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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatility
Schätzung
Estimation theory
245
Schätztheorie
245
Forecasting model
84
Prognoseverfahren
84
Time series analysis
83
Zeitreihenanalyse
83
Theorie
56
Theory
56
Estimation
48
Volatilität
36
ARCH model
35
ARCH-Modell
35
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34
Risk measure
34
Regression analysis
25
Regressionsanalyse
25
Capital income
23
Kapitaleinkommen
23
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20
Portfolio-Management
20
Stochastic process
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Stochastischer Prozess
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Statistische Verteilung
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Nichtparametrisches Verfahren
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13
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12
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11
Marktmikrostruktur
11
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10
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Article
70
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Article in journal
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70
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English
70
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Audrino, Francesco
2
Chan, Ngai Hang
2
Härdle, Wolfgang
2
Taylor, James W.
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Ahlgren, Niklas
1
Ai, Chunrong
1
An, Yang
1
Andreou, Alena
1
Antell, Jan
1
Auer, Benjamin R.
1
Babbs, Simon H.
1
Balakrishna, N.
1
Balter, Janine
1
Ben-Zion, Uri
1
Berens, Tobias
1
Bermejo, Miguel Ángel
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Bos, Charles S.
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
1
Bu, Ruijun
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Carrasco, Marine
1
Chen, Bei
1
Chen, Yi-ting
1
Cipra, Tomáš
1
Clark, Todd E.
1
Corsi, Fulvio
1
Doran, Howard E.
1
Eidestedt, Richard
1
Ekberg, Stefan
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Fei, Tianlun
1
Feng, Yuanhua
1
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Asia-Pacific financial markets
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
Journal of risk
Journal of econometrics
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Economics letters
121
Econometric reviews
72
Economic modelling
61
Applied economics letters
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Applied economics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
42
Journal of banking & finance
37
The econometrics journal
36
Econometric theory
35
International journal of forecasting
34
Journal of empirical finance
34
Quantitative economics : QE ; journal of the Econometric Society
31
Econometrics : open access journal
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
26
Computational economics
23
International journal of economics and financial issues : IJEFI
23
Quantitative finance
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Finance research letters
22
Journal of financial econometrics
22
The review of economics and statistics
22
Energy economics
21
European journal of operational research : EJOR
21
Journal of risk and financial management : JRFM
20
The North American journal of economics and finance : a journal of financial economics studies
19
Insurance / Mathematics & economics
16
International journal of theoretical and applied finance
14
The empirical economics letters : a monthly international journal of economics
14
Applied financial economics
13
The European journal of finance
13
The journal of real estate finance and economics
13
American journal of agricultural economics
12
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ECONIS (ZBW)
70
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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
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:
4
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
5
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:
6
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
9
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
10
Bias-corrected estimators for the Vasicek model : an application in risk measure estimation
Guo, Zi-Yi
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 71-104
Persistent link: https://www.econbiz.de/10012500264
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