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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of risk"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Kapitaleinkommen
Estimation theory
96
Schätztheorie
96
Estimation
31
Schätzung
31
Portfolio selection
29
Portfolio-Management
29
Risikomaß
29
Risk measure
29
ARCH model
24
ARCH-Modell
24
Capital income
19
Time series analysis
18
Zeitreihenanalyse
18
Volatilität
17
Forecasting model
15
Prognoseverfahren
15
Statistical distribution
14
Statistische Verteilung
14
Correlation
10
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10
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9
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7
CAPM
7
Share price
7
Analysis of variance
6
Bootstrap approach
6
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6
Credit risk
6
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6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Regression analysis
6
Regressionsanalyse
6
Stochastic process
6
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6
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6
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Article in journal
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32
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English
32
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Wu, Xinyu
3
Ardia, David
2
Auer, Benjamin R.
2
Schuhmacher, Frank
2
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Butler, Andrew
1
Challet, Damien
1
Chatrath, Arjun
1
Chen, Fang
1
Christie-David, Rohan
1
Cipra, Tomáš
1
De Luca, Giovanni
1
Feng, Yuanhua
1
Fletcher, Jonathan
1
Goldman, Elena
1
Hendrych, Radek
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jiang, Yindeng
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Korkusuz, Burak
1
Kourtis, Apostolos
1
Kwon, Roy H.
1
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1
Letmathe, Sebastian
1
Madan, Dilip B.
1
Martin, Doug
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Poon, Aubrey
1
Qiao, Xiao
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Finance research letters
Journal of risk
Journal of econometrics
183
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Economics letters
47
Journal of empirical finance
37
Econometric reviews
32
Economic modelling
29
International journal of forecasting
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of forecasting
21
Econometrics : open access journal
20
Journal of banking & finance
20
Quantitative finance
20
The econometrics journal
20
Econometric theory
19
Computational economics
17
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
Journal of the American Statistical Association : JASA
17
European journal of operational research : EJOR
16
Journal of economic dynamics & control
16
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The European journal of finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Insurance / Mathematics & economics
12
Journal of financial economics
12
Journal of mathematical finance
12
Quantitative economics : QE ; journal of the Econometric Society
12
Applied economics
11
Applied economics letters
11
International journal of economics and financial issues : IJEFI
11
Journal of quantitative economics
11
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Finance and stochastics
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ECONIS (ZBW)
32
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32
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1
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:
2
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
3
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
Saved in:
4
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:
5
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:
6
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:
7
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:
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
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
10
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
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