//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Kapitaleinkommen"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Kapitaleinkommen
Estimation theory
254
Schätztheorie
254
Time series analysis
74
Zeitreihenanalyse
74
Estimation
55
Schätzung
54
Volatilität
42
Capital income
32
Regression analysis
32
Regressionsanalyse
32
ARCH model
30
ARCH-Modell
30
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Theorie
28
Theory
28
Forecasting model
26
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Prognoseverfahren
26
Stochastic process
26
Stochastischer Prozess
26
Portfolio selection
21
Portfolio-Management
21
Correlation
19
Korrelation
19
Börsenkurs
18
Risikomaß
18
Risk measure
18
Share price
18
Statistical distribution
18
Statistische Verteilung
18
Bayes-Statistik
16
Bayesian inference
16
Statistical test
15
Statistischer Test
15
Maximum likelihood estimation
14
Autocorrelation
13
more ...
less ...
Online availability
All
Undetermined
35
Type of publication
All
Article
65
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
66
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
66
Author
All
Abergel, Frédéric
1
Ahlgren, Niklas
1
Aloy, Marcel
1
Amado, Cristina
1
Andreou, Alena
1
Antell, Jan
1
Asai, Manabu
1
Balter, Janine
1
Bartolucci, Francesco
1
Bekaert, Geert
1
Bos, Charles S.
1
Cagnone, Silvia
1
Caldeira, João F.
1
Campbell, John Y.
1
Carrasco, Marine
1
Cervellera, Gian P.
1
Cesarone, Francesco
1
Chen, Jiaqin
1
Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
1
Choudhry, Taufiq
1
Chourdakis, Kyriakos
1
Corsi, Fulvio
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
De Nard, Gianluca
1
Dempsey, Michael
1
Deng, Xue
1
Dias, Fabio S.
1
Dotsis, George
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Galbraith, John W.
1
Ghosh, Anisha
1
Ghysels, Eric
1
more ...
less ...
Published in...
All
Computational economics
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economics letters
33
Econometric reviews
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
17
Journal of financial econometrics
16
Journal of forecasting
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 econometrics journal
13
Econometrics : open access journal
12
Journal of financial economics
12
The European journal of finance
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
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
5
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
6
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
7
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
8
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
9
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
10
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->