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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Monte Carlo simulation
Estimation theory
809
Schätztheorie
809
Theorie
305
Theory
305
Time series analysis
170
Zeitreihenanalyse
170
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Regression analysis
94
Regressionsanalyse
94
Estimation
49
Schätzung
49
ARCH model
47
ARCH-Modell
47
Statistical test
46
Statistischer Test
46
Autocorrelation
33
Autokorrelation
33
Statistical distribution
32
Statistische Verteilung
32
Volatility
28
Volatilität
28
Method of moments
27
Momentenmethode
27
Cointegration
25
Kointegration
25
Induktive Statistik
24
Statistical inference
24
Statistical theory
24
Statistische Methodenlehre
24
Capital income
23
Einheitswurzeltest
23
Kapitaleinkommen
23
Panel
23
Panel study
23
Unit root test
23
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21
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21
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21
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1
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54
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English
54
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Nimalendran, Mahendrarajah
2
Shin, Dong-wan
2
So, Beong Soo
2
Andersen, Torben
1
Bao, Yong
1
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Boudoukh, Jacob
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Casals, José
1
Chambers, Marcus J.
1
Chen, Hao
1
Chen, Hui
1
Chen, Songnian
1
Chen, Xiaohong
1
Chernov, Mikhail
1
Cheung, Yin-Wong
1
Choi, In
1
Christoffersen, Peter F.
1
Christopeit, Norbert
1
Conley, Timothy G.
1
Diebold, Francis X.
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Engle, Robert F.
1
Feng, Yuanhua
1
Ferrer, Alex
1
George, Thomas J.
1
Gormley, Todd A.
1
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1
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1
Hahn, Sang B.
1
Hansen, Lars Peter
1
Hartkopf, Jan Patrick
1
He, Jia
1
Hidalgo, Javier
1
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Econometric theory
Finance research letters
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Journal of econometrics
142
International journal of forecasting
117
Journal of forecasting
75
Economics letters
60
Working paper / National Bureau of Economic Research, Inc.
47
The review of economics and statistics
46
Discussion paper / Tinbergen Institute
39
Econometric reviews
35
Applied economics
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of applied econometrics
30
Computational economics
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
The econometrics journal
26
NBER working paper series
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of the American Statistical Association : JASA
23
Applied economics letters
22
Discussion paper series / IZA
22
Working paper
22
American journal of agricultural economics
21
Economic modelling
20
Journal of empirical finance
20
CEMMAP working papers / Centre for Microdata Methods and Practice
19
CREATES research paper
19
European journal of operational research : EJOR
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
NBER Working Paper
18
Oxford bulletin of economics and statistics
18
Journal of banking & finance
17
Journal of financial and quantitative analysis : JFQA
17
Discussion paper
16
Technical working paper / National Bureau of Economic Research
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Discussion papers / CEPR
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Insurance / Mathematics & economics
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The journal of futures markets
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ECONIS (ZBW)
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
3
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
4
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
5
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
6
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
9
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
10
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
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