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subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of futures markets"
~subject:"Großbritannien"
~subject:"Volatilität"
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Kapitaleinkommen
Großbritannien
Volatilität
Estimation
655
Schätzung
650
Estimation theory
219
Schätztheorie
219
Theorie
205
Theory
205
Volatility
163
USA
136
United States
136
Time series analysis
121
Zeitreihenanalyse
121
Nichtparametrisches Verfahren
108
Nonparametric statistics
108
Panel
94
Panel study
94
Börsenkurs
92
Share price
92
Forecasting model
86
Prognoseverfahren
86
Regression analysis
81
Regressionsanalyse
81
Capital income
71
Stochastic process
58
Stochastischer Prozess
58
ARCH model
53
ARCH-Modell
53
Option pricing theory
51
Optionspreistheorie
51
Statistical distribution
41
Statistische Verteilung
41
Factor analysis
38
Faktorenanalyse
38
Panel data
38
Index futures
37
Index-Futures
37
Bayes-Statistik
36
Bayesian inference
36
Commodity derivative
35
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Undetermined
108
Free
4
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Article
214
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214
Aufsatz in Zeitschrift
214
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English
214
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Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Dhaene, Geert
3
Fan, Jianqing
3
Lim, Kian-Guan
3
McAleer, Michael
3
Patton, Andrew J.
3
Taylor, Robert
3
Wang, Yazhen
3
Agarwalla, Sobhesh Kumar
2
Andreou, Elena
2
Asai, Manabu
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Barone-Adesi, Giovanni
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ederington, Louis H.
2
Ergemen, Yunus Emre
2
Fonseca, José da
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Heaney, Richard A.
2
Kong, Xin-Bing
2
Lai, Yu-Sheng
2
Li, Yingying
2
Meddahi, Nour
2
Miffre, Joëlle
2
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Journal of econometrics
The journal of futures markets
Applied economics
302
Discussion paper series / IZA
254
Working paper / National Bureau of Economic Research, Inc.
233
Finance research letters
228
NBER working paper series
222
International review of economics & finance : IREF
196
International review of financial analysis
193
NBER Working Paper
191
Journal of banking & finance
190
Economic modelling
186
Applied financial economics
181
Discussion paper / Centre for Economic Policy Research
172
Applied economics letters
168
Journal of empirical finance
162
Energy economics
158
The North American journal of economics and finance : a journal of financial economics studies
151
Journal of financial economics
143
Working paper
136
Journal of international money and finance
135
CESifo working papers
133
Journal of international financial markets, institutions & money
120
Economics letters
114
Research in international business and finance
111
The European journal of finance
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Discussion paper
96
IZA Discussion Paper
94
International journal of finance & economics : IJFE
89
Pacific-Basin finance journal
87
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Review of quantitative finance and accounting
77
Journal of risk and financial management : JRFM
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Discussion paper / Tinbergen Institute
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
International journal of economics and finance
65
International journal of forecasting
65
Management science : journal of the Institute for Operations Research and the Management Sciences
65
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ECONIS (ZBW)
214
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
7
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
8
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
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9
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:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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