//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Finance research letters"
~subject:"Regressionsanalyse"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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
Regressionsanalyse
Estimation theory
198
Schätztheorie
198
Estimation
71
Schätzung
70
Time series analysis
45
Zeitreihenanalyse
45
Volatilität
29
Regression analysis
24
ARCH model
21
ARCH-Modell
21
Capital income
19
Kapitaleinkommen
19
Bayes-Statistik
18
Bayesian inference
18
Forecasting model
18
Prognoseverfahren
18
Statistical test
17
Statistischer Test
17
Stochastic process
17
Stochastischer Prozess
17
Theorie
17
Theory
17
Cointegration
16
Kointegration
16
Portfolio selection
16
Portfolio-Management
16
Börsenkurs
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Share price
15
Panel
12
Panel study
12
Simulation
12
Analysis of variance
10
Bayesian estimation
10
Maximum likelihood estimation
10
more ...
less ...
Online availability
All
Undetermined
34
Free
1
Type of publication
All
Article
53
Type of publication (narrower categories)
All
Article in journal
Conference paper
Konferenzbeitrag
Aufsatz in Zeitschrift
53
Language
All
English
53
Author
All
Kumar, Dilip
4
Maheswaran, S.
3
Sriananthakumar, Sivagowry
2
Wu, Xinyu
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Adesina, Tola
1
Ardia, David
1
Arnerić, Josip
1
Atukorala, Ranjani
1
Biner, Burhan
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Boughrara, Adel
1
Castillo B., Paul
1
Chatrath, Arjun
1
Chen, Feng
1
Chen, Zhihong
1
Chiu, Sheng-hsiung
1
Christie-David, Rohan
1
Cubadda, Gianluca
1
Deng, Wen-Shuenn
1
Dong, Chaohua
1
Dridi, Ichrak
1
Feng, Yuanhua
1
Fritz, Marlon
1
Gong, Jinguo
1
Gu, Zheng
1
Guardabascio, Barbara
1
Guo, Jing
1
Guo, Shuang
1
Ha, Youngmin
1
Han, Jeong sug
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Hou, Xinmeng
1
Hu, Shuowen
1
Huang, Xiaozhou
1
Hur, Joonyoung
1
Kambouroudis, Dimos
1
more ...
less ...
Published in...
All
Economic modelling
Finance research letters
Journal of econometrics
371
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Economics letters
114
Econometric theory
105
Journal of the American Statistical Association : JASA
92
Econometric reviews
86
The econometrics journal
65
Econometrics : open access journal
34
European journal of operational research : EJOR
33
International journal of forecasting
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of risk and financial management : JRFM
26
Computational economics
25
Journal of empirical finance
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Quantitative economics : QE ; journal of the Econometric Society
23
Applied economics letters
22
Journal of forecasting
22
Insurance / Mathematics & economics
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of applied econometrics
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Journal of banking & finance
17
Journal of financial econometrics
17
Applied economics
16
Journal of quantitative economics
16
Quantitative finance
16
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of theoretical and applied finance
13
Journal of econometric methods
13
Statistical papers
13
International journal of economics and financial issues : IJEFI
12
Statistics in transition : an international journal of the Polish Statistical Association
12
The empirical economics letters : a monthly international journal of economics
12
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
10
Oxford bulletin of economics and statistics
10
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
7
Robust estimates of vulnerability to poverty using quantile models
Oconnor, Christopher
- In:
Economic modelling
123
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462564
Saved in:
8
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
9
Modelling economic losses from earthquakes using regression forests : application to parametric insurance
Gu, Zheng
;
Li, Yunxian
;
Zhang, Minghui
;
Liu, Yifei
- In:
Economic modelling
125
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463676
Saved in:
10
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->