//--> //--> //--> //-->
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"
~subject:"Capital income"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Capital income
Statistische Verteilung
Estimation theory
194
Schätztheorie
194
Theorie
92
Theory
92
Time series analysis
47
Zeitreihenanalyse
47
Estimation
39
Schätzung
39
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Volatilität
37
Regression analysis
27
Regressionsanalyse
27
Stochastic process
26
Stochastischer Prozess
26
Börsenkurs
16
Forecasting model
16
Kapitaleinkommen
16
Prognoseverfahren
16
Share price
16
Market microstructure
15
Marktmikrostruktur
15
Statistical test
15
Statistischer Test
15
Risikomaß
14
Risk measure
14
ARCH model
13
ARCH-Modell
13
Statistical distribution
13
Portfolio selection
12
Portfolio-Management
12
Deutschland
11
Germany
11
Option pricing theory
11
Optionspreistheorie
11
Correlation
10
Korrelation
10
more ...
less ...
Online availability
All
Undetermined
24
Free
4
Type of publication
All
Article
44
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
58
Author
All
Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Butucea, Cristina
2
Herwartz, Helmut
2
Läuter, Henning
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Bayer, Christian
1
Behrendt, Simon
1
Bormann, Carsten
1
Bos, Charles S.
1
Breneis, Simon
1
Buccheri, G.
1
Bunke, Olaf
1
Caldeira, João F.
1
Canabarro, Askery
1
Cang, Yuquan
1
Carrasco, Marine
1
Chatterjee, Rupak
1
Chen, Jiaqin
1
Chen, Wilson Ye
1
Chen, Yi-ting
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chu, Chih-Kang
1
Corsi, Fulvio
1
Dankenbring, Henning
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Favreau, Charles
1
Francq, Christian
1
Frederiksen, Per
1
Galakis, John
1
Galbraith, John W.
1
Genon-Catalot, Valentine
1
Gerlach, Richard H.
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
Journal of econometrics
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Economics letters
54
Discussion paper / Tinbergen Institute
45
Insurance / Mathematics & economics
45
Econometric reviews
42
Econometric theory
39
Journal of empirical finance
38
The econometrics journal
27
Finance research letters
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
International journal of forecasting
23
Journal of banking & finance
23
Journal of risk and financial management : JRFM
22
Journal of financial econometrics
21
Journal of forecasting
21
CREATES research paper
20
Discussion paper / Center for Economic Research, Tilburg University
20
Econometrics : open access journal
20
Economic modelling
20
Journal of the American Statistical Association : JASA
19
Computational economics
17
European journal of operational research : EJOR
17
NBER Working Paper
17
International journal of theoretical and applied finance
16
Journal of mathematical finance
16
Journal of risk
16
SFB 649 discussion paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Discussion papers of interdisciplinary research project 373
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Applied economics
14
Risks : open access journal
14
Working paper
14
Working papers
14
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
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:
5
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->