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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
1,137
Schätztheorie
1,137
Theorie
384
Theory
384
Time series analysis
205
Zeitreihenanalyse
205
Estimation
172
Schätzung
170
Regression analysis
115
Regressionsanalyse
115
Panel
98
Panel study
98
Nichtparametrisches Verfahren
94
Nonparametric statistics
94
Statistical test
65
Statistischer Test
65
Volatilität
65
ARCH model
54
ARCH-Modell
54
Autocorrelation
45
Autokorrelation
45
Forecasting model
45
Prognoseverfahren
45
Method of moments
42
Momentenmethode
42
Statistical distribution
42
Statistische Verteilung
42
Correlation
39
Korrelation
39
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
35
Cointegration
34
Kointegration
34
Capital income
33
Kapitaleinkommen
33
Sampling
33
Stichprobenerhebung
33
Bias
32
Monte Carlo simulation
32
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Undetermined
48
Free
2
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Article
65
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Article in journal
Government document
Aufsatz in Zeitschrift
65
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English
65
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Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
2
Liu, Qiang
2
Liu, Zhi
2
Sancetta, Alessio
2
Abbara, Omar
1
Alañón Pardo, Ángel
1
Annaert, Jan
1
Ardia, David
1
Arize, Augustine Chuck
1
Atak, Alev
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Cecen, A. A.
1
Chan, Jennifer So Kuen
1
Chen, Cathy W. S.
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Cipollini, Fabrizio
1
Claes, Anouk G. P.
1
Corré, Nienke
1
Daníelsson, Jón
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Díaz-Mendoza, Ana-Carmen
1
Enders, Walter
1
Erkal, Cahit
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Fornari, Fabio
1
Gallo, Giampiero M.
1
Gefang, Deborah
1
Goutte, Stéphane
1
Grassi, Stefano
1
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Economics letters
Journal of financial econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Finance research letters
12
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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ECONIS (ZBW)
65
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
6
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
7
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
8
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
9
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
10
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
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