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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Option pricing theory"
~subject:"Zinsstruktur"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Option pricing theory
Zinsstruktur
Estimation theory
149
Schätztheorie
149
Estimation
50
Schätzung
49
Time series analysis
34
Zeitreihenanalyse
34
Volatilität
33
Theorie
31
Theory
31
Portfolio selection
29
Portfolio-Management
29
Capital income
26
Kapitaleinkommen
26
ARCH model
22
ARCH-Modell
22
Forecasting model
21
Prognoseverfahren
21
Börsenkurs
20
Share price
20
Correlation
16
Korrelation
16
Statistical distribution
15
Statistische Verteilung
15
Stochastic process
15
Stochastischer Prozess
15
Nonparametric statistics
14
Yield curve
13
USA
12
United States
12
CAPM
11
Risikomaß
11
Risk measure
11
Autocorrelation
10
Autokorrelation
10
Regression analysis
10
Regressionsanalyse
10
Credit risk
9
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Undetermined
24
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Article
53
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Article in journal
Aufsatz in Zeitschrift
53
Language
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English
53
Author
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Jondeau, Eric
2
Taylor, Stephen
2
Xu, Xinzhong
2
Abergel, Frédéric
1
Alexander, Carol
1
Amado, Cristina
1
Andersson, Magnus
1
Asai, Manabu
1
Aslanidis, Nektarios
1
Ball, Clifford A.
1
Bohn Nielsen, Heino
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Chambers, Marcus J.
1
Cheng, Wan-hsiu
1
Cheung, Yin-Wong
1
Chourdakis, Kyriakos
1
Clements, Adam
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dotsis, George
1
Escobar, Marcos
1
Faff, Robert W.
1
Ghosh, Anisha
1
Golosnoy, Vasyl
1
Gospodinov, Nikolaj
1
Gräler, Benedikt
1
Hamid, Alain
1
Han, Chulwoo
1
Hansen, Anne Lundgaard
1
Hao, Hong-Xia
1
Hartmann-Wendels, Thomas
1
Hirukawa, Masayuki
1
Huang, Jinbo
1
Huang, Roger D.
1
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Published in...
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Journal of banking & finance
Journal of empirical finance
Journal of econometrics
413
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
Econometric theory
117
Economics letters
107
Econometric reviews
104
Journal of the American Statistical Association : JASA
78
The econometrics journal
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Quantitative economics : QE ; journal of the Econometric Society
40
Economic modelling
32
European journal of operational research : EJOR
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Econometrics : open access journal
26
International journal of forecasting
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
22
Journal of applied econometrics
21
Applied economics letters
20
Finance research letters
20
International journal of theoretical and applied finance
20
Applied economics
19
Energy economics
18
Journal of financial econometrics
18
Quantitative finance
18
Insurance / Mathematics & economics
17
Journal of forecasting
14
Journal of productivity analysis
14
The North American journal of economics and finance : a journal of financial economics studies
14
Finance and stochastics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of econometric methods
12
Journal of economic dynamics & control
12
Journal of mathematical finance
12
Operations research
11
Risks : open access journal
11
Asia-Pacific financial markets
9
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ECONIS (ZBW)
53
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1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
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:
4
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
5
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:
6
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:
7
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:
8
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
9
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
10
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
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