//--> //--> //--> //-->
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"
~isPartOf:"CBN journal of applied statistics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Quantitative finance"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Deutschland
Kapitaleinkommen
Estimation theory
211
Schätztheorie
211
Theorie
92
Theory
92
Time series analysis
53
Zeitreihenanalyse
53
Estimation
44
Schätzung
44
Volatilität
43
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Regression analysis
27
Regressionsanalyse
27
Stochastic process
27
Stochastischer Prozess
27
Börsenkurs
19
Capital income
19
Share price
19
ARCH model
18
ARCH-Modell
18
Forecasting model
18
Prognoseverfahren
18
Market microstructure
16
Marktmikrostruktur
16
Statistical distribution
15
Statistical test
15
Statistische Verteilung
15
Statistischer Test
15
Correlation
14
Korrelation
14
Risikomaß
14
Risk measure
14
Germany
12
Portfolio selection
12
Portfolio-Management
12
Option pricing theory
11
Optionspreistheorie
11
more ...
less ...
Online availability
All
Undetermined
22
Free
10
Type of publication
All
Article
47
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
62
Author
All
Härdle, Wolfgang
5
Spokojnyj, Vladimir G.
4
Yang, Lijian
3
Breitung, Jörg
2
Herwartz, Helmut
2
Adeoye, Babatunde W.
1
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Asemota, Joseph O.
1
Atanda, Akinwande A.
1
Atoi, Ngozi V.
1
Ayuk, Elias T.
1
Bala, Dahiru A.
1
Balter, Janine
1
Bayer, Christian
1
Behrendt, Simon
1
Benkwitz, Alexander
1
Bos, Charles S.
1
Breneis, Simon
1
Buccheri, G.
1
Bunke, Olaf
1
Caldeira, João F.
1
Canabarro, Askery
1
Candelon, Bertrand
1
Cang, Yuquan
1
Carrasco, Marine
1
Chatterjee, Rupak
1
Chen, Jiaqin
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Corsi, Fulvio
1
Dankenbring, Henning
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Favreau, Charles
1
Fonta, William M.
1
Francq, Christian
1
Frederiksen, Per
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
CBN journal of applied statistics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Quantitative finance
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
37
Journal of empirical finance
35
Discussion paper / Tinbergen Institute
29
Econometric reviews
23
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
19
Journal of banking & finance
18
Econometric theory
17
CREATES research paper
16
Discussion paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of forecasting
16
Journal of financial econometrics
16
Journal of forecasting
16
NBER Working Paper
16
Europäische Hochschulschriften / 5
15
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
NBER working paper series
14
SFB 649 discussion paper
14
The European journal of finance
14
Working paper / National Bureau of Economic Research, Inc.
14
Econometrics : open access journal
13
The econometrics journal
13
Journal of financial economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper series / IZA
11
International journal of economics and financial issues : IJEFI
11
Journal of mathematical finance
11
Computational economics
10
Discussion papers of interdisciplinary research project 373
10
The review of financial studies
10
Working paper
10
Journal of financial and quantitative analysis : JFQA
9
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
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
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
5
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:
6
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
7
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
8
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
9
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
10
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->