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subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Schätztheorie
Time series analysis
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
ARCH model
23
ARCH-Modell
23
Forecasting model
23
Prognoseverfahren
23
Zeitreihenanalyse
17
Estimation theory
15
Risikoprämie
12
Risk premium
12
Risikomaß
11
Risk measure
11
Stochastic process
9
Stochastischer Prozess
9
Statistical distribution
8
Statistische Verteilung
8
Aktienmarkt
7
Correlation
7
Korrelation
7
Market microstructure
7
Marktmikrostruktur
7
Regression analysis
7
Regressionsanalyse
7
Stock market
7
USA
7
United States
7
CAPM
6
Risiko
6
Risk
6
Nichtparametrisches Verfahren
5
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Article
47
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1
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Aufsatz in Zeitschrift
Article in journal
48
Collection of articles of several authors
1
Sammelwerk
1
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English
48
Author
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Audrino, Francesco
2
Garcia, René
2
Ghysels, Eric
2
Koopman, Siem Jan
2
Lanne, Markku
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Ahlgren, Niklas
1
Ahoniemi, Katja
1
Antell, Jan
1
Asai, Manabu
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvori, Francesco
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Chen, Yi-ting
1
Chiu, Ching Wai Jeremy
1
Corsi, Fulvio
1
Creal, Drew
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Eraker, Bjørn
1
Feunou, Bruno
1
Foerster, Andrew
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Giet, Ludovic
1
Gonçalves, Sílvia
1
Gérard, Bruno
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
311
Applied economics
239
Economic modelling
224
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
Economics letters
201
Energy economics
200
Applied economics letters
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Finance research letters
152
International review of economics & finance : IREF
145
International review of financial analysis
119
Journal of banking & finance
117
The North American journal of economics and finance : a journal of financial economics studies
117
International journal of forecasting
111
Journal of empirical finance
104
Journal of international money and finance
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Applied financial economics
101
Econometric reviews
95
Journal of applied econometrics
92
Research in international business and finance
87
Journal of international financial markets, institutions & money
82
Journal of forecasting
77
Journal of risk and financial management : JRFM
76
International journal of finance & economics : IJFE
70
The journal of futures markets
69
Empirical economics : a quarterly journal of the Institute for Advanced Studies
65
Journal of economic dynamics & control
62
International journal of economics and financial issues : IJEFI
58
The European journal of finance
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International Journal of Energy Economics and Policy : IJEEP
52
Quantitative economics : QE ; journal of the Econometric Society
51
International journal of economics and finance
50
Journal of financial economics
50
Macroeconomic dynamics
50
The empirical economics letters : a monthly international journal of economics
50
Computational economics
47
Journal of financial econometrics
46
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ECONIS (ZBW)
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48
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
3
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
4
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
5
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
6
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
7
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
8
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
Saved in:
9
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
10
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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