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subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Devisenmarkt"
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Search: subject_exact:"Estimation theory"
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Volatility
Devisenmarkt
Estimation theory
99
Schätztheorie
99
Time series analysis
29
Zeitreihenanalyse
29
Estimation
27
Schätzung
27
Volatilität
27
ARCH model
20
ARCH-Modell
20
Risikomaß
14
Risk measure
14
Capital income
13
Kapitaleinkommen
13
Börsenkurs
12
Forecasting model
12
Market microstructure
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Marktmikrostruktur
12
Prognoseverfahren
12
Share price
12
Regression analysis
11
Regressionsanalyse
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Theorie
10
Theory
10
Correlation
9
Korrelation
9
Stochastic process
9
Stochastischer Prozess
9
Portfolio selection
7
Portfolio-Management
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Noise Trading
6
Noise trading
6
Analysis of variance
5
CAPM
5
GARCH
5
Method of moments
5
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English
27
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Alañón Pardo, Ángel
1
Andreou, Alena
1
Arize, Augustine Chuck
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Cathy W. S.
1
Díaz-Mendoza, Ana-Carmen
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Guillén, Montserrat
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Horváth, Roman
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Kumar, Satish
1
Kunitomo, Naoto
1
Li, Leon
1
Li, Yingying
1
Lin, Tsai-Yu
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Lv, Jinchi
1
Moneva, J. M.
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Ortas, E.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
28
Economics letters
26
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
16
CREATES research paper
15
Econometric theory
14
International journal of forecasting
14
Journal of banking & finance
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Finance research letters
12
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
NBER Working Paper
8
Applied economics
7
Journal of mathematical finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
GRIPS discussion papers
6
Handbook of financial time series
6
International journal of financial engineering
6
NBER working paper series
6
The European journal of finance
6
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ECONIS (ZBW)
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21
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
22
GARCH parameter estimation using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
23
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
Saved in:
24
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
25
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
26
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
27
Trade flows and real exchange-rate volatility : an application of cointegration and error-correction modeling
Arize, Augustine Chuck
- In:
The North American journal of economics and finance : a …
6
(
1995
)
1
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001189209
Saved in:
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