//--> //--> //-->
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:"Impact assessment"
~person:"Lux, Thomas"
~person:"Polt, Wolfgang"
~subject:"Volatility"
~type:"article"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Impact assessment
Volatility
Estimation
11
Schätzung
10
Börsenkurs
6
Share price
6
Deutschland
4
Forecasting model
4
Germany
4
Prognoseverfahren
4
Agent-based modeling
3
Agentenbasierte Modellierung
3
Capital income
3
Estimation theory
3
Kapitaleinkommen
3
Schätztheorie
3
Simulation
3
Theorie
3
Theory
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Anlageverhalten
2
Behavioural finance
2
Financial market
2
Finanzmarkt
2
Meinung
2
Method of moments
2
Momentenmethode
2
Opinion
2
Time series analysis
2
Zeitreihenanalyse
2
1997-2002
1
2004-2008
1
Agent-based model
1
Agent-based models
1
Aktie
1
Aktienindex
1
Aktienmarkt
1
Analysis
1
Asset pricing
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Lux, Thomas
Polt, Wolfgang
Gupta, Rangan
70
Bahmani-Oskooee, Mohsen
36
Ma, Feng
26
Pierdzioch, Christian
25
Todorov, Viktor
25
Bouri, Elie
24
McAleer, Michael
24
Bollerslev, Tim
23
Balcilar, Mehmet
22
Wohar, Mark E.
22
Xuan Vinh Vo
22
Kumar, Dilip
20
Caporale, Guglielmo Maria
19
Tiwari, Aviral Kumar
19
Mensi, Walid
18
Gil-Alaña, Luis A.
17
Kang, Sang Hoon
17
Rashid, Abdul
17
Apergēs, Nikolaos
16
Asai, Manabu
16
Belke, Ansgar
16
Lee, Chien-chiang
15
Brooks, Robert
14
Chiang, Thomas C.
14
Li, Jia
14
Narayan, Paresh Kumar
14
Wang, Yudong
14
Wei, Yu
14
Yoon, Seong-min
14
Zhu, Huiming
14
Andersen, Torben
13
Caporin, Massimiliano
13
Tauchen, George Eugene
13
Wu, Xinyu
13
Zhang, Yaojie
13
Hammoudeh, Shawkat
12
Hegerty, Scott W.
12
Herwartz, Helmut
12
Hujer, Reinhard
12
Malik, Farooq
12
more ...
less ...
Published in...
All
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
2
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
3
Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching
Lux, Thomas
;
Kaizoji, Taisei
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1808-1843
Persistent link: https://www.econbiz.de/10003487855
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->