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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of risk"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Estimation theory
171
Schätztheorie
171
Schätzung
63
Volatilität
41
Portfolio selection
38
Portfolio-Management
38
Time series analysis
38
Zeitreihenanalyse
38
ARCH model
37
ARCH-Modell
37
Risikomaß
35
Risk measure
35
Capital income
29
Kapitaleinkommen
29
Forecasting model
28
Prognoseverfahren
28
Börsenkurs
23
Share price
23
Statistical distribution
19
Statistische Verteilung
19
Correlation
15
Korrelation
15
Cointegration
14
Kointegration
14
Stochastic process
14
Stochastischer Prozess
14
Option pricing theory
12
Optionspreistheorie
12
Regression analysis
11
Regressionsanalyse
11
Autocorrelation
10
Autokorrelation
10
CAPM
10
Risiko
10
Risk
10
Analysis of variance
9
Exchange rate
9
Monte Carlo simulation
9
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Undetermined
50
Free
28
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Article
83
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Article in journal
Aufsatz in Zeitschrift
83
Language
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English
83
Author
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Dritsaki, Chaido
3
Wu, Xinyu
3
Ardia, David
2
Guo, Zi-Yi
2
Madan, Dilip B.
2
Abdurehman, Abderezak Ali
1
Achab, Massil
1
Adesina, Tola
1
Ahmad, Shabbir
1
Arnerić, Josip
1
Arvas, M. Akif
1
Auer, Benjamin R.
1
Bacry, E.
1
Bayer, Christian
1
Beechey, Meredith Jane
1
Behrendt, Simon
1
Belasri, Yassine
1
Berens, Tobias
1
Biyase, Mduduzi
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Breneis, Simon
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatrath, Arjun
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Yu
1
Chi, Xie
1
Christie-David, Rohan
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Cipra, Tomáš
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Melina
1
Ellaia, Rachid
1
Fabozzi, Frank J.
1
Fang, Ying
1
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Finance research letters
International journal of economics and financial issues : IJEFI
Journal of risk
Quantitative finance
Journal of econometrics
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Economics letters
123
Econometric reviews
72
Economic modelling
62
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
37
The econometrics journal
36
Econometric theory
35
International journal of forecasting
34
Journal of empirical finance
34
Quantitative economics : QE ; journal of the Econometric Society
31
Econometrics : open access journal
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
26
Journal of forecasting
25
Computational economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
14
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
13
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ECONIS (ZBW)
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1
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:
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
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
4
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
5
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:
6
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:
7
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
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
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
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