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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:"Theory"
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Search: subject_exact:"Estimation theory"
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Volatility
Theory
Estimation theory
354
Schätztheorie
354
Theorie
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
Volatilität
23
Börsenkurs
20
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20
USA
19
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19
Monte Carlo simulation
17
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Article
138
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1
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Article in journal
Aufsatz in Zeitschrift
139
Collection of articles of several authors
2
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2
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English
139
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Hendry, David F.
3
Krämer, Walter
3
Ravishanker, Nalini
3
Baltagi, Badi H.
2
Banerjee, Anurag Narayan
2
Ericsson, Neil R.
2
Guégan, Dominique
2
Leybourne, Stephen James
2
Nowman, K. Ben
2
Phillips, Peter C. B.
2
Taylor, James W.
2
Tran, Kien C.
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Aczel, Amir D.
1
Alaouze, Chris M.
1
Albarano, Robert
1
Alpuim, M. Teresa
1
Armah, Nii Ayi
1
Ash, J. C. K
1
Babbs, Simon H.
1
Baillie, Richard
1
Balakrishna, N.
1
Barbosa, Emanuel
1
Basu, Parantap
1
Bauwens, Luc
1
Ben-Akiva, Moshe Emanuel
1
Ben-Zion, Uri
1
Berghoff, Sonja
1
Beveridge, Steve
1
Bierens, Herman J.
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Bolduc, Denis
1
Bresson, Georges
1
Brown, Mark G.
1
Brännäs, Kurt
1
Buse, Adolf
1
Campolieti, Michele
1
Cantrell, R. Stephen
1
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
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
471
Economics letters
400
Econometric theory
299
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
230
Econometric reviews
149
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
The review of economics and statistics
123
Oxford bulletin of economics and statistics
101
Statistical papers
79
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
54
American journal of agricultural economics
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of the Royal Statistical Society
41
The econometrics journal
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
International economic journal
35
Journal of empirical finance
35
The Indian economic journal
35
International journal of forecasting
34
Journal of productivity analysis
32
Economic modelling
30
Journal of banking & finance
25
The journal of finance : the journal of the American Finance Association
25
Jahrbücher für Nationalökonomie und Statistik
24
The Indian journal of economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of international money and finance
23
The journal of futures markets
23
Economie & prévision : EP
22
Journal of regional science
22
The Pakistan development review : PDR
22
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ECONIS (ZBW)
139
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139
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
7
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
8
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
9
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
10
Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
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