//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nor"
~subject:"Volatilität"
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:"Schätzung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
460
Schätzung
460
Estimation theory
411
Schätztheorie
411
Theorie
244
Theory
244
Nichtparametrisches Verfahren
159
Nonparametric statistics
159
Time series analysis
155
Zeitreihenanalyse
155
Maximum likelihood estimation
135
Maximum-Likelihood-Schätzung
135
Regression analysis
134
Regressionsanalyse
134
Panel
131
Panel study
131
Volatility
120
Instrumental variables
89
IV-Schätzung
85
Forecasting model
76
Prognoseverfahren
76
Statistical test
69
Statistischer Test
69
USA
60
United States
60
Capital income
58
Kapitaleinkommen
58
Bias
57
Börsenkurs
57
Share price
57
Systematischer Fehler
57
Stochastic process
55
Stochastischer Prozess
55
Method of moments
53
Momentenmethode
53
Autocorrelation
50
Autokorrelation
50
Factor analysis
48
Faktorenanalyse
47
more ...
less ...
Online availability
All
Undetermined
78
Type of publication
All
Article
120
Type of publication (narrower categories)
All
Article in journal
120
Aufsatz in Zeitschrift
120
Language
All
English
Norwegian
Author
All
Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
McAleer, Michael
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhou, Hao
3
Andreou, Elena
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Liesenfeld, Roman
2
Mykland, Per A.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Wang, Bin
2
more ...
less ...
Published in...
All
Journal of econometrics
Energy economics
144
Applied economics
125
Finance research letters
123
Economic modelling
118
International review of economics & finance : IREF
111
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
100
Journal of empirical finance
87
Journal of banking & finance
86
Working paper / National Bureau of Economic Research, Inc.
82
NBER working paper series
77
Applied economics letters
76
Applied financial economics
76
Working paper
75
NBER Working Paper
71
Journal of international money and finance
70
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Discussion paper / Tinbergen Institute
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The journal of futures markets
62
Economics letters
61
Journal of risk and financial management : JRFM
55
CESifo working papers
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
48
The European journal of finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
International journal of finance & economics : IJFE
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial economics
38
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
33
Cogent economics & finance
32
Econometric reviews
32
International journal of economics and finance
32
more ...
less ...
Source
All
ECONIS (ZBW)
120
Showing
1
-
10
of
120
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
5
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
8
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->