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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Analysis of variance"
~subject:"Strukturbruch"
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Prognoseverfahren
USA
Analysis of variance
Strukturbruch
Estimation theory
86
Schätztheorie
86
Capital income
22
Estimation
22
Kapitaleinkommen
22
Schätzung
22
Theorie
21
Theory
21
Portfolio selection
17
Portfolio-Management
17
United States
16
Volatility
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Volatilität
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ARCH-Modell
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Börsenkurs
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Share price
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CAPM
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Time series analysis
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Zeitreihenanalyse
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Forecasting model
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Correlation
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Korrelation
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Risikomaß
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Risk measure
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Statistical distribution
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Statistische Verteilung
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Yield curve
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Zinsstruktur
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Varianzanalyse
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Bayes-Statistik
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Bayesian inference
5
Monte Carlo simulation
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Monte-Carlo-Simulation
5
Option pricing theory
5
Optionspreistheorie
5
Robust statistics
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34
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34
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English
34
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Chiu, Wan-Yi
2
Nimalendran, Mahendrarajah
2
Adesina, Tola
1
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Bodnar, Taras
1
Boudoukh, Jacob
1
Chen, Hui
1
Chernov, Mikhail
1
Chung, Keunsuk
1
Conley, Timothy G.
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Engle, Robert F.
1
George, Thomas J.
1
Gormley, Todd A.
1
Grable, John E.
1
Hansen, Lars Peter
1
Hartkopf, Jan Patrick
1
Hou, Xinmeng
1
Hsu, Chih-chiang
1
Huang, Xiaozhou
1
Itō, Takatoshi
1
Jain, Shashi
1
Jiang, Ching-hai
1
Joslin, Scott
1
Kahn, R. Jay
1
Kambouroudis, Dimos
1
Kaul, Gautam
1
Kim, Jae H.
1
Kim, Jan R.
1
Kim, Tae-hwan
1
Kirby, Chris
1
Kopeliovich, Yaacov
1
Korkusuz, Burak
1
Lamoureux, Christopher G.
1
Ledoit, Olivier
1
Lee, Kyungsub
1
Li, Haiqi
1
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Finance research letters
The review of financial studies
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
International journal of forecasting
116
Journal of forecasting
77
Economics letters
54
The review of economics and statistics
47
Working paper / National Bureau of Economic Research, Inc.
36
Discussion paper / Tinbergen Institute
32
Journal of applied econometrics
31
Econometric reviews
30
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
The econometrics journal
25
Applied economics
24
Journal of the American Statistical Association : JASA
24
Applied economics letters
21
CREATES research paper
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
21
Econometric theory
20
Working paper
20
American journal of agricultural economics
19
NBER working paper series
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
Economic modelling
18
Journal of banking & finance
18
Oxford bulletin of economics and statistics
18
Journal of financial and quantitative analysis : JFQA
17
Discussion paper
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Discussion paper series / IZA
15
Journal of time series econometrics
15
The journal of futures markets
15
European journal of operational research : EJOR
14
Journal of macroeconomics
14
Technical working paper / National Bureau of Economic Research
14
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
34
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1
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:
2
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
3
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
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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