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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Deutschland"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Deutschland
Estimation theory
373
Schätztheorie
373
Estimation
101
Schätzung
101
Time series analysis
98
Zeitreihenanalyse
98
Theorie
71
Theory
71
Regression analysis
44
Regressionsanalyse
44
Volatilität
41
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Forecasting model
32
Prognoseverfahren
32
ARCH model
29
ARCH-Modell
29
Capital income
27
Kapitaleinkommen
27
Cointegration
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Kointegration
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Statistical test
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Statistischer Test
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Stochastic process
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Portfolio selection
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Portfolio-Management
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Statistical distribution
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Statistische Verteilung
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Börsenkurs
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Panel
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Panel study
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Bayes-Statistik
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English
64
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Krämer, Walter
3
Hadri, Kaddour
2
Lee, Kyungsub
2
Li, Jing
2
Runde, Ralf
2
Winkelmann, Rainer
2
Wu, Xinyu
2
Abbara, Omar
1
Adesina, Tola
1
Anatolyev, Stanislav
1
Ardia, David
1
Arnerić, Josip
1
Azencott, Robert
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bluteau, Keven
1
Bohara, Alok Kumar
1
Bonaparte, Yosef
1
Brücker, Herbert
1
Bu, Ruijun
1
Chan, Jennifer So Kuen
1
Chatrath, Arjun
1
Cheng, Jie
1
Chevallier, Julien
1
Christie-David, Rohan
1
Chuffart, Thomas
1
Cromwell, Jeff B.
1
Daníelsson, Jón
1
Enders, Walter
1
Escribano, Álvaro
1
Fang, Ying
1
Filipović, Damir
1
Flachaire, Emmanuel
1
Fonseca, José da
1
Fukasawa, Masaaki
1
Gao, Kun
1
Giannakas, Kōnstantinos
1
Gloter, Arnaud
1
Goutte, Stéphane
1
Grasselli, Martino
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance and stochastics
Finance research letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Economics letters
39
Discussion paper / Tinbergen Institute
38
Econometric reviews
31
Economic modelling
28
CREATES research paper
26
Econometric theory
26
Journal of empirical finance
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Discussion paper
18
SFB 649 discussion paper
18
Quantitative finance
17
Discussion papers of interdisciplinary research project 373
16
Europäische Hochschulschriften / 5
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
Econometrics : open access journal
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
NBER Working Paper
14
The econometrics journal
14
Cowles Foundation discussion paper
13
NBER working paper series
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / National Bureau of Economic Research, Inc.
12
Mathematics of operations research
11
Computational economics
10
Discussion paper series / IZA
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
10
Operations research
10
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ECONIS (ZBW)
64
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
7
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
8
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
9
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
10
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
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