//--> //--> //--> //-->
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:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of risk"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
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
Estimation
Estimation theory
106
Schätztheorie
106
Schätzung
45
Volatilität
29
Risikomaß
27
Risk measure
27
Time series analysis
26
Zeitreihenanalyse
26
ARCH model
25
ARCH-Modell
25
Portfolio selection
22
Portfolio-Management
22
Börsenkurs
18
Share price
18
Forecasting model
17
Prognoseverfahren
17
Capital income
15
Kapitaleinkommen
15
Cointegration
12
Kointegration
12
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
10
Stochastischer Prozess
10
Exchange rate
9
Wechselkurs
9
Autocorrelation
8
Autokorrelation
8
Option pricing theory
8
Optionspreistheorie
8
Risiko
8
Risk
8
Correlation
7
Korrelation
7
Market microstructure
7
Marktmikrostruktur
7
Risikomanagement
7
Risk management
7
more ...
less ...
Online availability
All
Undetermined
30
Free
28
Type of publication
All
Article
61
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
61
Language
All
English
61
Author
All
Dritsaki, Chaido
3
Guo, Zi-Yi
2
Abdurehman, Abderezak Ali
1
Achab, Massil
1
Ahmad, Shabbir
1
Arvas, M. Akif
1
Auer, Benjamin R.
1
Bacry, E.
1
Bayer, Christian
1
Behrendt, Simon
1
Belasri, Yassine
1
Berens, Tobias
1
Biyase, Mduduzi
1
Breneis, Simon
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Yu
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Cipra, Tomáš
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Melina
1
Ellaia, Rachid
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Feng, Yuanhua
1
Fischer, Matthias
1
Galakis, John
1
Goldman, Elena
1
Guo, Meihui
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hachem, Mahmoud
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
more ...
less ...
Published in...
All
International journal of economics and financial issues : IJEFI
Journal of risk
Quantitative finance
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Finance research letters
22
Journal of financial econometrics
22
The review of economics and statistics
22
Energy economics
21
European journal of operational research : EJOR
21
Journal of risk and financial management : JRFM
20
Insurance / Mathematics & economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of economic dynamics & control
16
International journal of theoretical and applied finance
14
The empirical economics letters : a monthly international journal of economics
14
Applied financial economics
13
The European journal of finance
13
The journal of real estate finance and economics
13
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
51
-
60
of
61
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
52
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:
53
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:
54
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:
55
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:
56
Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
Ren, Yu
;
Xie, Tian
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2101-2112
Persistent link: https://www.econbiz.de/10012262986
Saved in:
57
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
58
Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael
;
Lüdemann, Stefan
;
Poddig, Thorsten
- In:
Journal of risk
18
(
2016
)
5
,
pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
Saved in:
59
Better risk and performance estimates with factor-model Monte Carlo
Jiang, Yindeng
;
Martin, Doug
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011438893
Saved in:
60
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
First
Prev
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->