//--> //--> //--> //-->
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"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Schätztheorie
35,165
Estimation theory
35,122
Theorie
9,188
Theory
9,184
Zeitreihenanalyse
5,694
Time series analysis
5,679
Estimation
5,458
Schätzung
5,456
Regressionsanalyse
4,016
Regression analysis
4,008
Nichtparametrisches Verfahren
3,210
Nonparametric statistics
3,209
Prognoseverfahren
1,846
Forecasting model
1,843
Panel
1,774
Panel study
1,772
Statistischer Test
1,669
Statistical test
1,657
USA
1,547
United States
1,538
Volatilität
1,500
Statistical distribution
1,387
Statistische Verteilung
1,387
Bayesian inference
1,179
Bayes-Statistik
1,174
Sampling
1,062
Stichprobenerhebung
1,061
ARCH model
1,042
ARCH-Modell
1,042
Kointegration
1,032
Statistical inference
1,032
Induktive Statistik
1,031
Cointegration
1,030
Stochastischer Prozess
997
Stochastic process
996
Monte-Carlo-Simulation
994
Maximum-Likelihood-Schätzung
982
Monte Carlo simulation
982
Maximum likelihood estimation
974
more ...
less ...
Online availability
All
Free
580
Undetermined
418
Type of publication
All
Article
864
Book / Working Paper
633
Type of publication (narrower categories)
All
Article in journal
823
Aufsatz in Zeitschrift
823
Graue Literatur
294
Non-commercial literature
294
Arbeitspapier
282
Working Paper
282
Aufsatz im Buch
44
Book section
44
Hochschulschrift
22
Thesis
18
Collection of articles written by one author
5
Sammlung
5
Collection of articles of several authors
4
Forschungsbericht
4
Sammelwerk
4
Systematic review
3
Übersichtsarbeit
3
Conference paper
2
Konferenzbeitrag
2
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Government document
1
Konferenzschrift
1
more ...
less ...
Language
All
English
1,488
German
7
French
2
Author
All
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kim, Donggyu
12
Härdle, Wolfgang
11
Mancino, Maria Elvira
11
Andersen, Torben
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fan, Jianqing
9
Ghysels, Eric
9
Liu, Zhi
9
Lucas, André
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Hurvich, Clifford M.
8
Linton, Oliver
8
Wang, Yazhen
8
Bibinger, Markus
7
Bollerslev, Tim
7
Cavaliere, Giuseppe
7
Croux, Christophe
7
Daníelsson, Jón
7
Fernández-Villaverde, Jesús
7
Francq, Christian
7
Gouriéroux, Christian
7
Hautsch, Nikolaus
7
Nelson, Daniel B.
7
Nolte, Ingmar
7
Sanfelici, Simona
7
more ...
less ...
Institution
All
National Bureau of Economic Research
7
Birkbeck College / Department of Economics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Rodney L. White Center for Financial Research
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
Universität Trier
1
more ...
less ...
Published in...
All
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
CREATES research paper
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Econometrics : open access journal
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
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
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
NBER Working Paper
7
Working papers
7
Applied economics
6
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
The European journal of finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
more ...
less ...
Source
All
ECONIS (ZBW)
1,497
Showing
1,471
-
1,480
of
1,497
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1471
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
1472
Sociopolitical instability, volatility, and the bid-ask spread : evidence from the free market for dollars in Poland
Kutan, Ali Mustafa
- In:
Open economies review
6
(
1995
)
3
,
pp. 225-236
Persistent link: https://www.econbiz.de/10001183555
Saved in:
1473
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
1474
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
1475
Empirical analyses of the information content of implied volatility
In:
Quarterly bulletin / Bank of Japan
3
(
1995
)
1
,
pp. 63-88
Persistent link: https://www.econbiz.de/10001186571
Saved in:
1476
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:
1477
Local parametric analysis of hedging in discrete time
Bossaerts, Peter L.
;
Hillion, Pierre Henri
-
1995
Persistent link: https://www.econbiz.de/10000912231
Saved in:
1478
Positive autocorrelations in stock returns due to market overreaction
Rath, Subhrendu
-
1995
Persistent link: https://www.econbiz.de/10000912902
Saved in:
1479
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
1480
Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10000892121
Saved in:
First
Prev
141
142
143
144
145
146
147
148
149
150
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->