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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Option pricing theory"
~subject:"Zinsstruktur"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Option pricing theory
Zinsstruktur
Estimation theory
143
Schätztheorie
143
Estimation
46
Schätzung
45
Portfolio selection
35
Portfolio-Management
35
Volatilität
25
Time series analysis
23
Zeitreihenanalyse
23
ARCH model
22
ARCH-Modell
22
Forecasting model
22
Prognoseverfahren
22
Capital income
21
Kapitaleinkommen
21
Correlation
18
Korrelation
18
Risikomaß
17
Risk measure
17
Theorie
16
Theory
16
Statistical distribution
15
Statistische Verteilung
15
Börsenkurs
14
Share price
14
Credit risk
13
Kreditrisiko
13
CAPM
11
Regression analysis
11
Regressionsanalyse
11
Nonparametric statistics
10
Yield curve
10
Analysis of variance
9
Optionspreistheorie
9
Stochastic process
9
Stochastischer Prozess
9
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Undetermined
28
Free
1
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Article
46
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Article in journal
Aufsatz in Zeitschrift
46
Language
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English
46
Author
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Stentoft, Lars
2
Wu, Xinyu
2
Ñíguez, Trino-Manuel
2
Adesina, Tola
1
Alexander, Carol
1
Andersson, Magnus
1
Ardia, David
1
Arnerić, Josip
1
Aslanidis, Nektarios
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Chatrath, Arjun
1
Christie-David, Rohan
1
Clements, Adam
1
Escobar, Marcos
1
Faff, Robert W.
1
Fang, Puyi
1
Fang, Ying
1
Fengler, Matthias
1
Gao, Zhaoxing
1
Golosnoy, Vasyl
1
Gräler, Benedikt
1
Hamid, Alain
1
Han, Chulwoo
1
Hansen, Anne Lundgaard
1
Hartmann-Wendels, Thomas
1
He, Jia
1
Hin, Lin-Yee
1
Honda, Tetsuhiro
1
Hou, Xinmeng
1
Huang, Jinbo
1
Huang, Xiaozhou
1
Humphrey, Jacquelyn E.
1
Hüttner, Amelie
1
Ioannides, Michalis
1
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Published in...
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Finance research letters
Journal of banking & finance
Journal of econometrics
413
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Econometric theory
115
Economics letters
107
Econometric reviews
103
Journal of the American Statistical Association : JASA
78
The econometrics journal
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Quantitative economics : QE ; journal of the Econometric Society
37
Economic modelling
32
European journal of operational research : EJOR
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Journal of empirical finance
27
International journal of forecasting
26
Econometrics : open access journal
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
22
Journal of applied econometrics
21
Applied economics letters
20
International journal of theoretical and applied finance
20
Applied economics
19
Energy economics
18
Journal of financial econometrics
18
Quantitative finance
18
Insurance / Mathematics & economics
17
Journal of forecasting
14
Journal of productivity analysis
14
The North American journal of economics and finance : a journal of financial economics studies
14
Finance and stochastics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of econometric methods
12
Journal of economic dynamics & control
12
Journal of mathematical finance
12
Operations research
11
Risks : open access journal
11
Asia-Pacific financial markets
9
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ECONIS (ZBW)
46
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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
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
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
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:
7
Supervised kernel principal component analysis for forecasting
Fang, Puyi
;
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
Saved in:
8
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
9
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
10
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
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