//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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
Nichtparametrisches Verfahren
Estimation theory
199
Schätztheorie
199
Forecasting model
82
Prognoseverfahren
82
Time series analysis
64
Zeitreihenanalyse
64
Theorie
59
Theory
59
Schätzung
45
Regression analysis
23
Regressionsanalyse
23
Volatilität
23
ARCH model
20
ARCH-Modell
20
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
16
Capital income
16
Kapitaleinkommen
16
Share price
16
USA
15
United States
15
Correlation
14
Korrelation
14
Risikomaß
12
Risk measure
12
Statistical distribution
12
Statistische Verteilung
12
Nonparametric statistics
10
Credit risk
9
Kreditrisiko
9
Stochastic process
9
Stochastischer Prozess
9
Bayes-Statistik
8
Bayesian inference
8
Markov chain
8
Markov-Kette
8
more ...
less ...
Online availability
All
Undetermined
30
Type of publication
All
Article
68
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
68
Language
All
English
68
Author
All
Chan, Ngai Hang
2
Füss, Roland
2
Taylor, James W.
2
Abraham, Bovas
1
Adams, Zeno
1
Ai, Chunrong
1
Alexakis, Panayotis
1
Alexander, Carol
1
An, Yang
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Balakrishna, N.
1
Bekiros, Stelios D.
1
Ben-Zion, Uri
1
Bermejo, Miguel Ángel
1
Blanco-Fernández, Ángela
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Chen, Bei
1
Clare, Andrew D.
1
Clark, Todd E.
1
Clements, Adam
1
Dang, Viet Anh
1
DeMiguel, Victor
1
Doran, Howard E.
1
Eidestedt, Richard
1
Ekberg, Stefan
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Escobar, Marcos
1
Faff, Robert W.
1
Fei, Tianlun
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of forecasting
Journal of econometrics
524
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
212
Economics letters
178
Econometric reviews
138
Econometric theory
132
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Economic modelling
69
Applied economics letters
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Quantitative economics : QE ; journal of the Econometric Society
57
Journal of applied econometrics
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Applied economics
50
International journal of forecasting
43
European journal of operational research : EJOR
38
Econometrics : open access journal
37
Computational economics
34
Journal of empirical finance
34
Insurance / Mathematics & economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of risk and financial management : JRFM
28
The review of economics and statistics
27
Energy economics
25
Finance research letters
24
International journal of economics and financial issues : IJEFI
23
Quantitative finance
23
Journal of financial econometrics
22
Journal of productivity analysis
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of econometric methods
17
Journal of economic dynamics & control
17
Journal of risk
16
The empirical economics letters : a monthly international journal of economics
16
Operations research
15
The review of economic studies
15
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
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 bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
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 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:
10
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->