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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of futures markets"
~person:"Ma, Feng"
~person:"Sosvilla-Rivero, Simón"
~person:"Todorov, Viktor"
~subject:"Commodity derivative"
~subject:"Markov-regime switching"
~subject:"Risiko"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation"
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EU-Staaten
Commodity derivative
Markov-regime switching
Risiko
Volatility
Estimation
19
Schätzung
19
Volatilität
16
Capital income
10
Kapitaleinkommen
10
Stochastic process
9
Stochastischer Prozess
9
Börsenkurs
8
Estimation theory
8
Schätztheorie
8
Share price
8
High-frequency data
7
Time series analysis
7
Zeitreihenanalyse
7
Forecasting model
6
Prognoseverfahren
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Stochastic volatility
5
Option pricing theory
4
Optionspreistheorie
4
ARCH model
3
ARCH-Modell
3
Beta risk
3
Betafaktor
3
CAPM
3
Martingal
3
Martingale
3
Risk
3
Theorie
3
Theory
3
Welt
3
World
3
Adaptive estimation
2
Aktienindex
2
Aktienmarkt
2
Beta
2
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Article
17
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Übersichtsarbeit
Aufsatz in Zeitschrift
Conference paper
Article in journal
17
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English
17
Author
All
Ma, Feng
Sosvilla-Rivero, Simón
Todorov, Viktor
Bollerslev, Tim
8
Tauchen, George Eugene
7
Li, Jia
6
Kim, Donggyu
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Christiansen, Charlotte
3
Corbet, Shaen
3
Francq, Christian
3
Gupta, Rangan
3
Ji, Qiang
3
Lai, Yu-Sheng
3
Long, Huaigang
3
McAleer, Michael
3
Park, Joon Y.
3
Patton, Andrew J.
3
Shi, Yanlin
3
Tiwari, Aviral Kumar
3
Wang, Yazhen
3
Wu, Xinyu
3
Xiu, Dacheng
3
Yarovaya, Larisa
3
Zakoïan, Jean-Michel
3
Zaremba, Adam
3
Zhang, Yaojie
3
Agarwalla, Sobhesh Kumar
2
Akyildirim, Erdinc
2
Asai, Manabu
2
Aslanidis, Nektarios
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Botosaru, Irene
2
Brzeszczyński, Janusz
2
Będowska-Sójka, Barbara
2
Chi, Yeguang
2
Chiang, Thomas C.
2
Christensen, Kim
2
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Finance research letters
Journal of econometrics
The journal of futures markets
Applied economics
6
Energy economics
6
Applied economics letters
5
Journal of financial economics
4
Journal of international financial markets, institutions & money
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Quantitative economics : QE ; journal of the Econometric Society
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Baltic journal of economics
1
Econometric theory
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Hacienda pública española : review of public economics
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Review of quantitative finance and accounting
1
Revista de economía mundial : REM ; revista de la Sociedad de Economía Mundial
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
17
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17
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
4
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
5
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
6
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
7
Global tail risk and oil return predictability
Qian, Lihua
;
Zeng, Qing
;
Lu, Xinjie
;
Ma, Feng
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553904
Saved in:
8
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
9
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
10
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
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