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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~isPartOf:"The econometrics journal"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatility
Schätzung
Estimation theory
440
Schätztheorie
440
Time series analysis
100
Zeitreihenanalyse
100
Forecasting model
89
Prognoseverfahren
89
Theorie
78
Theory
78
Regression analysis
73
Regressionsanalyse
73
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Estimation
61
Statistical test
41
Statistischer Test
41
Panel
40
Panel study
40
ARCH model
38
ARCH-Modell
38
Volatilität
31
Risikomaß
28
Risk measure
28
Statistical distribution
28
Statistische Verteilung
28
Bootstrap approach
23
Bootstrap-Verfahren
23
Induktive Statistik
20
Monte Carlo simulation
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Monte-Carlo-Simulation
20
Statistical inference
20
Autocorrelation
19
Modellierung
19
Scientific modelling
19
Autokorrelation
18
Portfolio selection
18
Portfolio-Management
18
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17
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1
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Article
82
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Article in journal
Aufsatz in Zeitschrift
82
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English
82
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Chan, Ngai Hang
2
Taylor, James W.
2
Abadir, Karim Maher
1
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Ai, Chunrong
1
An, Yang
1
Auer, Benjamin R.
1
Babbs, Simon H.
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Ben-Zion, Uri
1
Berens, Tobias
1
Bermejo, Miguel Ángel
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Blevins, Jason R.
1
Breunig, Christoph
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
1
Cai, Michael
1
Chen, Bei
1
Chen, Jia
1
Chen, Liang
1
Cipra, Tomáš
1
Clark, Todd E.
1
Corradi, Valentina
1
Coudin, Elise
1
Cripps, Edward
1
Del Negro, Marco
1
Delgado, Miguel A.
1
Doran, Howard E.
1
Dufour, Jean-Marie
1
Eidestedt, Richard
1
Ekberg, Stefan
1
Elliott, Robert J.
1
Fei, Tianlun
1
Feng, Qu
1
Feng, Yuanhua
1
Ferrara, Laurent
1
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Asia-Pacific financial markets
Journal of forecasting
Journal of risk
The econometrics journal
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
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
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)
82
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82
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
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
Testing for quantile sample selection
Corradi, Valentina
;
Gutknecht, Daniel
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 147-173
Persistent link: https://www.econbiz.de/10014319284
Saved in:
6
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:
7
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:
8
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:
9
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
10
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
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