//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Kapitaleinkommen
Portfolio selection
Estimation theory
111
Schätztheorie
111
Time series analysis
32
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
20
Regressionsanalyse
20
Estimation
19
Schätzung
18
Simulation
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
ARCH model
7
ARCH-Modell
7
Portfolio-Management
7
Correlation
6
Korrelation
6
Mathematical programming
6
Mathematische Optimierung
6
Option pricing theory
6
Optionspreistheorie
6
Risikomaß
6
more ...
less ...
Online availability
All
Undetermined
31
Free
3
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Boubaker, Heni
3
Omay, Tolga
3
Gulliksson, Mårten
2
Kvamsdal, Sturla Furunes
2
Mazur, Stepan
2
Ahmad, Yamin
1
Aloy, Marcel
1
Aydin, Dursun
1
Bao, Ruoyi
1
Bruns, Martin
1
Cai, Yifei
1
Cervellera, Gian P.
1
Check, Adam
1
Cheng, Hong
1
Dallakyan, Aramayis
1
De Rossi, Giuliano
1
Deng, Xue
1
Dias, Fabio S.
1
Emirmahmutoglu, Furkan
1
Fernández del Hoyo, Juan J.
1
Gupta, Rangan
1
Herbst, Edward P.
1
Iren, Perihan
1
Ivashchenko, Sergey
1
Jebabli, Ikram
1
Juneja, Januj Amar
1
Kollmann, Robert
1
Kotzé, Kevin
1
Kouaissah, Noureddine
1
Leemis, Lawrence M.
1
Liang, Ying
1
Llorente, G.
1
Lo, Ming Chien
1
Lont, Johannes
1
Lütkepohl, Helmut
1
Monokroussos, George
1
Nonejad, Nima
1
Oleynik, Anna
1
Ortobelli Lozza, Sergio
1
Otero, Jesús G.
1
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
347
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Econometric theory
161
Economics letters
143
Discussion paper / Tinbergen Institute
101
Econometric reviews
93
International journal of forecasting
69
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
61
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Applied economics letters
55
Econometrics : open access journal
51
NBER Working Paper
44
Journal of empirical finance
43
Cowles Foundation discussion paper
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Finance research letters
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
The econometrics journal
40
Journal of time series econometrics
39
Applied economics
38
Economic modelling
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
35
Journal of banking & finance
33
NBER working paper series
33
Journal of applied econometrics
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Working paper
30
SFB 649 discussion paper
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Working paper / National Bureau of Economic Research, Inc.
27
EUI working paper / ECO
26
Working paper series
26
Discussion paper / Department of Economics, University of California San Diego
25
Journal of risk and financial management : JRFM
25
Discussion paper / Centre for Economic Forecasting
24
Oxford bulletin of economics and statistics
24
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
- In:
Computational economics
63
(
2024
)
6
,
pp. 2247-2269
Persistent link: https://www.econbiz.de/10014636734
Saved in:
2
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
3
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
4
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
5
Unit roots in macroeconomic time series : a comparison of classical, Bayesian and machine learning approaches
Ahmad, Yamin
;
Check, Adam
;
Lo, Ming Chien
- In:
Computational economics
63
(
2024
)
6
,
pp. 2139-2173
Persistent link: https://www.econbiz.de/10014636725
Saved in:
6
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
7
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
8
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
9
Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei
;
Omay, Tolga
- In:
Computational economics
59
(
2022
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
Saved in:
10
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->