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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of forecasting"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Volatility
Kapitaleinkommen
Estimation theory
354
Schätztheorie
354
Theorie
120
Theory
120
Time series analysis
94
Zeitreihenanalyse
94
Forecasting model
88
Prognoseverfahren
88
Estimation
78
Schätzung
78
Regression analysis
42
Regressionsanalyse
42
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
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23
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20
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Kointegration
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Article
33
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Article in journal
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33
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English
33
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Krämer, Walter
2
Taylor, James W.
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Ai, Chunrong
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Chen, Bei
1
Cromwell, Jeff B.
1
Dufrénot, Gilles
1
Enginar, Onur
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Guégan, Dominique
1
He, Mengxi
1
Hsieh, Ping-hung
1
Hu, Yu-pin
1
Jacquier, Antoine
1
Jeon, Jooyoung
1
Jiménez, Juan Carlos
1
Jin, Sainan
1
Ke, Tsung-han
1
Klebaner, Fima C.
1
Kouassi, Eugène
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurek, Bartosz
1
Kurisu, Daisuke
1
Labys, Walter C.
1
Leippold, Markus
1
Li, Zhenwei
1
Lindström, Erik
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Madsen, Henrik
1
Mahakud, Jitendra
1
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Applied financial economics
Asia-Pacific financial markets
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of forecasting
Journal of econometrics
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of empirical finance
34
Economics letters
33
Econometric reviews
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
18
Journal of financial econometrics
16
Econometric theory
15
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
International journal of forecasting
14
The European journal of finance
13
The econometrics journal
13
Econometrics : open access journal
12
Journal of financial economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of mathematical finance
11
Computational economics
10
The review of financial studies
10
Journal of risk
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
The journal of finance : the journal of the American Finance Association
8
Applied economics
7
European journal of operational research : EJOR
7
International journal of financial engineering
7
Journal of economic dynamics & control
7
Review of quantitative finance and accounting
7
Applied economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Financial markets and portfolio management
6
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ECONIS (ZBW)
33
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
3
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
4
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
5
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
6
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
7
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
8
Switching-regime regression for modeling and predicting a stock market return
Szulczyk, Kenneth R.
;
Zhang, Changyong
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2385-2403
Persistent link: https://www.econbiz.de/10012314364
Saved in:
9
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
10
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
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