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Subject
All
Schätzung
Volatility
41,047
Volatilität
40,778
Theorie
27,382
Theory
26,763
Stochastischer Prozess
17,272
Stochastic process
16,826
Optionspreistheorie
14,838
Option pricing theory
14,377
Estimation
10,629
Börsenkurs
10,306
Share price
10,144
Markov chain
7,895
Kapitaleinkommen
7,772
Capital income
7,740
Markov-Kette
7,602
ARCH-Modell
6,840
ARCH model
6,764
Aktienmarkt
6,207
Stock market
6,143
Unvollkommener Markt
5,993
USA
5,968
United States
5,788
Incomplete market
5,761
Welt
5,341
World
5,240
Wechselkurs
4,937
Exchange rate
4,837
Prognoseverfahren
4,806
Zeitreihenanalyse
4,763
Forecasting model
4,733
Portfolio-Management
4,665
Time series analysis
4,641
Portfolio selection
4,634
Risk
4,083
Risiko
4,053
Finanzmarkt
3,900
Financial market
3,804
Derivat
3,498
Derivative
3,487
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Online availability
All
Free
4,008
Undetermined
3,293
Type of publication
All
Article
6,312
Book / Working Paper
4,552
Type of publication (narrower categories)
All
Article in journal
6,039
Aufsatz in Zeitschrift
6,039
Working Paper
2,472
Graue Literatur
2,344
Non-commercial literature
2,344
Arbeitspapier
2,233
Hochschulschrift
320
Aufsatz im Buch
264
Book section
264
Thesis
258
Collection of articles written by one author
66
Sammlung
66
Conference paper
33
Konferenzbeitrag
33
Bibliografie enthalten
27
Bibliography included
27
Collection of articles of several authors
18
Sammelwerk
18
Konferenzschrift
13
Aufsatzsammlung
11
Systematic review
8
Übersichtsarbeit
8
Forschungsbericht
6
Amtsdruckschrift
5
Government document
5
Conference proceedings
4
Dissertation u.a. Prüfungsschriften
4
Article
3
Bibliografie
3
Case study
2
Fallstudie
2
Mehrbändiges Werk
2
Multi-volume publication
2
Research Report
2
Advisory report
1
Elektronischer Datenträger
1
Gutachten
1
Mikroform
1
Nachschlagewerk
1
Reference book
1
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Language
All
English
10,630
German
209
French
16
Spanish
7
Italian
5
Undetermined
2
Norwegian
1
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Author
All
Gupta, Rangan
99
McAleer, Michael
90
Caporale, Guglielmo Maria
63
Pierdzioch, Christian
61
Bollerslev, Tim
50
Belke, Ansgar
44
Hautsch, Nikolaus
43
Härdle, Wolfgang
41
Todorov, Viktor
41
Gil-Alaña, Luis A.
40
Balcilar, Mehmet
36
Bahmani-Oskooee, Mohsen
35
Engle, Robert F.
35
Döpke, Jörg
34
Herwartz, Helmut
33
Bouri, Elie
31
Asai, Manabu
30
Buch, Claudia M.
30
Koopman, Siem Jan
28
Caporin, Massimiliano
26
Ma, Feng
26
Chang, Chia-Lin
25
Wohar, Mark E.
25
Cheung, Yin-Wong
24
Pesaran, M. Hashem
23
Andersen, Torben
22
Rodriguez, Gabriel
22
Kumar, Dilip
21
Lux, Thomas
21
Mumtaz, Haroon
21
Xuan Vinh Vo
21
Chan, Joshua
20
Hafner, Christian M.
20
Lettau, Martin
20
Mittnik, Stefan
20
Spagnolo, Nicola
20
Bos, Charles S.
19
Diebold, Francis X.
19
Dijk, Dick van
19
Marcellino, Massimiliano
19
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Institution
All
National Bureau of Economic Research
95
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Federal Reserve Bank of St. Louis
6
Forschungsinstitut zur Zukunft der Arbeit
6
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Verlag Dr. Kovač
4
Centre for Analytical Finance <Århus>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of New York
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
European University Institute / Department of Economics
2
Goethe-Universität Frankfurt am Main
2
Institute of European Finance <Bangor, Gwynedd>
2
Institute of Finance and Accounting <London>
2
Internationaler Währungsfonds / Research Department
2
National Institute of Economic and Social Research
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Shaker Verlag
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Strathclyde / Department of Economics
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Australian National University / Centre for Economic Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
1
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Published in...
All
Energy economics
165
Applied economics
161
Economic modelling
145
Finance research letters
141
Journal of econometrics
134
International review of economics & finance : IREF
128
International review of financial analysis
123
Working paper
106
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of banking & finance
100
Applied economics letters
99
Journal of empirical finance
95
Working paper / National Bureau of Economic Research, Inc.
93
NBER working paper series
91
The journal of futures markets
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Applied financial economics
83
NBER Working Paper
80
Research in international business and finance
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Economics letters
75
Journal of international financial markets, institutions & money
74
Journal of international money and finance
74
CESifo working papers
72
Discussion paper / Tinbergen Institute
72
Discussion paper / Centre for Economic Policy Research
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
International journal of forecasting
59
Journal of risk and financial management : JRFM
58
International journal of finance & economics : IJFE
57
The European journal of finance
53
Journal of economic dynamics & control
47
Journal of financial economics
47
Journal of applied econometrics
45
Discussion paper series / IZA
42
Econometric reviews
42
International Journal of Energy Economics and Policy : IJEEP
42
Quantitative finance
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International journal of economics and finance
40
more ...
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Source
All
ECONIS (ZBW)
10,611
EconStor
245
USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
1
OLC EcoSci
1
Showing
1
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10
of
10,864
Sort
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date (newest first)
date (oldest first)
1
Modeling intraday stochastic
volatility
and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
2
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
3
Estimating stochastic
volatility
with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
4
Regime-switching stochastic
volatility
model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
5
Performance comparison of alternative stochastic
volatility
models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
Optimizing bounds on security prices in incomplete markets : does stochastic
volatility
specification matter?
Marroquín-Martínez, Naroa
;
Moreno, Manuel
- In:
European journal of operational research : EJOR
225
(
2013
)
3
,
pp. 429-442
Persistent link: https://www.econbiz.de/10009706918
Saved in:
7
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
8
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
9
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
10
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
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