//--> //--> //--> //-->
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
subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Quantitative finance"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Volatilität
Nichtparametrisches Verfahren
Estimation theory
38
Schätztheorie
38
Volatility
16
Estimation
13
Schätzung
13
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Börsenkurs
8
Portfolio selection
8
Portfolio-Management
8
Share price
8
Stochastic process
8
Stochastischer Prozess
8
Option pricing theory
7
Optionspreistheorie
7
Market microstructure
6
Marktmikrostruktur
6
Capital income
5
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Statistical distribution
5
Statistische Verteilung
5
Correlation
4
Derivat
4
Derivative
4
Korrelation
4
Modellierung
4
Scientific modelling
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
CAPM
3
Estimation error
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
more ...
less ...
Online availability
All
Undetermined
14
Free
4
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Achab, Massil
1
Bacry, E.
1
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Favreau, Charles
1
Galakis, John
1
Han, Yongli
1
Hizmeri, Rodrigo
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kane, Hayden
1
Kawasaki, Yoshinori
1
Lewis, Alan L.
1
Liu, Guangying
1
Mathew, Thomas
1
Mingone, A.
1
Muzy, J. F.
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Pelagatti, Matteo
1
Pirjol, Dan
1
Podobnik, Boris
1
Qiao, Kenan
1
Rambaldi, M.
1
Realdon, Marco
1
Sbrana, Giacomo
1
Shelton, Austin
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stanley, H. Eugene
1
Stupfler, G.
1
Sun, Yuying
1
Tudor, Sebastian F.
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of econometrics
413
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Econometric theory
116
Economics letters
107
Econometric reviews
102
Journal of the American Statistical Association : JASA
79
The econometrics journal
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Quantitative economics : QE ; journal of the Econometric Society
37
Economic modelling
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
European journal of operational research : EJOR
29
Journal of applied econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International journal of forecasting
26
Econometrics : open access journal
25
Journal of banking & finance
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Applied economics letters
20
Journal of risk and financial management : JRFM
20
Applied economics
19
Computational economics
19
Energy economics
18
Oxford bulletin of economics and statistics
16
Insurance / Mathematics & economics
15
Journal of financial econometrics
15
Journal of productivity analysis
15
Finance research letters
14
International journal of theoretical and applied finance
14
Journal of forecasting
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
The North American journal of economics and finance : a journal of financial economics studies
11
International journal of economics and financial issues : IJEFI
10
Journal of econometric methods
10
The review of economic studies
10
Cambridge working papers in economics
9
Finance and stochastics
9
Operations research
9
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
10
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->