//--> //--> //-->
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
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Korrelation"
~subject:"Statistische Verteilung"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Capital income
Korrelation
Statistische Verteilung
Estimation theory
6
Schätztheorie
6
Volatilität
4
Time series analysis
3
Zeitreihenanalyse
3
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
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
Börsenkurs
1
Covariance matrix
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
Künstliche Intelligenz
1
Machine learning
1
Marchenko-Pastur
1
Market microstructure
1
Markov chain
1
more ...
less ...
Online availability
All
Free
Undetermined
26
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Quantitative finance
Discussion paper / Tinbergen Institute
39
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Cambridge working papers in economics
27
Econometrics : open access journal
26
NBER Working Paper
25
SFB 649 discussion paper
23
Statistics in transition : an international journal of the Polish Statistical Association
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
23
CREATES research paper
22
Journal of risk and financial management : JRFM
22
Discussion papers of interdisciplinary research project 373
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
KBI
16
NBER working paper series
16
Cowles Foundation discussion paper
15
Discussion paper / Center for Economic Research, Tilburg University
15
Risks : open access journal
15
Discussion paper series / IZA
14
Working papers
14
Mathematics Preprint Archive
13
Working paper
13
CESifo working papers
11
ECARES working paper
11
International journal of economics and financial issues : IJEFI
11
Working papers / TSE : WP
11
CORE discussion papers : DP
10
Cambridge-INET working papers
9
Discussion paper
9
NBER technical working paper series
9
CBN journal of applied statistics
8
IES working paper
8
IZA Discussion Paper
8
CentER Discussion Paper Series
7
Cowles Foundation Discussion Paper
7
Econometrics papers
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Research paper series / Swiss Finance Institute
7
Série des documents de travail
7
Cogent economics & finance
6
Department of Economics discussion paper series / University of Oxford
6
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...
//-->