//--> //--> //--> //-->
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:"USA"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"The review of financial studies"
~subject:"Volatility"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
USA
Volatility
Estimation theory
370
Schätztheorie
370
Theorie
200
Theory
200
Time series analysis
84
Zeitreihenanalyse
84
Forecasting model
79
Prognoseverfahren
79
Estimation
62
Schätzung
62
United States
45
Regression analysis
34
Regressionsanalyse
34
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Capital income
19
Kapitaleinkommen
19
Börsenkurs
18
Share price
18
Bayes-Statistik
17
Bayesian inference
17
Volatilität
15
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Großbritannien
11
Panel
11
Panel study
11
Simulation
11
United Kingdom
11
Exchange rate
10
Stochastic process
10
Stochastischer Prozess
10
Wechselkurs
10
Welt
10
World
10
Correlation
9
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Language
All
English
58
Author
All
DeJong, David Neil
2
Nimalendran, Mahendrarajah
2
Taylor, James W.
2
Abraham, Bovas
1
Arguea, Nestor M.
1
Bailey, Natalia
1
Balakrishna, N.
1
Bazdresch, Santiago
1
Bekaert, Geert
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Blattenberger, Gail
1
Bocart, Fabian Y. R.
1
Bong, Joon Yoon
1
Boudoukh, Jacob
1
Brännäs, Kurt
1
Buchinsky, Moshe
1
Chan, Ngai Hang
1
Chen, Bei
1
Chen, Hui
1
Chernov, Mikhail
1
Chou, Ray Yeutien
1
Clark, Todd E.
1
Conley, Timothy G.
1
Cotterman, Robert
1
Deb, Partha
1
Diebold, Francis X.
1
Eckbo, B. Espen
1
Engle, Robert F.
1
Farrell, Claude
1
Fei, Tianlun
1
Fischer, Henning
1
Fong, Wai-mun
1
Franses, Philip Hans
1
Galbraith, John W.
1
Gel, Yulia R.
1
George, Thomas J.
1
Gooijer, Jan G. de
1
Gormley, Todd A.
1
Hafner, Christian M.
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of forecasting
The review of financial studies
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
The review of economics and statistics
44
Economics letters
42
Working paper / National Bureau of Economic Research, Inc.
39
Discussion paper / Tinbergen Institute
31
Econometric reviews
28
CREATES research paper
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
International journal of forecasting
24
Journal of empirical finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
American journal of agricultural economics
20
Econometric theory
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Applied economics
18
Economic modelling
18
Journal of banking & finance
18
The journal of futures markets
18
NBER working paper series
17
Journal of financial and quantitative analysis : JFQA
16
Quantitative finance
16
The journal of finance : the journal of the American Finance Association
16
The econometrics journal
15
Finance research letters
14
International journal of theoretical and applied finance
14
Discussion paper / Centre for Economic Policy Research
13
Journal of financial econometrics
13
Technical working paper / National Bureau of Economic Research
13
Discussion paper series / IZA
12
Journal of macroeconomics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of money, credit and banking : JMCB
10
Journal of risk and financial management : JRFM
10
NBER Working Paper
10
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
4
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
5
Estimating and testing dynamic corporate finance models
Bazdresch, Santiago
;
Kahn, R. Jay
;
Whited, Toni Marion
- In:
The review of financial studies
31
(
2018
)
1
,
pp. 322-361
Persistent link: https://www.econbiz.de/10011924631
Saved in:
6
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
7
Nonlinear shrinkage of the covariance matrix for portfolio selection : Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4349-4388
Persistent link: https://www.econbiz.de/10011924578
Saved in:
8
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
9
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
10
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->