//--> //--> //--> //-->
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"
~source:"econis"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Statistische Verteilung
Estimation theory
158
Schätztheorie
158
Theorie
92
Theory
92
Time series analysis
37
Zeitreihenanalyse
37
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Estimation
27
Schätzung
27
Regression analysis
26
Regressionsanalyse
26
Volatilität
22
Stochastic process
19
Stochastischer Prozess
19
Statistical test
13
Statistischer Test
13
ARCH model
12
ARCH-Modell
12
Capital income
12
Kapitaleinkommen
12
Deutschland
11
Germany
11
Market microstructure
10
Marktmikrostruktur
10
Börsenkurs
9
Risikomaß
9
Risk measure
9
Share price
9
Statistical distribution
9
USA
9
United States
9
Correlation
7
Forecasting model
7
Korrelation
7
Markov chain
7
Markov-Kette
7
Prognoseverfahren
7
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
18
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
31
Author
All
Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Butucea, Cristina
2
Herwartz, Helmut
2
Läuter, Henning
2
Andreou, Alena
1
Balter, Janine
1
Bormann, Carsten
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Yi-ting
1
Dankenbring, Henning
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Genon-Catalot, Valentine
1
Ghysels, Eric
1
Grammig, Joachim
1
Hassler, Uwe
1
Horváth, Lajos
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Laredo, Catherine
1
Li, Yingying
1
Lillestöl, Jostein
1
Lillestøl, Jostein
1
Lv, Jinchi
1
Mercurio, Danilo
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Nikulin, Michail
1
Nogales, Francisco J.
1
Nussbaum, Michael
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
Journal of econometrics
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
46
Discussion paper / Tinbergen Institute
44
Insurance / Mathematics & economics
44
Econometric reviews
42
Econometric theory
38
The econometrics journal
27
Journal of empirical finance
25
Statistics in transition : an international journal of the Polish Statistical Association
24
International journal of forecasting
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
21
Econometrics : open access journal
20
CREATES research paper
19
Economic modelling
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Finance research letters
18
Journal of banking & finance
18
Quantitative finance
18
Journal of risk and financial management : JRFM
17
Discussion papers of interdisciplinary research project 373
15
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Journal of forecasting
15
SFB 649 discussion paper
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Risks : open access journal
14
Applied economics
13
Computational economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of mathematical finance
13
Working papers
13
Journal of risk
12
NBER Working Paper
12
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
3
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
4
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
5
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
6
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
7
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
8
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
9
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
10
Modeling maximum entropy distributions for financial returns by moment combination and selection
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 414-455
Persistent link: https://www.econbiz.de/10011339297
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->