//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~type_genre:"Conference paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Kapitaleinkommen
Kointegration
Estimation theory
67
Schätztheorie
67
Estimation
18
Schätzung
18
Portfolio selection
16
Portfolio-Management
16
Capital income
14
ARCH model
13
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
Time series analysis
13
Zeitreihenanalyse
13
Volatilität
12
Risikomaß
9
Risk measure
9
Correlation
8
Korrelation
8
Statistical distribution
7
Statistische Verteilung
7
Analysis of variance
6
Bayes-Statistik
6
Bayesian inference
6
CAPM
6
Regression analysis
6
Regressionsanalyse
6
Varianzanalyse
6
Börsenkurs
5
Credit risk
5
Kreditrisiko
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
4
Sharpe ratio
4
more ...
less ...
Online availability
All
Undetermined
22
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Wu, Xinyu
2
Adesina, Tola
1
Ardia, David
1
Arnerić, Josip
1
Auer, Benjamin R.
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Challet, Damien
1
Chatrath, Arjun
1
Chen, Fang
1
Cheng, Siang
1
Christie-David, Rohan
1
De Luca, Giovanni
1
Dong, Chaohua
1
Fletcher, Jonathan
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Korkusuz, Burak
1
Kourtis, Apostolos
1
Lee, Kyungsub
1
Liu, Bingqi
1
Madan, Dilip B.
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Pang, Tianxiao
1
Peng, Zhen
1
Rivieccio, Giorgia
1
Rudkin, Wanling
1
Rüede, Maxime
1
Schuhmacher, Frank
1
Shamsuddin, Abul
1
Shi, Yanlin
1
Song, Juan
1
Sorić, Petar
1
Wang, King
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
51
Econometric reviews
45
Econometric theory
39
Journal of empirical finance
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Economic modelling
33
Econometrics : open access journal
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The econometrics journal
24
Applied economics letters
23
International journal of economics and financial issues : IJEFI
20
International journal of forecasting
20
Journal of banking & finance
20
Journal of forecasting
19
Quantitative finance
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of financial econometrics
18
Applied economics
17
Journal of risk and financial management : JRFM
17
International journal of theoretical and applied finance
15
Computational economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
The European journal of finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of financial economics
12
International journal of economics and finance
11
Journal of mathematical finance
11
Journal of time series econometrics
10
The review of financial studies
10
Journal of risk
9
Oxford bulletin of economics and statistics
9
Theoretical economics letters
9
Finance and stochastics
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of applied econometrics
8
Journal of economic dynamics & control
8
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
3
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:
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
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen
;
Dong, Chaohua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
Saved in:
10
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->