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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Quantitative finance"
~subject:"Autocorrelation"
~subject:"Bayesian inference"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Autocorrelation
Bayesian inference
Estimation theory
761
Schätztheorie
761
Theorie
285
Theory
285
Time series analysis
168
Zeitreihenanalyse
168
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Regression analysis
92
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92
Statistical test
44
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44
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40
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37
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30
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29
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29
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26
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Method of moments
25
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25
Induktive Statistik
23
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23
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22
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22
Statistical theory
22
Statistische Methodenlehre
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Cavaliere, Giuseppe
5
Georgiev, Iliyan
3
Lee, Lung-fei
3
Hayakawa, Kazuhiko
2
Li, Jia
2
Roknossadati, S. M.
2
Seo, Won-Ki
2
Tsiotas, Georgios
2
Zarepour, Mahmoud
2
Aue, Alexander
1
Bao, Yong
1
Bayer, Christian
1
Beare, Brendan K.
1
Behrendt, Simon
1
Breneis, Simon
1
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1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Xiaohong
1
Chevillon, Guillaume
1
Chi, Xie
1
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1
Duffy, James A.
1
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1
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1
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1
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Hall, Alastair R.
1
Han, Xiaoyi
1
Harvey, David I.
1
Hizmeri, Rodrigo
1
Horváth, Lajos
1
Hoshino, Tadao
1
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Econometric theory
Quantitative finance
Journal of econometrics
235
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
73
Econometric reviews
62
Economic modelling
34
The econometrics journal
32
Journal of empirical finance
30
International journal of forecasting
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Econometrics : open access journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of the American Statistical Association : JASA
20
Journal of forecasting
19
Finance research letters
18
Applied economics letters
17
Journal of financial econometrics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of banking & finance
16
Regional science & urban economics
16
Computational economics
15
European journal of operational research : EJOR
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of applied econometrics
14
Journal of risk and financial management : JRFM
14
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
13
Quantitative economics : QE ; journal of the Econometric Society
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
11
International journal of economics and financial issues : IJEFI
11
Journal of quantitative economics
11
Insurance / Mathematics & economics
9
Spatial economic analysis : the journal of the Regional Studies Association
9
Statistics in transition : an international journal of the Polish Statistical Association
9
Central European journal of economic modelling and econometrics
8
Finance and stochastics
8
International journal of production research
8
Journal of mathematical finance
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1
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
9
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:
10
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
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