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subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Risk"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Risk
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
Nichtparametrisches Verfahren
5
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Article
52
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1
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Aufsatz in Zeitschrift
Article in journal
53
Collection of articles of several authors
1
Sammelwerk
1
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English
53
Author
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Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Audrino, Francesco
2
Dobrev, Dobrislav
2
Ghysels, Eric
2
Koopman, Siem Jan
2
Lanne, Markku
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Schaumburg, Ernst
2
Trojani, Fabio
2
Ahlgren, Niklas
1
Ahoniemi, Katja
1
Antell, Jan
1
Antoine, Bertille
1
Asai, Manabu
1
Badescu, Alexandru
1
Bali, Turan G.
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
Camponovo, Lorenzo
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
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
318
Applied economics
276
Economic modelling
238
Economics letters
222
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
209
Applied economics letters
206
Energy economics
197
Finance research letters
166
International review of economics & finance : IREF
165
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
International review of financial analysis
138
Journal of banking & finance
138
Journal of empirical finance
125
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of international money and finance
123
International journal of forecasting
112
Applied financial economics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Journal of applied econometrics
93
Journal of international financial markets, institutions & money
93
Econometric reviews
90
Research in international business and finance
90
Journal of risk and financial management : JRFM
86
Journal of forecasting
79
Journal of economic dynamics & control
74
The journal of futures markets
72
Journal of financial economics
69
International journal of finance & economics : IJFE
67
The European journal of finance
64
Empirical economics : a quarterly journal of the Institute for Advanced Studies
63
International journal of economics and financial issues : IJEFI
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Journal of macroeconomics
58
Quantitative economics : QE ; journal of the Econometric Society
57
Macroeconomic dynamics
55
The empirical economics letters : a monthly international journal of economics
53
International journal of economics and finance
52
Pacific-Basin finance journal
52
International Journal of Energy Economics and Policy : IJEEP
51
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ECONIS (ZBW)
53
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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
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
4
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:
5
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:
6
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:
7
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
8
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
9
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
10
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
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