//--> //--> //--> //-->
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:"Journal of financial econometrics"
~isPartOf:"NBER working paper series"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Share price"
~subject:"Volatilität"
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
Share price
Volatilität
Estimation theory
519
Schätztheorie
519
Estimation
112
Schätzung
112
Time series analysis
110
Zeitreihenanalyse
110
Regression analysis
52
Regressionsanalyse
52
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
ARCH model
37
ARCH-Modell
37
Causality analysis
32
Kausalanalyse
32
Capital income
30
Kapitaleinkommen
30
Forecasting model
29
Prognoseverfahren
29
Statistical test
29
Statistischer Test
29
Stochastic process
25
Stochastischer Prozess
25
Correlation
24
Korrelation
24
Börsenkurs
22
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Robust statistics
21
Robustes Verfahren
21
Cointegration
20
Kointegration
20
USA
20
United States
20
Risikomaß
19
Risk measure
19
Statistical distribution
19
Statistische Verteilung
19
more ...
less ...
Online availability
All
Undetermined
38
Free
12
Type of publication
All
Article
55
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Language
All
English
64
Author
All
Sancetta, Alessio
2
Abbara, Omar
1
Ahlgren, Niklas
1
Ait-Sahalia, Yacine
1
Alizadeh, Sassan
1
Anatolyev, Stanislav
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bos, Charles S.
1
Brandt, Michael W.
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Caldeira, João F.
1
Carrasco, Marine
1
Casas, Isabel
1
Chan, Jennifer So Kuen
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Cipollini, Fabrizio
1
Creal, Drew D.
1
Daníelsson, Jón
1
Diebold, Francis X.
1
Dávila, Eduardo
1
Enders, Walter
1
Engle, Robert F.
1
Escribano, Álvaro
1
Fan, Jianqing
1
Fan, Yingying
1
Fernández-Villaverde, Jesús
1
Ferreira, Eva
1
Flachaire, Emmanuel
1
Francq, Christian
1
Frankel, Jeffrey A.
1
Frederiksen, Per
1
Gallo, Giampiero M.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
9
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial econometrics
NBER working paper series
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Discussion paper / Tinbergen Institute
29
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Quantitative finance
18
CREATES research paper
17
Econometric theory
16
Finance research letters
16
International journal of forecasting
14
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
Working paper
12
Cambridge working papers in economics
11
NBER Working Paper
11
SFB 649 discussion paper
11
The econometrics journal
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
6
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
7
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
8
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
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...
//-->