//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Annals of financial economics"
~isPartOf:"Computational economics"
~subject:"ARCH-Modell"
~type_genre:"Bibliografie enthalten"
~type_genre:"Thesis"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH-Modell
Estimation theory
124
Schätztheorie
124
Time series analysis
35
Zeitreihenanalyse
35
Estimation
23
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
21
Regressionsanalyse
21
Schätzung
21
Simulation
16
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
ARCH model
11
Statistical distribution
11
Statistische Verteilung
11
Stochastic process
11
Stochastischer Prozess
11
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Bootstrap approach
9
Bootstrap-Verfahren
9
Forecasting model
8
Panel
8
Panel study
8
Prognoseverfahren
8
Portfolio selection
7
Portfolio-Management
7
Risikomaß
7
Risk measure
7
Statistical test
7
Statistischer Test
7
Capital income
6
Correlation
6
Kapitaleinkommen
6
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Bibliografie enthalten
Thesis
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Allen, David E.
1
Aloy, Marcel
1
Bartolucci, Francesco
1
Battaglia, Francesco
1
Cagnone, Silvia
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Feng, Xuejie
1
Gooijer, Jan G. de
1
Guzman, Rodolfo Angelo Magtanggol III de
1
Han, Ngai Sze
1
Jeyasreedharan, Nagaratnam
1
Khorunzhina, Natalia
1
Ling, Shiqing
1
Midiliç, Murat
1
Mozumder, Sharif
1
Paolella, Marc S.
1
Richard, Jean-François
1
Rizzo, Manuel
1
Santos, Antonio A. F.
1
Sin, Chor-yiu
1
So, Mike Ka-pui
1
Sun, Edward W.
1
Truchis, Gilles de
1
Wang, Bo
1
Wang, Yu-Jen
1
Yang, Wenling
1
Yu, Min-Teh
1
Zhang, Chiping
1
Zhu, Shunwei
1
more ...
less ...
Published in...
All
Annals of financial economics
Computational economics
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric theory
48
Economics letters
38
Econometric reviews
32
Journal of empirical finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The econometrics journal
20
Economic modelling
19
International journal of forecasting
18
Finance research letters
17
Journal of banking & finance
17
Journal of financial econometrics
17
Journal of forecasting
16
Quantitative finance
16
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
Journal of mathematical finance
11
Journal of time series econometrics
11
Applied economics letters
10
The European journal of finance
9
Finance and stochastics
8
The journal of risk model validation
8
International Journal of Energy Economics and Policy : IJEEP
7
Journal of economic dynamics & control
7
Applied financial economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
2
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
3
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
4
Estimation of STAR-GARCH models with iteratively weighted least squares
Midiliç, Murat
- In:
Computational economics
55
(
2020
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10012222593
Saved in:
5
A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie
;
Zhang, Chiping
- In:
Computational economics
55
(
2020
)
3
,
pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
Saved in:
6
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
7
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
8
Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles
Sun, Edward W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
Saved in:
9
Empirical analysis of bitcoin prices using threshold time series models
Guzman, Rodolfo Angelo Magtanggol III de
;
So, Mike Ka-pui
- In:
Annals of financial economics
13
(
2018
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011984103
Saved in:
10
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->