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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~subject:"Monte Carlo simulation"
~subject:"Risikomaß"
~subject:"Schätzung"
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Deutschland
Forecasting model
Monte Carlo simulation
Risikomaß
Schätzung
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
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
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Stochastic process
7
Stochastischer Prozess
7
Market microstructure
5
Marktmikrostruktur
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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English
19
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Tsiotas, Georgios
2
Achab, Massil
1
Bacry, E.
1
Buccheri, G.
1
Caccioli, Fabio
1
Canabarro, Askery
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
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
Kim, Saejoon
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
Mboussa Anga, G.
1
Muzy, J. F.
1
Nolte, Ingmar
1
Papp, Gábor
1
Pappas, Vasileios
1
Peters, Gareth
1
Podobnik, Boris
1
Qiao, Kenan
1
Rambaldi, M.
1
Ren, Yu
1
Sisson, Scott A.
1
Sornette, Didier
1
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Quantitative finance
Journal of econometrics
309
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Economics letters
146
International journal of forecasting
119
Econometric reviews
83
Journal of forecasting
82
Discussion paper / Tinbergen Institute
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
Applied economics letters
71
Discussion paper series / IZA
69
Economic modelling
68
NBER Working Paper
65
Applied economics
60
NBER working paper series
60
Working paper / Department of Econometrics and Business Statistics, Monash University
59
CEMMAP working papers / Centre for Microdata Methods and Practice
58
Computational economics
49
Working paper / National Bureau of Economic Research, Inc.
48
The econometrics journal
47
Working paper
47
Insurance / Mathematics & economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of applied econometrics
45
Discussion paper
44
Econometric theory
44
Journal of the American Statistical Association : JASA
43
IZA Discussion Paper
39
Journal of banking & finance
38
CESifo working papers
37
Econometrics : open access journal
37
Journal of empirical finance
35
European journal of operational research : EJOR
34
Quantitative economics : QE ; journal of the Econometric Society
34
Discussion papers / CEPR
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Finance research letters
31
Journal of financial econometrics
29
CREATES research paper
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of risk
27
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ECONIS (ZBW)
19
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1
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:
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
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
8
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:
9
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:
10
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
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