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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
316
Schätztheorie
316
Forecasting model
94
Prognoseverfahren
94
Time series analysis
72
Zeitreihenanalyse
72
Estimation
64
Schätzung
60
Theorie
59
Theory
59
Statistical distribution
55
Statistische Verteilung
55
Regression analysis
43
Regressionsanalyse
43
Risikomaß
36
Risk measure
36
Portfolio selection
29
Portfolio-Management
29
Nonparametric statistics
24
Volatilität
24
ARCH model
23
ARCH-Modell
23
Risk
23
Risiko
22
Capital income
20
Kapitaleinkommen
20
Multivariate Verteilung
19
Multivariate distribution
19
Measurement
18
Messung
18
Börsenkurs
17
Share price
17
Stochastic process
17
Stochastischer Prozess
17
Bayes-Statistik
16
Bayesian inference
16
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16
Korrelation
16
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Undetermined
27
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Article
48
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Article in journal
Aufsatz in Zeitschrift
48
Language
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English
48
Author
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Guillou, Armelle
2
Taylor, James W.
2
Wang, Xing
2
Abraham, Bovas
1
Alexander, Carol
1
Aslanidis, Nektarios
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Chavez-Demoulin, Valérie
1
Chen, Bei
1
Clements, Adam
1
Escobar, Marcos
1
Faff, Robert W.
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Goegebeur, Yuri
1
Golosnoy, Vasyl
1
Guibert, Quentin
1
Hamid, Alain
1
Han, Chulwoo
1
Hartmann-Wendels, Thomas
1
He, Mengxi
1
Hou, Yanxi
1
Hu, Yu-pin
1
Huang, Jinbo
1
Humphrey, Jacquelyn E.
1
Jeon, Jooyoung
1
Jeon, Yongho
1
Jiang, He
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Ke, Tsung-han
1
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Insurance / Mathematics & economics
Journal of banking & finance
Journal of forecasting
Journal of econometrics
408
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Econometric theory
114
Economics letters
103
Econometric reviews
102
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
42
Quantitative economics : QE ; journal of the Econometric Society
37
Economic modelling
30
European journal of operational research : EJOR
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Econometrics : open access journal
26
International journal of forecasting
25
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of applied econometrics
20
Journal of risk and financial management : JRFM
20
Computational economics
19
Energy economics
18
Applied economics letters
17
Quantitative finance
17
Applied economics
16
Finance research letters
15
Journal of financial econometrics
15
International journal of theoretical and applied finance
14
Journal of productivity analysis
14
Journal of econometric methods
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
The North American journal of economics and finance : a journal of financial economics studies
11
Cambridge working papers in economics
9
Finance and stochastics
9
International journal of economics and financial issues : IJEFI
9
Operations research
9
The review of economic studies
9
Annals of economics and statistics
8
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ECONIS (ZBW)
48
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1
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
2
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
3
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
4
Forecasting global solar radiation using a robust regularization approach with mixture kernels
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1989-2010
Persistent link: https://www.econbiz.de/10014432828
Saved in:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
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:
7
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
8
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:
9
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
10
Calendar effect and in-sample forecasting
Mammen, Enno
;
Martinez Miranda, Maria Dolores
;
Nielsen, …
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
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