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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of mathematical finance"
~subject:"Bayesian inference"
~subject:"Statistical distribution"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Statistical distribution
Estimation theory
99
Schätztheorie
99
Estimation
35
Schätzung
34
Volatilität
20
Portfolio selection
19
Portfolio-Management
19
ARCH model
16
ARCH-Modell
16
Time series analysis
15
Zeitreihenanalyse
15
Statistische Verteilung
14
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14
Theory
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Prognoseverfahren
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Risikomaß
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Share price
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Stochastic process
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Stochastischer Prozess
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Credit risk
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Kreditrisiko
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Nichtparametrisches Verfahren
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Nonparametric statistics
9
Yield curve
9
Zinsstruktur
9
Option pricing theory
7
Optionspreistheorie
7
USA
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United States
7
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6
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6
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33
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Article in journal
Government document
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33
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English
33
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Alexander, Carol
1
Bishwal, Jaya Prakasah Narayan
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Cheng, Hao
1
Clements, Adam
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Esen, Halil Erturk
1
Faff, Robert W.
1
Feng, Guohua
1
Ginley, Matthew
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
Griffin, Jim
1
Gumbo, Victor
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kim, Joocheol
1
Kim, Joseph H. T.
1
Kosta, Olga
1
Koulis, Theodoro
1
Lahaye, Jérôme
1
Li, Yifan
1
Lim, Kian-Guan
1
Lin, Binghuan
1
Ma, Changie
1
McDonald, James B.
1
Michelfelder, Richard A.
1
Miller, Patrick
1
Mundia, Simon
1
Ngunyi, Anthony
1
Nolte, Ingmar
1
Oberoi, Jaideep
1
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Journal of banking & finance
Journal of mathematical finance
Journal of econometrics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Economics letters
60
Insurance / Mathematics & economics
51
Econometric reviews
49
Econometric theory
41
International journal of forecasting
34
Journal of the American Statistical Association : JASA
32
The econometrics journal
32
Economic modelling
30
Journal of empirical finance
28
Statistics in transition : an international journal of the Polish Statistical Association
27
Econometrics : open access journal
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
European journal of operational research : EJOR
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of forecasting
21
Computational economics
20
Finance research letters
20
Journal of financial econometrics
20
Quantitative finance
20
Journal of risk and financial management : JRFM
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Applied economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Risks : open access journal
16
Applied economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
Statistical papers
14
Journal of quantitative economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of risk
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance and stochastics
9
Scandinavian actuarial journal
9
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ECONIS (ZBW)
33
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1
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:
2
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
8
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
9
Partially adaptive and robust estimation of asset models : accommodating skewness and kurtosis in returns
McDonald, James B.
;
Michelfelder, Richard A.
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011658478
Saved in:
10
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
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