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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~subject:"Korrelation"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Schock
Volatilität
Korrelation
Statistical distribution
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
ARCH model
23
ARCH-Modell
23
Forecasting model
23
Prognoseverfahren
23
Time series analysis
17
Zeitreihenanalyse
17
Estimation theory
15
Schätztheorie
15
Risikoprämie
12
Risk premium
12
Risikomaß
11
Risk measure
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Stochastic process
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Stochastischer Prozess
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Statistische Verteilung
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Aktienmarkt
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Correlation
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Regression analysis
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Regressionsanalyse
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Stock market
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USA
7
United States
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CAPM
6
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Risk
6
Nichtparametrisches Verfahren
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Article
42
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43
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English
43
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Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Ghysels, Eric
2
Lunde, Asger
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Schaumburg, Ernst
2
Ahlgren, Niklas
1
Ahoniemi, Katja
1
Antell, Jan
1
Asai, Manabu
1
Audrino, Francesco
1
Badescu, Alexandru
1
Bali, Turan G.
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Caldeira, João F.
1
Camponovo, Lorenzo
1
Caporin, Massimiliano
1
Chen, Yi-ting
1
Corsi, Fulvio
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Feunou, Bruno
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Gonçalves, Sílvia
1
Haas, Markus
1
Hansen, Peter Reinhard
1
Hao, Jinji
1
Hassler, Uwe
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
205
Economic modelling
190
Energy economics
171
International review of economics & finance : IREF
148
Finance research letters
146
Journal of econometrics
142
Applied economics letters
123
The North American journal of economics and finance : a journal of financial economics studies
122
International review of financial analysis
117
Economics letters
115
Journal of banking & finance
113
Journal of international money and finance
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Journal of empirical finance
95
Applied financial economics
87
Journal of international financial markets, institutions & money
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Journal of economic dynamics & control
76
Research in international business and finance
76
The journal of futures markets
74
Journal of risk and financial management : JRFM
68
Journal of macroeconomics
63
International journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
International journal of finance & economics : IJFE
57
The European journal of finance
55
Macroeconomic dynamics
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Journal of financial economics
48
Journal of monetary economics
47
Journal of applied econometrics
46
Journal of international economics
46
International Journal of Energy Economics and Policy : IJEEP
42
Pacific-Basin finance journal
41
Quantitative finance
41
Journal of money, credit and banking : JMCB
40
Empirical economics : a quarterly journal of the Institute for Advanced Studies
38
International journal of economics and finance
38
Econometric reviews
36
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ECONIS (ZBW)
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
3
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
4
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
5
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
7
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
8
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
9
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
10
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
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