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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Journal of financial econometrics"
~source:"econis"
~subject:"Portfolio-Management"
~subject:"Robustes Verfahren"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
Portfolio-Management
Robustes Verfahren
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
9
ARCH model
8
ARCH-Modell
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Forecasting model
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Portfolio selection
8
Prognoseverfahren
8
Statistical distribution
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Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
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Risikoprämie
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Risk measure
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Risk premium
7
Analysis of variance
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CAPM
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Robust statistics
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Varianzanalyse
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Induktive Statistik
5
Statistical inference
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Stochastic process
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Stochastischer Prozess
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Börsenkurs
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English
14
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Agrawal, Raj
1
Boudt, Kris
1
Casas, Isabel
1
Cornilly, Dries
1
De Nard, Gianluca
1
Ferreira, Eva
1
Grønneberg, Steffen
1
Inoue, Atsushi
1
Jiang, Binyan
1
Ledoit, Olivier
1
Liu, Cheng
1
Lu, Jin
1
Orbe-Mandaluniz, Susan
1
Pelletier, Denis
1
Roy, Uma
1
Sucarrat, Genaro
1
Tang, Cheng Yong
1
Uhler, Caroline
1
Verdonck, Tim
1
Whited, Toni Marion
1
Wolf, Michael
1
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Journal of financial econometrics
Journal of econometrics
90
Economics letters
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
European journal of operational research : EJOR
37
Statistics in transition : an international journal of the Polish Statistical Association
35
Journal of the American Statistical Association : JASA
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Discussion paper / Tinbergen Institute
23
NBER Working Paper
21
Discussion paper / Center for Economic Research, Tilburg University
20
KBI
20
Discussion paper series / IZA
19
Finance research letters
19
Journal of banking & finance
19
Econometric reviews
18
NBER working paper series
16
Insurance / Mathematics & economics
15
Econometric theory
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of empirical finance
14
Journal of risk
14
Operations research
14
Cahiers du Département d'Econométrie
13
Discussion paper / Central Bureau voor de Statistiek
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Metrika : international journal for theoretical and applied statistics
13
IZA Discussion Paper
12
International journal of production research
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
The econometrics journal
12
Applied economics letters
11
Operations research letters
11
Discussion papers of interdisciplinary research project 373
10
Econometrics : open access journal
10
International journal of forecasting
10
Journal of applied econometrics
10
Quantitative economics : QE ; journal of the Econometric Society
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Risks : open access journal
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1
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
2
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
3
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
6
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
7
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
8
The power of (non-)linear shrinking : a review and guide to covariance matrix estimation
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10012878194
Saved in:
9
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
10
Covariance matrix estimation under total positivity for portfolio selection
Agrawal, Raj
;
Roy, Uma
;
Uhler, Caroline
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10013187988
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