//--> //--> //--> //-->
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:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of financial economics"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~subject:"Multivariate analysis"
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
Capital income
Multivariate analysis
Estimation theory
177
Schätztheorie
177
Estimation
56
Schätzung
56
Volatilität
44
Time series analysis
41
Zeitreihenanalyse
41
Börsenkurs
27
Kapitaleinkommen
27
Share price
27
ARCH model
24
ARCH-Modell
24
Forecasting model
24
Prognoseverfahren
24
CAPM
20
Theorie
19
Theory
19
Market microstructure
18
Marktmikrostruktur
18
Portfolio selection
17
Portfolio-Management
17
Regression analysis
17
Regressionsanalyse
17
Stochastic process
17
Stochastischer Prozess
17
Risikomaß
15
Risk measure
15
Cointegration
14
Kointegration
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Correlation
12
Korrelation
12
Exchange rate
11
Wechselkurs
11
Option pricing theory
10
Optionspreistheorie
10
Statistical test
10
more ...
less ...
Online availability
All
Undetermined
28
Free
15
Type of publication
All
Article
65
Type of publication (narrower categories)
All
Article in journal
65
Aufsatz in Zeitschrift
65
Language
All
English
65
Author
All
Adrian, Tobias
1
Ahlgren, Niklas
1
Andreou, Alena
1
Ang, Andrew
1
Antell, Jan
1
Bakshi, Gurdip S.
1
Balter, Janine
1
Bayer, Christian
1
Behrendt, Simon
1
Belasri, Yassine
1
Bormann, Carsten
1
Bos, Charles S.
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Breneis, Simon
1
Buccheri, G.
1
Caldeira, João F.
1
Canabarro, Askery
1
Cang, Yuquan
1
Carrasco, Marine
1
Chatterjee, Rupak
1
Chen, Jiaqin
1
Chi, Xie
1
Chinco, Alex
1
Chronopoulou, Alexandra
1
Cochrane, John H.
1
Corsi, Fulvio
1
Cremers, Martijn
1
Crump, Richard K.
1
Daei-Karimzadeh, Saeed
1
Dangl, Thomas
1
Daryanto, Arief
1
Ellaia, Rachid
1
Engle, Robert F.
1
Fama, Eugene F.
1
Fan, Jianqing
1
Fan, Yingying
1
Favreau, Charles
1
Fleckenstein, Matthias
1
Francq, Christian
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of economics and financial issues : IJEFI
Journal of financial economics
Quantitative finance
Journal of econometrics
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of empirical finance
35
Economics letters
33
Discussion paper / Tinbergen Institute
29
Econometric reviews
26
Finance research letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometric theory
20
Journal of forecasting
19
Journal of the American Statistical Association : JASA
19
CREATES research paper
18
Economic modelling
18
Journal of banking & finance
18
International journal of forecasting
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
International journal of theoretical and applied finance
15
The econometrics journal
15
Econometrics : open access journal
14
NBER Working Paper
13
The European journal of finance
13
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
Journal of mathematical finance
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Working paper / National Bureau of Economic Research, Inc.
11
Working papers
11
Insurance / Mathematics & economics
10
KBI
10
NBER working paper series
10
The review of financial studies
10
Working paper
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Journal of financial and quantitative analysis : JFQA
9
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
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
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
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
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
6
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:
7
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
8
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:
9
Biases in long-horizon predictive regressions
Boudoukh, Jacob
;
Israel, Ronen
;
Richardson, Matthew
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 937-969
Persistent link: https://www.econbiz.de/10013475444
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->