//--> //--> //--> //-->
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:"Volatilität"
type:"article"
~isPartOf:"Quantitative finance"
~subject:"Geldpolitik"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Geldpolitik
Estimation
79
Schätzung
78
Volatility
35
Theorie
33
Theory
33
Börsenkurs
31
Share price
31
Capital income
26
Kapitaleinkommen
26
Forecasting model
21
Prognoseverfahren
21
Time series analysis
17
Zeitreihenanalyse
17
Portfolio selection
16
Portfolio-Management
16
Estimation theory
13
Schätztheorie
13
ARCH model
12
ARCH-Modell
12
Market microstructure
11
Marktmikrostruktur
11
Risikomaß
11
Risk measure
11
Aktienmarkt
10
CAPM
10
Stock market
10
Risiko
9
Risk
9
Markov chain
8
Markov-Kette
8
Option pricing theory
8
Optionspreistheorie
8
Securities trading
8
Statistical distribution
8
Statistische Verteilung
8
Stochastic process
8
Stochastischer Prozess
8
Wertpapierhandel
8
Correlation
7
more ...
less ...
Online availability
All
Undetermined
29
Free
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Sornette, Didier
3
Wehrli, Alexander
3
Wheatley, Spencer
2
Ahn, Kwangwon
1
Alemany, N.
1
Alexander, Carol
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Beer, Simone
1
Bianchi, Michele Leonardo
1
Canabarro, Askery
1
Chi, Xie
1
Chorniy, Vladimir
1
Chronopoulou, Alexandra
1
Ciacci, Alberto
1
Dakos, Michael
1
Dungey, Mardi H.
1
Echenim, Mnacho
1
Fanelli, Viviana
1
Fink, Holger Maria
1
Galakis, John
1
Gerlach, Richard
1
Gobet, Emmanuel
1
Hacini, Mehdi-Vincent
1
Holloway, Jet
1
Holý, Vladimír
1
Hsieh, Fushing
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyun-Gyoon
1
Kim, Jeong-Hoon
1
Kotecha, Vinay
1
Kroon, Erik
1
Kwon, Se-Jin
1
Lee, Daeyong
1
Li, Shu-Hui
1
Li, Wai Keung
1
Lichtner, Mark
1
more ...
less ...
Published in...
All
Quantitative finance
Economic modelling
197
Applied economics
192
Energy economics
161
Finance research letters
148
International review of economics & finance : IREF
142
Journal of international money and finance
133
The North American journal of economics and finance : a journal of financial economics studies
120
Applied economics letters
119
International review of financial analysis
113
Journal of econometrics
106
Journal of banking & finance
99
Economics letters
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of empirical finance
85
Applied financial economics
83
Research in international business and finance
82
Journal of international financial markets, institutions & money
79
Journal of economic dynamics & control
73
Journal of macroeconomics
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
International journal of finance & economics : IJFE
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of risk and financial management : JRFM
61
The journal of futures markets
61
Journal of monetary economics
55
The European journal of finance
52
Macroeconomic dynamics
51
International journal of forecasting
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
International journal of economics and finance
47
International journal of economics and financial issues : IJEFI
47
Journal of money, credit and banking : JMCB
46
Journal of financial economics
43
Cogent economics & finance
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
International Journal of Energy Economics and Policy : IJEEP
40
Pacific-Basin finance journal
37
Journal of applied econometrics
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
21
-
30
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Calibrating rough volatility models : a convolutional neural network approach
Stone, Henry
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 379-392
Persistent link: https://www.econbiz.de/10012194872
Saved in:
22
VIX futures term structure and the expectations hypothesis
Asensio, Ivan Oscar
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 619-638
Persistent link: https://www.econbiz.de/10012194910
Saved in:
23
Stock market uncertainty and economic fundamentals : an entropy-based approach
Ahn, Kwangwon
;
Lee, Daeyong
;
Sohn, Sungbin
;
Yang, B.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10012194751
Saved in:
24
The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
Wheatley, Spencer
;
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1165-1178
Persistent link: https://www.econbiz.de/10012194752
Saved in:
25
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
26
Dynamics of foreign exchange implied volatility and implied correlation surfaces
Beer, Simone
;
Fink, Holger Maria
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1293-1320
Persistent link: https://www.econbiz.de/10012194789
Saved in:
27
On the seasonality in the implied volatility of electricity options
Fanelli, Viviana
;
Schmeck, Maren Diane
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1321-1337
Persistent link: https://www.econbiz.de/10012194790
Saved in:
28
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun
;
Li, Shu-Hui
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Saved in:
29
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
30
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
First
Prev
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->