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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Advanced mathematical methods for finance"
~isPartOf:"Application of operations research to financial markets"
~subject:"Realized variance"
~subject:"Regression analysis"
~type:"article"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Volatilität
Realized variance
Regression analysis
Estimation theory
3
Schätztheorie
3
Volatility
3
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Affine GARCH models
1
Analysis of variance
1
Diffusion limits
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Functional linear regression
1
Functional principal component regression
1
High-frequency financial data
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Ordinary least squares
1
Penalised least squares
1
Prognoseverfahren
1
Regressionsanalyse
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Theorie
1
Theory
1
Variance dependent pricing kernels
1
Variance swaps
1
Varianzanalyse
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Working Paper
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English
3
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Andrikopoulos, Alexandru
1
Cui, Zhenyu
1
Es, Bert van
1
Kearney, Fearghal
1
Ortega, Juan-Pablo
1
Shang, Han Lin
1
Spreij, Peter
1
Yang, Yang
1
Zanten, Harry van
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Advanced mathematical methods for finance
Application of operations research to financial markets
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
6
Handbook of financial time series
6
Handbook of applied econometrics and statistical inference
5
Robustness in econometrics
5
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
5
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
4
Probability and statistical decision theory
3
Advances in analytics and applications
2
Econometric analysis of financial and economic time series ; part a
2
Essays in honor of Jerry Hausman
2
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
2
Essays in honor of Peter C. B. Phillips
2
Fundamentals of marketing research ; Vol. 4
2
Handbook of partial least squares : concepts, methods and applications
2
Maximum likelihood estimation of misspecified models : twenty years later
2
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
2
Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
2
Statistical methods in finance
2
The Oxford handbook of credit derivatives
2
The Oxford handbook of panel data
2
Valuation, financial modeling, and quantitative tools
2
30th anniversary edition
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in spatial econometrics : methodology, tools and applications
1
Annals of operations research ; volume 289, number 2 (June 2020)
1
Applied quantitative finance
1
Computational biomedicine
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Cu - Hi
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Econometric analysis of quantile regression models and networks : with empirical applications
1
Econometrics
1
Economic dynamics : theory, games and empirical studies
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Economics to econometrics : contributions in honor of Daniel L. McFadden
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Encyclopedia of economics research ; Vol. 1
1
Essays in honor of Cheng Hsiao
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
2
Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
Persistent link: https://www.econbiz.de/10012160005
Saved in:
3
Nonparametric methods for volatility density estimation
Es, Bert van
;
Spreij, Peter
;
Zanten, Harry van
- In:
Advanced mathematical methods for finance
,
(pp. 293-312)
.
2011
Persistent link: https://www.econbiz.de/10008991285
Saved in:
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