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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
422
Theorie
114
Theory
114
Estimation
109
Schätzung
109
Time series analysis
79
Zeitreihenanalyse
79
Regression analysis
38
Regressionsanalyse
38
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Forecasting model
31
Prognoseverfahren
31
Monte Carlo simulation
28
Monte-Carlo-Simulation
28
Panel
24
Panel study
24
ARCH model
22
ARCH-Modell
22
Cointegration
22
Kointegration
22
Volatilität
22
Capital income
20
Kapitaleinkommen
20
USA
20
United States
20
Statistical distribution
18
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18
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17
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17
Bayes-Statistik
16
Bayesian inference
16
Börsenkurs
16
Share price
16
Statistical test
16
Statistischer Test
16
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15
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15
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Undetermined
148
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2
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Article
418
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4
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Article in journal
417
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417
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5
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5
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2
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English
422
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Baltagi, Badi H.
6
Krämer, Walter
5
Zuehlke, Thomas William
4
Agiakloglou, Christos N.
3
Kim, Jong-Min
3
Kim, Tae-hwan
3
Lechner, Michael
3
Murray, Christian J.
3
Papell, David H.
3
Ardia, David
2
Auer, Benjamin R.
2
Blazsek, Szabolcs
2
Bonham, Carl Stanley
2
Brenton, Paul
2
Brzezinski, Michal
2
Chiu, Wan-Yi
2
De Luca, Giovanni
2
Egger, Peter
2
Ericsson, Neil R.
2
Fabozzi, Frank J.
2
Fu, Tsu-tan
2
Gundlach, Erich
2
Hendry, David F.
2
Huber, Martin
2
Jung, Hojin
2
Kim, Yunmi
2
Lee, Hyejin
2
Licht, Adrian
2
Lütkepohl, Helmut
2
Madan, Dilip B.
2
Maki, Daiki
2
McAleer, Michael
2
McCabe, Brendan Peter Martin
2
McLaren, Keith Robert
2
Meng, Ming
2
Moosa, Imad A.
2
Oh, Dong-Yop
2
Palma, Marco A.
2
Parmeter, Christopher F.
2
Patterson, Kerry D.
2
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
1,638
Economics letters
970
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
437
CEMMAP working papers / Centre for Microdata Methods and Practice
363
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
316
Discussion paper / Tinbergen Institute
304
NBER working paper series
295
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
Journal of applied econometrics
219
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Cowles Foundation discussion paper
213
Applied economics letters
197
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Discussion paper / Center for Economic Research, Tilburg University
184
European journal of operational research : EJOR
181
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Discussion paper
167
Working paper / Department of Econometrics and Business Statistics, Monash University
162
International journal of forecasting
150
The review of economics and statistics
150
Econometrics : open access journal
146
Working paper
141
CREATES research paper
137
Economic modelling
136
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
422
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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
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
3
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:
4
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
5
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
6
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:
7
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:
8
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
9
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:
10
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
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