//--> //--> //-->
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
accessRights:"free"
~isPartOf:"Quantitative finance"
~subject:"Volatility"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation theory
7
Schätztheorie
7
Volatilität
4
Estimation
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Forecasting model
2
Market microstructure
2
Marktmikrostruktur
2
Prognoseverfahren
2
Share price
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Analysis of variance
1
Artificial intelligence
1
Ausreißer
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Bias correction
1
Binary logit
1
Capital income
1
Covariance matrix
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Extreme value theory (EVT)
1
Financial market
1
Financial time series
1
Finanzmarkt
1
Forecasting
1
Fractional kernel
1
GARCH model
1
Hill estimator
1
Implied volatility
1
Investment strategies
1
Kapitaleinkommen
1
more ...
less ...
Online availability
All
Free
Undetermined
12
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bayer, Christian
1
Breneis, Simon
1
Galakis, John
1
Hizmeri, Rodrigo
1
Izzeldin, Marwan
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Stupfler, G.
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
more ...
less ...
Published in...
All
Quantitative finance
Discussion paper / Tinbergen Institute
20
CREATES research paper
15
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
SFB 649 discussion paper
9
International journal of economics and financial issues : IJEFI
8
NBER Working Paper
7
Documento de trabajo
6
GRIPS discussion papers
6
Working papers
6
CBN journal of applied statistics
5
Cambridge working papers in economics
5
NBER working paper series
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CORE discussion papers : DP
4
Cambridge-INET working papers
4
Chicago Booth Research Paper
4
Cogent economics & finance
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
4
Financial innovation : FIN
4
IES working paper
4
International Journal of Energy Economics and Policy : IJEEP
4
KBI
4
Research paper series / Swiss Finance Institute
4
Risks : open access journal
4
Working paper
4
Bank of England Working Paper
3
CAMA working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Discussion paper
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Finmap working paper
3
NCER working paper series
3
Statistics Working Papers Series, Vol. , pp. -, 2000
3
Série des documents de travail
3
CESifo working papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
3
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
4
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->