//--> //--> //--> //-->
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:"Finance research letters"
~subject:"Schätzung"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Schätzung
Estimation theory
140
Schätztheorie
140
Estimation
33
Time series analysis
33
Zeitreihenanalyse
33
Volatilität
28
ARCH model
24
ARCH-Modell
24
Capital income
23
Kapitaleinkommen
23
Forecasting model
20
Portfolio selection
20
Portfolio-Management
20
Prognoseverfahren
20
Risikomaß
18
Risk measure
18
Correlation
15
Korrelation
15
Regression analysis
13
Regressionsanalyse
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Analysis of variance
11
Börsenkurs
11
Market microstructure
11
Marktmikrostruktur
11
Share price
11
Stochastic process
11
Stochastischer Prozess
11
Theorie
11
Theory
11
Varianzanalyse
11
CAPM
10
Bayes-Statistik
9
Bayesian inference
9
Statistical distribution
9
Statistische Verteilung
9
Robust statistics
8
more ...
less ...
Online availability
All
Undetermined
26
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
Ardia, David
2
Audrino, Francesco
2
Herwartz, Helmut
2
Madan, Dilip B.
2
Wu, Xinyu
2
Adesina, Tola
1
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Arnerić, Josip
1
Balter, Janine
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Carrasco, Marine
1
Chatrath, Arjun
1
Chen, Yi-ting
1
Christie-David, Rohan
1
Corsi, Fulvio
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Fang, Ying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Giet, Ludovic
1
Grable, John E.
1
Gérard, Bruno
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Hassler, Uwe
1
Horváth, Lajos
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Härdle, Wolfgang
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
Journal of econometrics
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
123
Econometric reviews
72
Economic modelling
61
Applied economics letters
58
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
53
NBER Working Paper
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
48
Applied economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
42
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Journal of banking & finance
37
Working paper / National Bureau of Economic Research, Inc.
37
The econometrics journal
36
Working paper
36
Econometric theory
35
Journal of empirical finance
35
International journal of forecasting
34
CESifo working papers
32
IZA Discussion Paper
32
Discussion paper
31
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion papers / CEPR
29
Econometrics : open access journal
28
CREATES research paper
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
26
Journal of forecasting
25
Computational economics
23
International journal of economics and financial issues : IJEFI
23
Quantitative finance
23
SFB 649 discussion paper
23
The review of economics and statistics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
7
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
8
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
9
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
Saved in:
10
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->