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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Quantitative finance"
~subject:"Bayesian inference"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Estimation theory
849
Schätztheorie
849
Theorie
321
Theory
321
Time series analysis
181
Zeitreihenanalyse
181
Nichtparametrisches Verfahren
109
Nonparametric statistics
109
Regression analysis
94
Regressionsanalyse
94
Estimation
55
Schätzung
51
Statistical test
45
Statistischer Test
45
ARCH model
41
ARCH-Modell
41
Autocorrelation
35
Autokorrelation
35
Volatilität
33
Statistical distribution
31
Statistische Verteilung
31
Method of moments
28
Momentenmethode
28
Cointegration
27
Kointegration
27
Induktive Statistik
24
Panel
24
Panel study
24
Statistical inference
24
Statistical theory
24
Statistische Methodenlehre
24
Forecasting model
23
Modellierung
23
Prognoseverfahren
23
Scientific modelling
23
Stochastic process
22
Stochastischer Prozess
22
Einheitswurzeltest
21
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21
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4
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48
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Article in journal
Government document
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48
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English
48
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Li, Jia
2
Tsiotas, Georgios
2
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Böhl, Gregor
1
Canabarro, Askery
1
Cang, Yuquan
1
Cavaliere, Giuseppe
1
Chadha, Jagjit
1
Chatterjee, Rupak
1
Chen, Xiaohong
1
Chevillon, Guillaume
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Favreau, Charles
1
Flury, Thomas
1
Francq, Christian
1
Galakis, John
1
Ghysels, Eric
1
Grazzini, Jakob
1
Han, Xiaoyi
1
Harvey, David I.
1
Hernandez, Kolver
1
Hizmeri, Rodrigo
1
Ho, Paul
1
Hong, Yongmiao
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Jing, Bingyi
1
Kaibuchi, Hibiki
1
Kanaya, Shin
1
Kane, Hayden
1
Kawasaki, Yoshinori
1
Kim, Jihyun
1
Klein, Paul
1
Kong, Xinbing
1
Koo, Bonsoo
1
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1
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1
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Econometric theory
Journal of economic dynamics & control
Quantitative finance
Journal of econometrics
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
38
Econometric reviews
31
Economic modelling
28
International journal of forecasting
25
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The econometrics journal
18
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
Finance research letters
16
Journal of forecasting
16
Journal of banking & finance
15
European journal of operational research : EJOR
14
Journal of applied econometrics
14
Journal of financial econometrics
14
Computational economics
13
International journal of theoretical and applied finance
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of risk and financial management : JRFM
12
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
Applied economics
10
Applied economics letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Central European journal of economic modelling and econometrics
7
Risks : open access journal
7
Statistics in transition : an international journal of the Polish Statistical Association
7
The journal of risk model validation
7
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ECONIS (ZBW)
48
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1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
3
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
4
Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Ho, Paul
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532129
Saved in:
5
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
6
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
7
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
8
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
9
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
10
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
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