//--> //--> //-->
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_genre:"Working Paper"
~isPartOf:"Advanced mathematical methods for finance"
~isPartOf:"Application of operations research to financial markets"
~subject:"Realized variance"
~subject:"Variance dependent pricing kernels"
~type:"article"
~type_genre:"Book section"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Realized variance
Variance dependent pricing kernels
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
Regression analysis
1
Regressionsanalyse
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Theorie
1
Theory
1
Variance swaps
1
Varianzanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Working Paper
Book section
Aufsatz im Buch
3
Language
All
English
3
Author
All
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
1
more ...
less ...
Published in...
All
Advanced mathematical methods for finance
Application of operations research to financial markets
Handbook of financial time series
6
Econometric analysis of financial and economic time series ; part a
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Statistical methods in finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied quantitative finance
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
Econometrics
1
Economic dynamics : theory, games and empirical studies
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 M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Essays in honor of Subal Kumbhakar
1
Financial econometrics and empirical market microstructure
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Global information technology and competitive financial alliances
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
Institutional arrangements for global economic integration
1
Long memory in economics : with 50 tables
1
Models of futures markets
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
Operational risk: new frontiers explored
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
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
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Robustness in econometrics
1
Selected issues in macroeconomic and regional modeling : Romania as an emerging country in the EU
1
Time-series methods and applications
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
1
Valuation, financial modeling, and quantitative tools
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->