//--> //--> //--> //-->
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:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Germany"
~subject:"Volatilität"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Germany
Volatilität
Estimation
64
Schätzung
63
Volatility
29
Theorie
28
Theory
28
Börsenkurs
26
Share price
26
Capital income
22
Kapitaleinkommen
22
Forecasting model
17
Time series analysis
14
Zeitreihenanalyse
14
Portfolio selection
11
Portfolio-Management
11
Estimation theory
10
Schätztheorie
10
Aktienmarkt
9
Risiko
9
Risk
9
Stock market
9
ARCH model
8
ARCH-Modell
8
CAPM
8
Market microstructure
8
Marktmikrostruktur
8
Risikomaß
8
Risk measure
8
Markov chain
7
Markov-Kette
7
Securities trading
7
Statistical distribution
7
Statistische Verteilung
7
Wertpapierhandel
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
Anlageverhalten
5
more ...
less ...
Online availability
All
Undetermined
Free
6
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
Author
All
Sornette, Didier
4
Lillo, Fabrizio
2
Livieri, Giulia
2
Sun, Yuying
2
Wang, Shouyang
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Ahn, Kwangwon
1
Alemany, N.
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Basse, Tobias
1
Beer, Simone
1
Bianchi, Michele Leonardo
1
Bormetti, Giacomo
1
Bouchaud, Jean-Philippe
1
Buccheri, Giuseppe
1
Canabarro, Askery
1
Chen, May-Ru
1
Chi, Xie
1
Chorniy, Vladimir
1
Chow, K. Victor
1
Chronopoulou, Alexandra
1
Ciacci, Alberto
1
Demirer, Rıza
1
Demos, Guilherme
1
Dungey, Mardi H.
1
Echenim, Mnacho
1
Fanelli, Viviana
1
Faria, Gonçalo
1
Fieberg, Christian
1
Fink, Holger Maria
1
Fiévet, Lucas
1
Gerlach, Richard
1
Giner, Javier
1
Gobet, Emmanuel
1
Guo, Meihui
1
Gupta, Rangan
1
Hacini, Mehdi-Vincent
1
Holloway, Jet
1
more ...
less ...
Published in...
All
Quantitative finance
Finance research letters
190
Energy economics
163
Discussion paper / Centre for Economic Policy Research
160
Applied economics
147
Economic modelling
124
International review of economics & finance : IREF
120
International review of financial analysis
110
International journal of forecasting
108
Journal of econometrics
105
The North American journal of economics and finance : a journal of financial economics studies
103
Applied economics letters
88
Journal of banking & finance
87
Economics letters
86
Journal of empirical finance
80
Research in international business and finance
74
Discussion papers / CEPR
66
Journal of international money and finance
66
Journal of international financial markets, institutions & money
63
Working paper / National Bureau of Economic Research, Inc.
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Jahrbücher für Nationalökonomie und Statistik
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of financial economics
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Pacific-Basin finance journal
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of forecasting
43
The European journal of finance
41
SpringerLink / Bücher
40
Management science : journal of the Institute for Operations Research and the Management Sciences
38
Journal of economic dynamics & control
37
International journal of finance & economics : IJFE
36
Journal of financial markets
36
Journal of financial econometrics
32
Emerging markets, finance and trade : EMFT
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of economic behavior & organization : JEBO
29
Journal of macroeconomics
29
Labour economics : official journal of the European Association of Labour Economists
29
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
2
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
3
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
4
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
5
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
6
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
7
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
8
Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
Saved in:
9
Size and power in tests of return predictability
LeRoy, Stephen F.
;
Singhania, Rish
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
Saved in:
10
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->