//--> //--> //--> //-->
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:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~subject:"Instrumental variables"
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
Instrumental variables
Estimation theory
528
Schätztheorie
528
Theorie
246
Theory
246
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Statistical theory
46
Statistische Methodenlehre
46
Time series analysis
45
Zeitreihenanalyse
45
Regression analysis
41
Regressionsanalyse
41
Estimation
36
Schätzung
36
Technical efficiency
32
Technische Effizienz
32
Mathematical programming
31
Mathematische Optimierung
31
Simulation
31
Production function
30
Produktionsfunktion
30
Probability theory
29
Wahrscheinlichkeitsrechnung
29
Volatilität
26
Portfolio selection
23
Portfolio-Management
23
Data envelopment analysis
22
Data-Envelopment-Analyse
22
Stochastic process
21
Stochastischer Prozess
21
Robust statistics
20
Robustes Verfahren
20
USA
20
United States
20
Statistical distribution
19
Statistische Verteilung
19
Sampling
18
Stichprobenerhebung
18
Option pricing theory
17
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
37
Language
All
English
Author
All
Chamberlain, Gary
2
Gatheral, Jim
2
Li, Jia
2
Albani, Vinícius
1
Ammou, Samir Ben
1
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Badescu, Alexandru
1
Baldeaux, jan
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Buescu, Cristin
1
Caetano, Carolina
1
Cezaro, Adriano de
1
Chao, John C.
1
Chen, Tzu-ying
1
Chesher, Andrew
1
Dyer, James S.
1
El Qalli, Yassine
1
Elliott, Robert J.
1
Foster, Dean P.
1
Freyberger, Joachim
1
Guhr, Thomas
1
Hahn, Warren J.
1
Han, Chuan-Hsiang
1
Hansen, Bruce E.
1
Heidergott, Bernd
1
Horowitz, Joel
1
How, Desmond
1
Jacod, Jean
1
Koné, Fatoumata J.
1
Kortas, Hedi
1
Kuersteiner, Guido M.
1
Li, Yingying
1
Lim, Kian-Guan
1
Liu, Wei-han
1
Mabrouk, Anouar Ben
1
Matić, Ivan
1
Matzkin, Rosa L.
1
McWalter, Thomas A.
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
European journal of operational research : EJOR
International journal of theoretical and applied finance
Journal of econometrics
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
41
Econometric reviews
36
Econometric theory
28
The econometrics journal
26
Economic modelling
20
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometrics : open access journal
15
Quantitative finance
15
International journal of forecasting
14
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
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 quarterly journal of the Institute for Advanced Studies
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Computational economics
9
Journal of quantitative economics
9
Applied economics letters
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of mathematical finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of econometric methods
6
Journal of the American Statistical Association : JASA
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
International review of financial analysis
5
Journal of financial economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
3
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
4
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
5
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
6
Generalized instrumental variable models
Chesher, Andrew
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 959-989
Persistent link: https://www.econbiz.de/10011778835
Saved in:
7
On completeness and consistency in nonparametric instrumental variable models
Freyberger, Joachim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1629-1644
Persistent link: https://www.econbiz.de/10011791598
Saved in:
8
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
9
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
10
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->