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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:"Journal of mathematical finance"
~subject:"Börsenkurs"
~subject:"Capital income"
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Stochastischer Prozess
Volatility
Börsenkurs
Capital income
Estimation theory
230
Schätztheorie
230
Theorie
66
Theory
66
Estimation
57
Schätzung
57
Time series analysis
41
Zeitreihenanalyse
41
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Regression analysis
25
Regressionsanalyse
25
Volatilität
19
Forecasting model
17
Prognoseverfahren
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Stochastic process
15
Panel
13
Panel study
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Deutschland
12
Germany
12
Statistical distribution
12
Statistische Verteilung
12
Cointegration
11
Kointegration
11
Production function
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Produktionsfunktion
11
Share price
10
Geldnachfrage
9
Kapitaleinkommen
9
Money demand
9
Option pricing theory
9
Optionspreistheorie
9
Statistical test
9
Statistischer Test
9
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English
38
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Krämer, Walter
3
Koulis, Theodoro
2
Runde, Ralf
2
Adewuyi, Adejumo Wahab
1
Arora, Vipin
1
Azencott, Robert
1
Bauwens, Luc
1
Bhattacharyya, Malay
1
Bishwal, Jaya Prakasah Narayan
1
Cromwell, Jeff B.
1
Dai, Xianhua
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Filipović, Damir
1
Fukasawa, Masaaki
1
Gao, Kun
1
Giannakas, Kōnstantinos
1
Ginley, Matthew
1
Giot, Pierre
1
Gloter, Arnaud
1
Guermat, Cherif
1
Gumbo, Victor
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Hurley, William J.
1
Härdle, Wolfgang
1
Jin, Sainan
1
Kalckreuth, Ulf von
1
Kouassi, Eugène
1
Labys, Walter C.
1
Lee, Roger
1
Li, Hong
1
Liu, Zhi
1
Madhav R., Siddarth
1
Mancini, Cecilia
1
Marie, Nicolas
1
Mashele, Hopolang P.
1
Mattiussi, Vanessa
1
McDonald, James B.
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance and stochastics
Journal of mathematical finance
Journal of econometrics
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
45
Discussion paper / Tinbergen Institute
40
Journal of empirical finance
40
Econometric reviews
32
Economic modelling
30
CREATES research paper
28
Econometric theory
27
Finance research letters
27
Journal of banking & finance
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Quantitative finance
23
Journal of risk and financial management : JRFM
21
Journal of financial econometrics
19
SFB 649 discussion paper
19
International journal of theoretical and applied finance
18
Working paper
18
European journal of operational research : EJOR
17
International journal of forecasting
17
Journal of forecasting
17
NBER Working Paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Econometrics : open access journal
16
Journal of financial and quantitative analysis : JFQA
16
The North American journal of economics and finance : a journal of financial economics studies
16
The econometrics journal
16
Computational economics
15
Journal of financial economics
15
NBER working paper series
15
Working paper / National Bureau of Economic Research, Inc.
15
The journal of finance : the journal of the American Finance Association
14
Cowles Foundation discussion paper
13
International journal of economics and financial issues : IJEFI
13
The European journal of finance
13
The review of financial studies
13
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
38
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1
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
Saved in:
2
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
3
Switching-regime regression for modeling and predicting a stock market return
Szulczyk, Kenneth R.
;
Zhang, Changyong
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2385-2403
Persistent link: https://www.econbiz.de/10012314364
Saved in:
4
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
5
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
6
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
7
Partially adaptive and robust estimation of asset models : accommodating skewness and kurtosis in returns
McDonald, James B.
;
Michelfelder, Richard A.
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011658478
Saved in:
8
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
9
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
10
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
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