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subject:"Share price"
~subject:"Deutschland"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Share price
Deutschland
Prognoseverfahren
Schätztheorie
34,988
Estimation theory
34,945
Theorie
9,185
Theory
9,181
Zeitreihenanalyse
5,660
Time series analysis
5,645
Estimation
5,410
Schätzung
5,408
Regressionsanalyse
3,981
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3,973
Nichtparametrisches Verfahren
3,192
Nonparametric statistics
3,192
Forecasting model
1,821
Panel
1,756
Panel study
1,754
Statistischer Test
1,665
Statistical test
1,653
USA
1,545
United States
1,536
Volatilität
1,492
Volatility
1,489
Statistical distribution
1,378
Statistische Verteilung
1,378
Bayesian inference
1,163
Bayes-Statistik
1,158
Sampling
1,059
Stichprobenerhebung
1,058
ARCH model
1,033
ARCH-Modell
1,033
Kointegration
1,025
Statistical inference
1,025
Induktive Statistik
1,024
Cointegration
1,023
Monte-Carlo-Simulation
986
Stochastischer Prozess
986
Stochastic process
985
Maximum-Likelihood-Schätzung
977
Monte Carlo simulation
974
Maximum likelihood estimation
969
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1,001
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689
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Article
1,668
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1,480
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1,544
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Sammelwerk
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17
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12
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7
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2,886
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253
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Swanson, Norman R.
32
Winkelmann, Rainer
25
Kapetanios, George
24
Lechner, Michael
22
Pesaran, M. Hashem
22
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
McCracken, Michael W.
16
Teräsvirta, Timo
16
Cai, Zongwu
15
Koopman, Siem Jan
15
Clark, Todd E.
14
Huber, Florian
14
Kumar, Dilip
14
Lütkepohl, Helmut
14
Wolters, Jürgen
14
Hyndman, Rob J.
13
Rossi, Barbara
13
Diebold, Francis X.
12
Gao, Jiti
12
Linton, Oliver
12
West, Kenneth D.
12
Chevillon, Guillaume
11
Hendry, David F.
11
Härdle, Wolfgang
11
Phillips, Peter C. B.
11
Tauchen, George Eugene
11
Athanasopoulos, George
10
Bekaert, Geert
10
Jordà, Òscar
10
Knüppel, Malte
10
Maheswaran, S.
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Xu, Ke-Li
10
Audrino, Francesco
9
Baltagi, Badi H.
9
Bauwens, Luc
9
Lahiri, Kajal
9
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Institut für Weltwirtschaft
5
Birkbeck College / Department of Economics
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
3
Rutgers University / Department of Economics
3
Umeå Universitet / Institutionen för Nationalekonomi
3
BHF-Trust <Frankfurt, Main>
2
HFDF <1, 1995, Zürich>
2
Institut für Industriebetriebsforschung <Hamburg>
2
OECD
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Umeå universitet
2
Air Force Project Rand
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Carnegie Rochester Conference on Public Policy
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Deutsche Forschungsgemeinschaft
1
Deutsches Institut für Wirtschaftsforschung
1
Deutschland / Bundesministerium der Finanzen
1
Deutschland / Bundesministerium für Umwelt, Naturschutz, Bau und Reaktorsicherheit
1
Deutschland / Umweltbundesamt
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Europäische Kommission / Statistisches Amt
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Cleveland
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Forschungsinstitut zur Zukunft der Arbeit
1
Gesellschaft Sozialwissenschaftlicher Infrastruktureinrichtungen
1
Goethe-Universität Frankfurt am Main
1
HFDF <2, 1998, Zürich>
1
International Institute for Applied Systems Analysis
1
International Workshop Traffic and Mobility: Simulation - Economics - Environment <1999, Aachen>
1
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Published in...
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Journal of econometrics
115
International journal of forecasting
114
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
36
Discussion paper / Tinbergen Institute
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Discussion paper
21
Journal of empirical finance
20
Economic modelling
19
Europäische Hochschulschriften / 5
19
Journal of banking & finance
18
Working paper
18
NBER working paper series
16
NBER Working Paper
15
Applied economics
14
Discussion paper series / IZA
14
Econometric reviews
14
Econometric theory
14
Finance research letters
14
Journal of the American Statistical Association : JASA
14
Quantitative finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
CESifo working papers
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
The econometrics journal
13
CREATES research paper
12
Journal of applied econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Working papers / Rutgers University, Department of Economics
12
Econometrics : open access journal
11
European journal of operational research : EJOR
11
SFB 649 discussion paper
11
Cambridge working papers in economics
10
Computational economics
10
Discussion paper / Center for Economic Research, Tilburg University
10
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Source
All
ECONIS (ZBW)
3,147
USB Cologne (EcoSocSci)
1
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621
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630
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621
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
622
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
623
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
624
IRB PD model accuracy validation in the presence of default correlation : a twin confidence interval approach
Borzykh, Dmitriy
;
Penikas, Henry
- In:
Risk management : an international journal
23
(
2021
)
4
,
pp. 282-300
Persistent link: https://www.econbiz.de/10012792821
Saved in:
625
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
626
Modeling and predicting U.S. recessions using machine learning techniques
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 647-671
Persistent link: https://www.econbiz.de/10012792860
Saved in:
627
Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions
Yen, Yu-min
;
Yen, Tso-Jung
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 733-758
Persistent link: https://www.econbiz.de/10012792867
Saved in:
628
Conformal prediction interval estimation and applications to day-ahead and intraday power markets
Kath, Christopher
;
Ziel, Florian
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 777-799
Persistent link: https://www.econbiz.de/10012792869
Saved in:
629
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
630
A special Tweedie sub-family with application to loss reserving prediction error
Taylor, Greg
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 262-288
Persistent link: https://www.econbiz.de/10012793927
Saved in:
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