//--> //--> //--> //-->
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"
~isPartOf:"Finance research letters"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Bayesian inference
Kapitaleinkommen
Stochastic process
Estimation theory
65
Schätztheorie
65
Estimation
18
Schätzung
18
Portfolio selection
16
Portfolio-Management
16
Capital income
14
ARCH model
12
ARCH-Modell
12
Time series analysis
12
Volatilität
12
Zeitreihenanalyse
12
Forecasting model
11
Prognoseverfahren
11
Correlation
8
Korrelation
8
Risikomaß
8
Risk measure
8
Statistical distribution
7
Statistische Verteilung
7
Analysis of variance
6
CAPM
6
Regression analysis
6
Regressionsanalyse
6
Varianzanalyse
6
Bayes-Statistik
5
Börsenkurs
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Credit risk
4
Kreditrisiko
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
4
Sharpe ratio
4
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Ardia, David
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Auer, Benjamin R.
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bongiorno, Christian
1
Boynton, Wentworth
1
Challet, Damien
1
Chatrath, Arjun
1
Chen, Fang
1
Christie-David, Rohan
1
De Luca, Giovanni
1
Fang, Ying
1
Fletcher, Jonathan
1
Hartkopf, Jan Patrick
1
He, Jia
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jiang, Jingjing
1
Kambouroudis, Dimos
1
Kim, Jae H.
1
Korkusuz, Burak
1
Kourtis, Apostolos
1
Lan, Xinchen
1
Lee, Kyungsub
1
Liang, Yanzi
1
Lu, Zheng
1
Madan, Dilip B.
1
Matković, Mario
1
McMillan, David G.
1
Oh, Jong-Min
1
Poon, Aubrey
1
Reh, Laura
1
Ren, Yun
1
Rivieccio, Giorgia
1
Rudkin, Wanling
1
Rüede, Maxime
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
206
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Economics letters
56
Discussion paper / Tinbergen Institute
45
Econometric reviews
41
Journal of empirical finance
40
Economic modelling
38
CREATES research paper
29
Econometric theory
29
International journal of forecasting
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Econometrics : open access journal
24
European journal of operational research : EJOR
23
The econometrics journal
23
Journal of forecasting
22
Computational economics
21
Journal of banking & finance
21
Journal of risk and financial management : JRFM
21
Journal of the American Statistical Association : JASA
21
Quantitative finance
21
Working paper
21
NBER Working Paper
20
SFB 649 discussion paper
20
Journal of financial econometrics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Insurance / Mathematics & economics
18
Journal of applied econometrics
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Discussion papers / CEPR
17
International journal of theoretical and applied finance
17
Journal of economic dynamics & control
17
NBER working paper series
17
Cowles Foundation discussion paper
16
Working papers
16
Operations research
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Applied economics letters
14
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
3
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
4
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
5
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
6
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
7
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
8
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
9
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
10
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->