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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Quantitative finance"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Estimation theory
75
Schätztheorie
75
Estimation
32
Schätzung
32
Volatility
24
Time series analysis
20
Zeitreihenanalyse
20
Börsenkurs
16
Share price
16
ARCH model
13
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
Cointegration
12
Kointegration
12
Capital income
10
Kapitaleinkommen
10
Exchange rate
9
Portfolio selection
9
Portfolio-Management
9
Wechselkurs
9
Stochastic process
8
Stochastischer Prozess
8
Market microstructure
7
Marktmikrostruktur
7
Option pricing theory
7
Optionspreistheorie
7
Autocorrelation
6
Autokorrelation
6
Risikomaß
6
Risk measure
6
Aktienmarkt
5
Correlation
5
Korrelation
5
Regression analysis
5
Regressionsanalyse
5
Statistical distribution
5
Statistische Verteilung
5
Stock market
5
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13
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13
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Article
26
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Article in journal
Aufsatz in Zeitschrift
26
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English
26
Author
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Bayer, Christian
1
Behrendt, Simon
1
Belasri, Yassine
1
Breneis, Simon
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Chaido
1
Ellaia, Rachid
1
Favreau, Charles
1
Galakis, John
1
Hamzaoui, Nessrine
1
Han, Yongli
1
Hizmeri, Rodrigo
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kalai, Lamia
1
Kane, Hayden
1
Kawasaki, Yoshinori
1
Lewis, Alan L.
1
Liu, Guangying
1
Liu, Hung-Chun
1
Mathew, Thomas
1
Mingone, A.
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Pelagatti, Matteo
1
Pirjol, Dan
1
Podobnik, Boris
1
Qiao, Kenan
1
Realdon, Marco
1
Regaieg, Boutheina
1
Saddique, Shamila
1
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International journal of economics and financial issues : IJEFI
Quantitative finance
Journal of econometrics
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
28
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
International journal of forecasting
15
Oxford bulletin of economics and statistics
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
The econometrics journal
13
Finance research letters
12
Journal of applied econometrics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk and financial management : JRFM
10
Applied economics
9
Econometrics : open access journal
9
Finance and stochastics
8
Applied economics letters
7
Journal of mathematical finance
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
The European journal of finance
6
The journal of futures markets
6
The journal of risk model validation
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European journal of operational research : EJOR
5
International review of financial analysis
5
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ECONIS (ZBW)
26
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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
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
10
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
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