//--> //--> //--> //-->
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:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Quantitative finance"
~isPartOf:"The econometrics journal"
~subject:"Bootstrap approach"
~subject:"Option pricing theory"
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
Bootstrap approach
Option pricing theory
Estimation theory
462
Schätztheorie
462
Theorie
123
Theory
123
Nichtparametrisches Verfahren
96
Nonparametric statistics
96
Time series analysis
84
Zeitreihenanalyse
84
Regression analysis
82
Regressionsanalyse
82
Estimation
67
Schätzung
67
Statistical test
51
Statistischer Test
51
Volatilität
48
Panel
41
Panel study
41
Stochastic process
32
Stochastischer Prozess
32
Forecasting model
28
Prognoseverfahren
28
Statistical distribution
28
Statistische Verteilung
28
ARCH model
27
ARCH-Modell
27
Modellierung
23
Scientific modelling
23
Autocorrelation
21
Autokorrelation
20
Bootstrap-Verfahren
20
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Capital income
19
Induktive Statistik
19
Kapitaleinkommen
19
Statistical inference
19
Cointegration
18
Correlation
18
more ...
less ...
Online availability
All
Undetermined
28
Free
5
Type of publication
All
Article
61
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
61
Aufsatz in Zeitschrift
61
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
71
Author
All
Härdle, Wolfgang
6
Spokojnyj, Vladimir G.
4
Camponovo, Lorenzo
2
Frederiksen, Per
2
Herwartz, Helmut
2
Webb, Matthew
2
Abadir, Karim Maher
1
Andreou, Alena
1
Andrews, Donald W. K.
1
Balter, Janine
1
Barndorff-Nielsen, Ole E.
1
Bayer, Christian
1
Behrendt, Simon
1
Benkwitz, Alexander
1
Birke, Melanie
1
Bos, Charles S.
1
Boswijk, Herman Peter
1
Breneis, Simon
1
Bu, Ruijun
1
Caldeira, João F.
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Carrasco, Marine
1
Chatterjee, Rupak
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Coudin, Elise
1
Dankenbring, Henning
1
Daraio, Cinzia
1
Demetrescu, Matei
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Fan, Jianqing
1
Fan, Yingying
1
Favreau, Charles
1
Francq, Christian
1
Galakis, John
1
Ghysels, Eric
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
The econometrics journal
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Econometric reviews
44
Economics letters
39
Discussion paper / Tinbergen Institute
37
CEMMAP working papers / Centre for Microdata Methods and Practice
33
Econometric theory
27
CREATES research paper
26
Economic modelling
25
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
SFB 649 discussion paper
19
Cowles Foundation discussion paper
17
Finance research letters
17
Journal of banking & finance
17
Computational economics
16
International journal of forecasting
16
International journal of theoretical and applied finance
16
Discussion papers of interdisciplinary research project 373
15
Econometrics : open access journal
15
European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of risk and financial management : JRFM
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Queen's Economics Department working paper
14
Journal of forecasting
12
Journal of the American Statistical Association : JASA
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance and stochastics
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper
11
Journal of risk
10
KBI
10
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
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:
3
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:
4
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:
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
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:
8
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:
9
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:
10
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->