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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
~subject:"CAPM"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
CAPM
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theorie
17
Theory
17
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13
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Stochastic process
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Stochastischer Prozess
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Autocorrelation
9
Autokorrelation
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Statistical distribution
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Statistische Verteilung
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Correlation
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Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Article in journal
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Aufsatz in Zeitschrift
28
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English
28
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Abergel, Frédéric
1
Amado, Cristina
1
Asai, Manabu
1
Bauwens, Luc
1
Chan, Chia-ying
1
Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
De Backer, Bruno
1
Dotsis, George
1
Dufays, Arnaud
1
Fuhrer, Adrian
1
Ghosh, Anisha
1
Gillen, Benjamin J.
1
Hao, Hong-Xia
1
He, Xue-zhong
1
Hock, Thorsten
1
Hung, Jui-cheng
1
Huth, Nicolas
1
Jondeau, Eric
1
Kang, Kyu Ho
1
King, Maxwell L.
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Lee, Cheol Woo
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Lee, Kyungsub
1
Li, Minqiang
1
Li, Youwei
1
Liao, Yin
1
Lin, Jin-Guan
1
Linton, Oliver
1
Marinelli, Carlo
1
Peretti, Christian de
1
Qiao, Zhuo
1
Seo, Byoung Ki
1
Sun, Licheng
1
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Journal of empirical finance
Journal of econometrics
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
41
Discussion paper / Tinbergen Institute
33
Econometric reviews
32
Economic modelling
29
Working paper / Department of Econometrics and Business Statistics, Monash University
26
International journal of forecasting
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Quantitative finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometric theory
20
Finance research letters
20
CREATES research paper
19
Journal of banking & finance
19
Journal of financial econometrics
19
Journal of financial economics
19
The econometrics journal
19
Journal of economic dynamics & control
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
The journal of finance : the journal of the American Finance Association
17
Journal of applied econometrics
16
Journal of forecasting
16
Working paper
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of theoretical and applied finance
14
Quantitative economics : QE ; journal of the Econometric Society
14
Applied economics
13
CESifo working papers
13
Computational economics
13
Discussion papers / CEPR
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working papers
12
Journal of quantitative economics
11
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ECONIS (ZBW)
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1
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
2
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:
3
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:
4
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
5
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
6
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
7
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
8
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
9
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
10
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
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