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~subject:"Volatilität"
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Semi-Nonparametric Estimation...
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Volatilität
Schätztheorie
36,156
Estimation theory
35,529
Theorie
14,042
Theory
13,472
Nichtparametrisches Verfahren
8,827
Nonparametric statistics
8,454
Schätzung
7,534
Estimation
7,338
Zeitreihenanalyse
6,502
Time series analysis
6,379
Regressionsanalyse
4,841
Regression analysis
4,823
Logit-Modell
2,776
Logit model
2,770
Prognoseverfahren
2,440
Forecasting model
2,393
USA
2,352
United States
2,277
Gesamtwirtschaftliche Nachfrage
2,253
Aggregate demand
2,192
Panel
2,186
Statistischer Test
2,152
Panel study
2,129
Statistical test
2,095
Volatility
1,906
Statistische Verteilung
1,798
Statistical distribution
1,752
Bayes-Statistik
1,570
Bayesian inference
1,550
Stochastischer Prozess
1,304
Stochastic process
1,272
ARCH-Modell
1,219
Kointegration
1,218
Statistical inference
1,209
Induktive Statistik
1,207
ARCH model
1,203
Cointegration
1,200
Monte-Carlo-Simulation
1,194
Monte Carlo simulation
1,182
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Free
765
Undetermined
546
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Article
1,086
Book / Working Paper
855
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1,035
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1,035
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418
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407
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407
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Thesis
32
Collection of articles written by one author
10
Sammlung
10
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5
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5
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4
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3
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English
1,923
German
16
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
Australian National University / Research School of Pacific and Asian Studies / Department of Economics
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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Published in...
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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
24
Journal of empirical finance
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
International journal of forecasting
19
Econometric theory
18
Finance research letters
18
SFB 649 discussion paper
18
CREATES research paper
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
Working papers
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 / 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)
1,907
EconStor
34
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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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