Economic Research, Inc.
26
Discussion paper
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Applied economics
24
Journal of the American Statistical Association : JASA
24
NBER working paper series
24
Applied economics letters
22
European journal of operational research : EJOR
22
Econometrics : open access journal
21
Finance research letters
21
Journal of financial econometrics
20
Working paper
20
Europäische Hochschulschriften / 5
19
Discussion paper series / IZA
18
Journal of banking & finance
17
Journal of risk and financial management : JRFM
17
Risks : open access journal
17
Insurance / Mathematics & economics
16
International journal of theoretical and applied finance
16
Working papers / Rutgers University, Department of Economics
16
Oxford bulletin of economics and statistics
15
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ECONIS (ZBW)
38
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1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
7
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
8
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
9
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
10
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
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