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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of risk"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatility
Schätzung
Estimation theory
78
Schätztheorie
78
Estimation
28
Risikomaß
21
Risk measure
21
Theorie
21
Theory
21
Immobilienpreis
14
Portfolio selection
14
Portfolio-Management
14
Real estate price
14
ARCH model
13
ARCH-Modell
13
Hedonic price index
12
Hedonischer Preisindex
12
Volatilität
10
Risiko
9
Risk
9
Time series analysis
9
Zeitreihenanalyse
9
Statistical distribution
8
Statistische Verteilung
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Forecasting model
7
Prognoseverfahren
7
Stochastic process
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Stochastischer Prozess
7
Bootstrap approach
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Bootstrap-Verfahren
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Capital income
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Immobilienmarkt
6
Kapitaleinkommen
6
Real estate market
6
Option pricing theory
5
Optionspreistheorie
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Regression analysis
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Regressionsanalyse
5
USA
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United States
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Article
34
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Article in journal
Aufsatz in Zeitschrift
34
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English
34
Author
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Abramov, Vyacheslav M.
1
Auer, Benjamin R.
1
Babbs, Simon H.
1
Berens, Tobias
1
Biscay, R. J.
1
Burgess, James Francis
1
Capone, Charles A. <jun.>
1
Cipra, Tomáš
1
Clapp, John M.
1
Colwell, Peter F.
1
Coulson, N. Edward
1
Cunningham, Donald F.
1
Duan, Kun
1
Feng, Yuanhua
1
Fischer, Matthias
1
Giaccotto, Carmelo
1
Goldman, Elena
1
Guo, Zi-Yi
1
Harmon, Oskar R.
1
Hendrych, Radek
1
Hung, Kwong-chin
1
Hurley, Aoife K.
1
Jacquier, Antoine
1
Jiang, Yindeng
1
Jiménez, Juan Carlos
1
Kabaila, Paul
1
Kim, Hyung-gun
1
Klebaner, Fima C.
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kuo, Chiong-long
1
Kurisu, Daisuke
1
Lamb, John D.
1
Letmathe, Sebastian
1
Luger, Richard
1
Lüdemann, Stefan
1
Mahakud, Jitendra
1
Mainzer, Rheanna
1
Martin, Doug
1
McDonald, John F.
1
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Asia-Pacific financial markets
Journal of risk
The journal of real estate finance and economics
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
Journal of forecasting
25
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
American journal of agricultural economics
12
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ECONIS (ZBW)
34
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34
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1
Irish property price estimation using a flexible geo-spatial smoothing approach : what is the impact of an address?
Hurley, Aoife K.
;
Sweeney, James
- In:
The journal of real estate finance and economics
68
(
2024
)
3
,
pp. 355-393
Persistent link: https://www.econbiz.de/10014494261
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
9
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
10
How effective are policy interventions in a spatially-embedded international real estate market?
Duan, Kun
;
Mishra, Tapas
;
Parhi, Mamata
;
Wolfe, Simon
- In:
The journal of real estate finance and economics
58
(
2019
)
4
,
pp. 596-637
Persistent link: https://www.econbiz.de/10012152238
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