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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Sampling"
~subject:"Statistical test"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Volatility
Sampling
Statistical test
Statistischer Test
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatilität
11
ARCH model
9
ARCH-Modell
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
6
Share price
6
Forecasting model
5
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Capital income
4
Kapitaleinkommen
4
Regression analysis
4
Regressionsanalyse
4
GARCH
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Portfolio-Management
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
3
Aktienindex
2
Correlation
2
Inflation
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Method of moments
2
Momentenmethode
2
Regime-switching estimation
2
Risikomanagement
2
Risk management
2
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11
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Article in journal
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11
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English
11
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Alañón Pardo, Ángel
1
Arize, Augustine Chuck
1
Chen, Cathy W. S.
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
1
Horváth, Roman
1
Kumar, Satish
1
Kunitomo, Naoto
1
Li, Leon
1
Lin, Tsai-Yu
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Moneva, J. M.
1
Ortas, E.
1
Perote, Javier
1
Salvador, Manuel
1
Sato, Seisho
1
Syu, Fong-Yi
1
Vidal-Llana, Xenxo
1
Wang, Li
1
Ñíguez, Trino-Manuel
1
Šopov, Boril
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Economics letters
91
Econometric reviews
86
Econometric theory
59
The econometrics journal
51
Journal of the American Statistical Association : JASA
35
Statistics in transition : an international journal of the Polish Statistical Association
35
Econometrics : open access journal
34
Economic modelling
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
33
Journal of empirical finance
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of financial econometrics
24
Quantitative economics : QE ; journal of the Econometric Society
24
Applied economics letters
23
International journal of forecasting
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
17
Quantitative finance
17
Applied economics
16
Journal of applied econometrics
16
Finance research letters
15
Computational economics
14
European journal of operational research : EJOR
14
Journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
Journal of risk and financial management : JRFM
12
Oxford bulletin of economics and statistics
12
Statistical papers
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Finance and stochastics
9
Insurance / Mathematics & economics
9
International journal of economics and financial issues : IJEFI
9
Journal of econometric methods
9
Journal of quantitative economics
9
Metrika : international journal for theoretical and applied statistics
9
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ECONIS (ZBW)
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1
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
2
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
3
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
4
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
5
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
6
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
7
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
8
Evidence of information transmission across currency futures markets using frequency domain tests
Kumar, Satish
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 319-327
Persistent link: https://www.econbiz.de/10011672977
Saved in:
9
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
10
Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
Kunitomo, Naoto
;
Sato, Seisho
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 282-309
Persistent link: https://www.econbiz.de/10010365764
Saved in:
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