//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of banking & finance"
~subject:"Multivariate Analyse"
~subject:"Noise Trading"
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
Multivariate Analyse
Noise Trading
Estimation theory
271
Schätztheorie
271
Estimation
68
Schätzung
66
Time series analysis
66
Zeitreihenanalyse
66
Volatilität
41
Regression analysis
33
Regressionsanalyse
33
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Portfolio selection
29
Portfolio-Management
29
ARCH model
27
ARCH-Modell
27
Forecasting model
25
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Prognoseverfahren
25
Stochastic process
25
Stochastischer Prozess
25
Theorie
25
Theory
25
Correlation
23
Korrelation
23
Risikomaß
23
Risk measure
23
Capital income
22
Kapitaleinkommen
22
Option pricing theory
20
Optionspreistheorie
20
Börsenkurs
19
Share price
19
Statistical distribution
19
Statistische Verteilung
19
Simulation
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Market microstructure
15
more ...
less ...
Online availability
All
Undetermined
23
Free
2
Type of publication
All
Article
46
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Language
All
English
46
Author
All
Alexander, Carol
1
Aloy, Marcel
1
Andreou, Alena
1
Balter, Janine
1
Bartolucci, Francesco
1
Bormann, Carsten
1
Bos, Charles S.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cagnone, Silvia
1
Caldeira, João F.
1
Carrasco, Marine
1
Cenedese, Gino
1
Chan, Leunglung
1
Chen, Bangren
1
Choudhry, Taufiq
1
Clements, Adam
1
Corsi, Fulvio
1
Cui, Zhenyu
1
Das, Milan Kumar
1
Dempsey, Michael
1
Escobar, Marcos
1
Faff, Robert W.
1
Fan, Jianqing
1
Fan, Yingying
1
Florescu, Ionuţ
1
Francq, Christian
1
Frederiksen, Per
1
Gardi, Bayar
1
Ghysels, Eric
1
Golosnoy, Vasyl
1
Goswami, Anindya
1
Hamid, Alain
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jondeau, Eric
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Computational economics
International journal of financial engineering
Journal of banking & finance
Journal of econometrics
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Discussion paper / Tinbergen Institute
28
Econometric reviews
25
Economics letters
24
Journal of empirical finance
21
Econometric theory
20
CREATES research paper
19
Journal of the American Statistical Association : JASA
19
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
16
Quantitative finance
16
SFB 649 discussion paper
14
The econometrics journal
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of forecasting
13
Econometrics : open access journal
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
KBI
10
Working papers
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
NBER Working Paper
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Applied economics
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
7
GRIPS discussion papers
7
Insurance / Mathematics & economics
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
Multivariate bilateral gamma, copulas, CoSkews and CoKurtosis
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013367492
Saved in:
4
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
5
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
6
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
7
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
8
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
9
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
10
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->