//--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Blazsek, Szabolcs"
~person:"Fonseca, José da"
~subject:"Share price"
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 theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Share price
Estimation theory
2
Schätztheorie
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Correlation
1
Empirical Characteristic Function
1
Estimation
1
Forecasting model
1
Generalized Method of Moments
1
Korrelation
1
Method of moments
1
Momentenmethode
1
Prognoseverfahren
1
Schätzung
1
Stochastic Correlation
1
Stochastic process
1
Stock index
1
Time series analysis
1
Volatilität
1
Wishart Process
1
Zeitreihenanalyse
1
dynamic conditional score (DCS)
1
expected return
1
generalized autoregressive score (GAS)
1
maximum likelihood (ML) conditions for score-driven models
1
volatility forecasting
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Blazsek, Szabolcs
Fonseca, José da
Gatheral, Jim
2
Li, Jing
2
Abbara, Omar
1
Albanese, Claudio
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Anatolyev, Stanislav
1
Baldeaux, jan
1
Baruník, Jozef
1
Belomestny, Denis
1
Bu, Ruijun
1
Buescu, Cristin
1
Cezaro, Adriano de
1
Chan, Jennifer So Kuen
1
Chen, Tzu-ying
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Daníelsson, Jón
1
El Qalli, Yassine
1
Enders, Walter
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Gong, Jinguo
1
Goutte, Stéphane
1
Grandits, Peter
1
Grasselli, Martino
1
Guhr, Thomas
1
Hadri, Kaddour
1
Han, Chuan-Hsiang
1
Hou, Weijie
1
How, Desmond
1
Härdle, Wolfgang
1
Ielpo, Florian
1
Jensen, Mark J.
1
Kainhofer, Reinhold
1
Kalyvitēs, Sarantēs
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Estimating the Wishart Affine Stochastic Correlation model using the empirical characteristic function
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 253-289
Persistent link: https://www.econbiz.de/10010384289
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->