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~subject:"Volatilität"
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Volatilität
Schätztheorie
36,061
Estimation theory
35,434
Theorie
12,474
Theory
11,946
Nichtparametrisches Verfahren
8,812
Nonparametric statistics
8,440
Schätzung
6,940
Estimation
6,795
Zeitreihenanalyse
6,451
Time series analysis
6,329
Regressionsanalyse
4,748
Regression analysis
4,733
Prognoseverfahren
2,250
Forecasting model
2,213
Statistischer Test
2,133
Panel
2,083
Statistical test
2,077
Panel study
2,031
USA
1,947
United States
1,877
Volatility
1,867
Statistische Verteilung
1,780
Statistical distribution
1,735
Bayes-Statistik
1,501
Bayesian inference
1,481
Stochastischer Prozess
1,270
Stochastic process
1,242
ARCH-Modell
1,208
Statistical inference
1,202
Induktive Statistik
1,200
ARCH model
1,192
Kointegration
1,184
Cointegration
1,168
Sampling
1,159
Stichprobenerhebung
1,159
Monte-Carlo-Simulation
1,132
Monte Carlo simulation
1,119
Momentenmethode
1,107
Börsenkurs
1,086
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Free
748
Undetermined
538
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Article
1,066
Book / Working Paper
834
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1,016
Aufsatz in Zeitschrift
1,016
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402
Graue Literatur
395
Non-commercial literature
395
Arbeitspapier
371
Aufsatz im Buch
53
Book section
53
Hochschulschrift
42
Thesis
31
Collection of articles written by one author
10
Sammlung
10
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4
Forschungsbericht
4
Sammelwerk
4
Systematic review
3
Übersichtsarbeit
3
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2
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Amtsdruckschrift
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English
1,885
German
13
French
2
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Todorov, Viktor
32
Härdle, Wolfgang
24
Bollerslev, Tim
21
Gupta, Rangan
21
Koopman, Siem Jan
20
Diebold, Francis X.
19
Li, Jia
19
Linton, Oliver
17
Andersen, Torben
16
Hafner, Christian M.
16
Kumar, Dilip
16
Li, Yingying
15
Swanson, Norman R.
15
Tauchen, George Eugene
15
Teräsvirta, Timo
15
Balcilar, Mehmet
14
Maheswaran, S.
14
Mykland, Per A.
14
Brandt, Michael W.
13
Renò, Roberto
13
Kim, Donggyu
12
Corradi, Valentina
11
Jensen, Mark J.
11
Lucas, André
11
Maheu, John M.
11
Mancino, Maria Elvira
11
Clements, Adam
10
Ghysels, Eric
10
Hurvich, Clifford M.
10
Liu, Zhi
10
Silvennoinen, Annastiina
10
Bibinger, Markus
9
Distaso, Walter
9
Fan, Jianqing
9
Feng, Yuanhua
9
Hautsch, Nikolaus
9
Kristensen, Dennis
9
Reiß, Markus
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
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National Bureau of Economic Research
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
4
Ekonomiska forskningsinstitutet <Stockholm>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Business Information Centre <Toronto>
1
Centre for Analytical Finance <Århus>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
State University of New York at Albany / Department of Economics
1
The Wharton Financial Institutions Center
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
Westfälische Wilhelms-Universität Münster
1
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Journal of econometrics
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
33
Economics letters
30
Econometric reviews
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Economic modelling
22
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
International journal of forecasting
19
Econometric theory
18
SFB 649 discussion paper
18
CREATES research paper
17
Finance research letters
17
Quantitative finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of financial econometrics
16
International journal of theoretical and applied finance
14
Journal of banking & finance
14
Journal of risk and financial management : JRFM
13
The econometrics journal
13
Econometrics : open access journal
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Energy economics
10
Journal of forecasting
10
NBER Working Paper
10
SFB 649 Discussion Paper
10
Finance and stochastics
9
Journal of mathematical finance
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
International journal of economics and financial issues : IJEFI
8
The European journal of finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers
8
Working papers / Rutgers University, Department of Economics
8
Cambridge working papers in economics
7
Computational economics
7
GRIPS discussion papers
7
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ECONIS (ZBW)
1,869
EconStor
31
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1
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
2
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000668367
Saved in:
3
Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Ferraz, Rosemeire O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10003743610
Saved in:
4
A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
Saved in:
5
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
6
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
7
Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel
;
Gijbels, Irène
-
2009
Persistent link: https://www.econbiz.de/10003892556
Saved in:
8
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
9
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
10
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
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