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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Börsenkurs"
~subject:"Monte-Carlo-Simulation"
~subject:"Portfolio selection"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Börsenkurs
Monte-Carlo-Simulation
Portfolio selection
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
9
Portfolio-Management
8
Option pricing theory
7
Optionspreistheorie
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Share price
7
Stochastic process
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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
Autokorrelation
3
CAPM
3
Correlation
3
Estimation error
3
Korrelation
3
Monte Carlo simulation
3
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23
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English
23
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Tsiotas, Georgios
2
Achab, Massil
1
Bacry, E.
1
Broby, Daniel
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
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
Glasserman, Paul
1
Guo, Meihui
1
Han, Yongli
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Liu, Guangying
1
Ma, Guiyuan
1
Mathew, Thomas
1
Muzy, J. F.
1
Neuberg, Richard
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Paulsen, Dirk
1
Peters, Gareth
1
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Quantitative finance
Journal of econometrics
165
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Journal of forecasting
73
Economics letters
58
Discussion paper / Tinbergen Institute
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Econometric reviews
36
Computational economics
34
Journal of banking & finance
34
European journal of operational research : EJOR
32
Journal of empirical finance
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Economic modelling
30
Finance research letters
30
Applied economics
27
Working paper
27
NBER Working Paper
26
NBER working paper series
26
Insurance / Mathematics & economics
25
The econometrics journal
25
Discussion paper
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Working paper / National Bureau of Economic Research, Inc.
24
Applied economics letters
22
Econometric theory
22
Journal of the American Statistical Association : JASA
21
Risks : open access journal
21
Discussion paper series / IZA
20
Journal of risk and financial management : JRFM
20
Econometrics : open access journal
19
Europäische Hochschulschriften / 5
19
Journal of financial econometrics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of risk
19
CEMMAP working papers / Centre for Microdata Methods and Practice
16
CESifo working papers
16
Journal of economic dynamics & control
16
CREATES research paper
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ECONIS (ZBW)
23
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23
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1
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
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
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:
4
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:
5
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:
6
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:
7
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
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
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:
10
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
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