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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Monte Carlo simulation"
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Prognoseverfahren
USA
Monte Carlo simulation
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
14
Volatilität
14
ARCH model
12
ARCH-Modell
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Börsenkurs
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Share price
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CAPM
11
Time series analysis
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Zeitreihenanalyse
11
Forecasting model
10
Correlation
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Korrelation
9
Risikomaß
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Risk measure
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Statistical distribution
8
Statistische Verteilung
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Yield curve
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Zinsstruktur
8
Analysis of variance
6
Varianzanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Monte-Carlo-Simulation
5
Option pricing theory
5
Optionspreistheorie
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Robust statistics
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English
31
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Nimalendran, Mahendrarajah
2
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Boudoukh, Jacob
1
Casals, José
1
Chen, Hao
1
Chen, Hui
1
Chernov, Mikhail
1
Conley, Timothy G.
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Engle, Robert F.
1
Ferrer, Alex
1
George, Thomas J.
1
Gormley, Todd A.
1
Grable, John E.
1
Hansen, Lars Peter
1
Hartkopf, Jan Patrick
1
He, Jia
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Itō, Takatoshi
1
Jain, Shashi
1
Jiang, Jingjing
1
Joslin, Scott
1
Kahn, R. Jay
1
Kambouroudis, Dimos
1
Kaul, Gautam
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Kim, Jae H.
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Kim, Tae-hwan
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Kirby, Chris
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Korkusuz, Burak
1
Lamoureux, Christopher G.
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Ledoit, Olivier
1
Lee, Kyungsub
1
Li, Bogui
1
Lin, Wen-ling Tsai
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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
Econometric theory
23
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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Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
12
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
13
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
14
Estimating and testing dynamic corporate finance models
Bazdresch, Santiago
;
Kahn, R. Jay
;
Whited, Toni Marion
- In:
The review of financial studies
31
(
2018
)
1
,
pp. 322-361
Persistent link: https://www.econbiz.de/10011924631
Saved in:
15
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
16
Nonlinear shrinkage of the covariance matrix for portfolio selection : Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4349-4388
Persistent link: https://www.econbiz.de/10011924578
Saved in:
17
Evaluating monthly volatility forecasts using proxies at different frequencies
Ñíguez, Trino-Manuel
- In:
Finance research letters
17
(
2016
),
pp. 41-47
Persistent link: https://www.econbiz.de/10011596208
Saved in:
18
Efficient estimation of unconditional capital by Monte Carlo simulation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
16
(
2016
),
pp. 75-84
Persistent link: https://www.econbiz.de/10011655082
Saved in:
19
Common errors : how to (and not to) control for unobserved heterogeneity
Gormley, Todd A.
;
Matsa, David A.
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 617-661
Persistent link: https://www.econbiz.de/10010357867
Saved in:
20
Generalized transform analysis of affine processes and applications in finance
Chen, Hui
;
Joslin, Scott
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2225-2256
Persistent link: https://www.econbiz.de/10009571713
Saved in:
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