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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of risk model validation"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
696
Schätztheorie
696
Theorie
197
Theory
197
Estimation
161
Schätzung
161
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
117
Nonparametric statistics
117
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101
Regressionsanalyse
101
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95
United States
95
Volatilität
61
Forecasting model
60
Prognoseverfahren
60
Statistical test
48
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48
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46
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46
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45
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43
Portfolio selection
34
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34
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34
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34
Bayes-Statistik
31
Bayesian inference
31
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
31
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31
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30
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Article
61
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Article in journal
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61
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English
61
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Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Wu, Xinyu
2
Yang, Xiye
2
Adesina, Tola
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ardia, David
1
Arnerić, Josip
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
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1
Bodnar, Taras
1
Bollerslev, Tim
1
Bonaparte, Yosef
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Buczy´nski, Mateusz
1
Chan, Joshua
1
Chatrath, Arjun
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Chlebus, Marcin
1
Christie-David, Rohan
1
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1
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1
Dias, Gustavo Fruet
1
Dueker, Michael
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Fałdziński, Marcin
1
Foster, F. Douglas
1
Francq, Christian
1
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Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of risk model validation
Journal of econometrics
116
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Econometric theory
15
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
The econometrics journal
12
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
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
The European journal of finance
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
Research in international business and finance
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
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ECONIS (ZBW)
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1
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
5
What can we expect from a good margin model? : observations from whole-distribution tests of risk-based initial margin models
Murphy, David
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10014485769
Saved in:
6
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:
7
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:
8
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:
9
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
10
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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