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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"CAPM"
~subject:"Monte-Carlo-Simulation"
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Deutschland
Forecasting model
Autokorrelation
CAPM
Monte-Carlo-Simulation
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
9
Portfolio selection
8
Portfolio-Management
8
Börsenkurs
7
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
Market microstructure
5
Marktmikrostruktur
5
Risikomaß
5
Risk measure
5
Capital income
4
Derivat
4
Derivative
4
Kapitaleinkommen
4
Modellierung
4
Scientific modelling
4
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Autocorrelation
3
Correlation
3
Estimation error
3
Korrelation
3
Monte Carlo simulation
3
Nichtparametrisches Verfahren
3
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2
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English
15
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Ren, Yu
2
Tsiotas, Georgios
2
Xie, Tian
2
Caccioli, Fabio
1
Canabarro, Askery
1
Capriotti, Luca
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
1
Galakis, John
1
Gerlach, Richard H.
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Peters, Gareth
1
Podobnik, Boris
1
Qiu, Yue
1
Sisson, Scott A.
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Tudor, Sebastian F.
1
Tydniouk, Igor
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
Wang, Gang-Jin
1
Wehrli, Alexander
1
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Quantitative finance
Journal of econometrics
207
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Economics letters
80
Journal of forecasting
71
Econometric reviews
58
Econometric theory
51
Discussion paper / Tinbergen Institute
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
The econometrics journal
35
Working paper / Department of Econometrics and Business Statistics, Monash University
32
NBER Working Paper
30
Computational economics
29
Working paper / National Bureau of Economic Research, Inc.
28
Economic modelling
27
NBER working paper series
27
Applied economics letters
25
Discussion paper
25
Journal of empirical finance
25
Applied economics
24
Journal of the American Statistical Association : JASA
24
Working paper
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Econometrics : open access journal
21
European journal of operational research : EJOR
21
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
CESifo working papers
20
Cowles Foundation discussion paper
19
Discussion paper series / IZA
19
Europäische Hochschulschriften / 5
19
Journal of economic dynamics & control
18
Journal of financial econometrics
18
Journal of financial economics
18
Oxford bulletin of economics and statistics
18
CREATES research paper
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Insurance / Mathematics & economics
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
6
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:
7
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
8
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
9
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:
10
Weighing asset pricing factors : a least squares model averaging approach
Qiu, Yue
;
Ren, Yu
;
Xie, Tian
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1673-1687
Persistent link: https://www.econbiz.de/10012194816
Saved in:
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