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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of risk"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Market microstructure"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Market microstructure
Estimation theory
208
Schätztheorie
208
Schätzung
81
Time series analysis
50
Zeitreihenanalyse
50
Volatilität
38
Risikomaß
27
Risk measure
27
ARCH model
23
ARCH-Modell
23
Stochastic process
23
Stochastischer Prozess
23
Portfolio selection
22
Portfolio-Management
22
Regression analysis
22
Regressionsanalyse
22
Forecasting model
21
Prognoseverfahren
21
Börsenkurs
20
Share price
20
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Cointegration
17
Kointegration
17
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17
Statistischer Test
17
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16
Monte-Carlo-Simulation
16
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15
Bayesian inference
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Capital income
15
Kapitaleinkommen
15
Statistical distribution
15
Statistische Verteilung
15
Theorie
15
Theory
15
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13
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13
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101
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Article in journal
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101
Conference paper
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101
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Kumar, Dilip
4
Maheswaran, S.
3
Feng, Yuanhua
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Achab, Massil
1
Acocella, Nicola
1
Ali, Faek Menla
1
Alleva, Giorgio
1
Amini, Shahram
1
Argov, Eyal
1
Auer, Benjamin R.
1
Bacry, E.
1
Battisti, Michele
1
Bayer, Christian
1
Behrendt, Simon
1
Beqiraj, Elton
1
Berens, Tobias
1
Bhaskara Rao, Buddhavarapu
1
Boughrara, Adel
1
Breneis, Simon
1
Bu, Ruijun
1
Buccheri, G.
1
Buncic, Daniel
1
Canabarro, Askery
1
Cang, Yuquan
1
Caporale, Guglielmo Maria
1
Castillo B., Paul
1
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1
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1
Chen, May-Ru
1
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1
Chen, Zhihong
1
Cheng, Jie
1
Cheng, Tsung-Chi
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Cipra, Tomáš
1
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Economic modelling
Journal of risk
Quantitative finance
Journal of econometrics
291
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Economics letters
124
Econometric reviews
72
Applied economics letters
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Applied economics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
42
Journal of banking & finance
38
Econometric theory
36
The econometrics journal
36
International journal of forecasting
34
Journal of empirical finance
34
Quantitative economics : QE ; journal of the Econometric Society
31
Econometrics : open access journal
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
26
Computational economics
25
Journal of forecasting
25
International journal of economics and financial issues : IJEFI
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Finance research letters
22
Journal of financial econometrics
22
The review of economics and statistics
22
Energy economics
21
European journal of operational research : EJOR
21
Journal of risk and financial management : JRFM
20
Insurance / Mathematics & economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of economic dynamics & control
16
International journal of theoretical and applied finance
15
The empirical economics letters : a monthly international journal of economics
14
Applied financial economics
13
The European journal of finance
13
The journal of real estate finance and economics
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1
Econometric issues in the estimation of the natural rate of interest
Buncic, Daniel
- In:
Economic modelling
132
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014547947
Saved in:
2
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
3
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:
4
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:
5
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:
6
Estimating the output gap after COVID : how to address unprecedented macroeconomic variations
Granados, Camilo
;
Parra-Amado, Daniel
- In:
Economic modelling
135
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549051
Saved in:
7
Semiparametric least squares estimation of binary choice panel data models with endogeneity
Semykina, Anastasia
;
Xie, Yimeng
;
Yang, Cynthia Fan
; …
- In:
Economic modelling
132
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014547973
Saved in:
8
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:
9
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:
10
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
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