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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~isPartOf:"The review of economics and statistics"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Estimation theory
249
Schätztheorie
249
Theorie
125
Theory
125
Schätzung
52
USA
45
United States
45
Time series analysis
36
Zeitreihenanalyse
36
Volatilität
29
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Option pricing theory
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11
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67
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Ardia, David
2
Madan, Dilip B.
2
Maddala, Gangadharrao S.
2
Wu, Xinyu
2
Abadie, Alberto
1
Achab, Massil
1
Adesina, Tola
1
Aliber, Michael
1
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1
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1
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1
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1
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1
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1
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1
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Finance research letters
Quantitative finance
The review of economics and statistics
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
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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
International journal of economics and financial issues : IJEFI
23
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
Energy economics
21
European journal of operational research : EJOR
21
Journal of risk and financial management : JRFM
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Insurance / Mathematics & economics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
16
Journal of risk
15
International journal of theoretical and applied finance
14
The empirical economics letters : a monthly international journal of economics
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Applied financial economics
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The European journal of finance
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The journal of real estate finance and economics
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31
Mispricing, returns and the quest for parsimony
Rudkin, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
32
Comparison of range-based volatility estimators against integrated volatility in European emerging markets
Arnerić, Josip
;
Matković, Mario
;
Sorić, Petar
- In:
Finance research letters
28
(
2019
),
pp. 118-124
Persistent link: https://www.econbiz.de/10012388033
Saved in:
33
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
34
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
35
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
36
Endogenous stratification in randomized experiments
Abadie, Alberto
;
Chingos, Matthew M.
;
West, Martin R.
- In:
The review of economics and statistics
100
(
2018
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10011959654
Saved in:
37
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
Saved in:
38
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
39
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
Saved in:
40
The micro-price : a high-frequency estimator of future prices
Stoikov, Sasha
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1959-1966
Persistent link: https://www.econbiz.de/10012262894
Saved in:
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