//--> //--> //--> //-->
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
Estimating functions and surve...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Schätztheorie
35,898
Estimation theory
35,271
Theorie
11,358
Theory
10,961
Zeitreihenanalyse
5,943
Time series analysis
5,861
Schätzung
5,836
Estimation
5,751
Sampling
4,617
Stichprobenerhebung
4,617
Regressionsanalyse
4,165
Regression analysis
4,149
Nichtparametrisches Verfahren
3,386
Nonparametric statistics
3,301
Panel
2,091
Prognoseverfahren
2,047
Panel study
2,032
Forecasting model
2,018
Statistischer Test
1,878
Statistical test
1,837
USA
1,776
United States
1,726
Volatilität
1,613
Statistische Verteilung
1,561
Statistical distribution
1,532
Bayes-Statistik
1,339
Bayesian inference
1,326
Stochastischer Prozess
1,166
Monte-Carlo-Simulation
1,164
Monte Carlo simulation
1,153
Stochastic process
1,149
Statistical inference
1,109
Induktive Statistik
1,107
Simulation
1,100
ARCH-Modell
1,094
ARCH model
1,085
Kointegration
1,071
Cointegration
1,058
Maximum-Likelihood-Schätzung
1,047
more ...
less ...
Online availability
All
Free
617
Undetermined
454
Type of publication
All
Article
921
Book / Working Paper
669
Type of publication (narrower categories)
All
Article in journal
877
Aufsatz in Zeitschrift
877
Graue Literatur
315
Non-commercial literature
315
Working Paper
305
Arbeitspapier
304
Aufsatz im Buch
47
Book section
47
Hochschulschrift
22
Thesis
18
Collection of articles written by one author
5
Forschungsbericht
5
Sammlung
5
Collection of articles of several authors
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
1,581
German
7
French
2
Author
All
Koopman, Siem Jan
21
Todorov, Viktor
19
Li, Jia
18
Li, Yingying
17
Kumar, Dilip
16
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Hafner, Christian M.
13
Diebold, Francis X.
12
Kim, Donggyu
12
Ghysels, Eric
11
Härdle, Wolfgang
11
Lucas, André
11
Mancino, Maria Elvira
11
Mykland, Per A.
11
Andersen, Torben
10
Liu, Zhi
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fan, Jianqing
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Zheng, Xinghua
9
Alizadeh, Sassan
8
Hurvich, Clifford M.
8
Linton, Oliver
8
McAleer, Michael
8
Nolte, Ingmar
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
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
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Discussion paper / Tinbergen Institute
31
Econometric reviews
25
Economics letters
24
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Econometric theory
16
Finance research letters
16
Quantitative finance
16
CREATES research paper
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
Journal of financial econometrics
14
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
12
The econometrics journal
12
Journal of forecasting
11
Econometrics : open access journal
10
Journal of risk and financial management : JRFM
10
Finance and stochastics
9
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
International journal of economics and financial issues : IJEFI
8
Working papers
8
Computational economics
7
GRIPS discussion papers
7
Journal of mathematical finance
7
NBER Working Paper
7
The European journal of finance
7
Working paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied 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
Handbook of financial time series
6
International journal of financial engineering
6
more ...
less ...
Source
All
ECONIS (ZBW)
1,589
EconStor
1
Showing
1
-
10
of
1,590
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Finite sample results of range-based integrated volatility estimation
Rossi, Eduardo
;
Spazzini, Filippo
-
2009
Persistent link: https://www.econbiz.de/10003899120
Saved in:
2
Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
Saved in:
3
Numerically accelerated importance
sampling
for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
4
A Lagrangian multiplier test for market microstructure noise with applications to
sampling
interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
5
Closed form pricing formulas for discretely sampled generalized variance swaps
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 855-881
Persistent link: https://www.econbiz.de/10011308159
Saved in:
6
Model-based measurement of actual volatility in high-frequency data
Jungbacker, Borus
;
Koopman, Siem Jan
-
2004
are based on importance
sampling
techniques. It is shown that such Monte Carlo techniques can be employed successfully for …
Persistent link: https://www.econbiz.de/10011342558
Saved in:
7
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
8
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
9
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
10
Sample quantile analysis for long-memory stochastic volatility models
Ho, Hwai-chung
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 360-370
Persistent link: https://www.econbiz.de/10011504558
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...
//-->