//--> //--> //--> //-->
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
source:"econis"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics"
~subject:"Faktorenanalyse"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Faktorenanalyse
Estimation
51
Schätzung
51
Volatilität
31
Capital income
23
Kapitaleinkommen
23
Time series analysis
22
Zeitreihenanalyse
22
Estimation theory
19
Schätztheorie
19
Theorie
17
Theory
17
Börsenkurs
16
Share price
16
ARCH model
14
ARCH-Modell
14
Forecasting model
12
Prognoseverfahren
12
Correlation
8
Korrelation
8
Risikomaß
8
Risk measure
8
Stochastic process
8
Stochastischer Prozess
8
Risikoprämie
7
Risk premium
7
CAPM
6
Portfolio selection
6
Portfolio-Management
6
Analysis of variance
5
Varianzanalyse
5
realized volatility
5
Aktienmarkt
4
Factor analysis
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Option pricing theory
4
Optionspreistheorie
4
Regression analysis
4
more ...
less ...
Online availability
All
Undetermined
31
Free
2
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Hansen, Peter Reinhard
2
Sancetta, Alessio
2
Alitab, Dario
1
Andreou, Elena
1
Barigozzi, Matteo
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bee, Marco
1
Bekierman, Jeremias
1
Berardi, Andrea
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Calzolari, Giorgio
1
Cenesizoglu, Tolga
1
Chen, Qiang
1
Chorro, Christophe
1
Corsi, Fulvio
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
Erdemlioglu, Deniz
1
Francq, Christian
1
Gagliardini, Patrick
1
Ghysels, Eric
1
Gong, Yuting
1
Gorgi, P.
1
Grassi, Stefano
1
Gribisch, Bastian
1
Grønneberg, Steffen
1
Halbleib, Roxana
1
Hallin, Marc
1
Hansen, Anne Lundgaard
1
Hassler, Uwe
1
Hong, Seok Young
1
Huang, Zhuo
1
Hung, Mao-Wei
1
Ibrushi, Denada
1
Inoue, Atsushi
1
Janus, Paweł
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Energy economics
144
Finance research letters
136
Journal of econometrics
131
Applied economics
130
Economic modelling
123
International review of economics & finance : IREF
116
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
101
Working paper
90
Working paper / National Bureau of Economic Research, Inc.
90
Journal of banking & finance
89
Journal of empirical finance
85
NBER working paper series
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Applied economics letters
78
NBER Working Paper
76
Applied financial economics
75
Journal of international money and finance
74
Journal of international financial markets, institutions & money
71
Economics letters
70
Research in international business and finance
69
International journal of forecasting
68
Discussion paper / Tinbergen Institute
66
CESifo working papers
64
The journal of futures markets
61
Discussion paper / Centre for Economic Policy Research
57
Journal of risk and financial management : JRFM
55
The European journal of finance
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
International journal of finance & economics : IJFE
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of financial economics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
International Journal of Energy Economics and Policy : IJEEP
38
Discussion paper
36
Journal of economic dynamics & control
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
International journal of economics and financial issues : IJEFI
35
Pacific-Basin finance journal
35
Quantitative finance
35
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
33
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
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
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
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:
6
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:
7
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
8
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
9
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
10
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->