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
Efficient estimation with many...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Schätztheorie
35,747
Estimation theory
35,122
Theorie
12,441
Theory
11,913
Nichtparametrisches Verfahren
8,734
Nonparametric statistics
8,362
Schätzung
6,871
Estimation
6,727
Zeitreihenanalyse
6,385
Time series analysis
6,263
Regressionsanalyse
4,679
Regression analysis
4,665
Prognoseverfahren
2,225
Forecasting model
2,188
Statistischer Test
2,097
Panel
2,053
Statistical test
2,041
Panel study
2,001
USA
1,942
United States
1,872
Volatilität
1,871
Statistische Verteilung
1,753
Statistical distribution
1,708
Bayes-Statistik
1,483
Bayesian inference
1,463
Stochastischer Prozess
1,252
Stochastic process
1,224
ARCH-Modell
1,193
ARCH model
1,177
Kointegration
1,170
Statistical inference
1,168
Induktive Statistik
1,166
Cointegration
1,154
Sampling
1,137
Stichprobenerhebung
1,137
Monte-Carlo-Simulation
1,121
Monte Carlo simulation
1,108
Momentenmethode
1,097
Börsenkurs
1,077
more ...
less ...
Online availability
All
Free
706
Undetermined
520
Type of publication
All
Article
1,042
Book / Working Paper
796
Type of publication (narrower categories)
All
Article in journal
994
Aufsatz in Zeitschrift
994
Graue Literatur
390
Non-commercial literature
390
Working Paper
366
Arbeitspapier
365
Aufsatz im Buch
51
Book section
51
Hochschulschrift
41
Thesis
31
Collection of articles written by one author
10
Sammlung
10
Collection of articles of several authors
4
Forschungsbericht
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
1,825
German
11
French
2
Author
All
Todorov, Viktor
31
Härdle, Wolfgang
24
Bollerslev, Tim
20
Koopman, Siem Jan
20
Diebold, Francis X.
19
Gupta, Rangan
19
Li, Jia
17
Linton, Oliver
17
Andersen, Torben
16
Kumar, Dilip
16
Hafner, Christian M.
15
Li, Yingying
15
Tauchen, George Eugene
15
Teräsvirta, Timo
15
Balcilar, Mehmet
14
Maheswaran, S.
14
Brandt, Michael W.
13
Mykland, Per A.
13
Renò, Roberto
13
Swanson, Norman R.
13
Kim, Donggyu
12
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
Silvennoinen, Annastiina
10
Corradi, Valentina
9
Fan, Jianqing
9
Kristensen, Dennis
9
Liu, Zhi
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Aït-Sahalia, Yacine
8
Bibinger, Markus
8
Feng, Yuanhua
8
Fengler, Matthias R.
8
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
Journal of econometrics
136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Discussion paper / Tinbergen Institute
33
Economics letters
29
Econometric reviews
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of empirical finance
23
Economic modelling
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
International journal of forecasting
19
SFB 649 discussion paper
18
CREATES research paper
17
Econometric theory
17
Quantitative finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
16
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
Econometrics : open access journal
12
The econometrics 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
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 / Rutgers University, Department of Economics
8
Cambridge working papers in economics
7
Computational economics
7
NBER working paper series
7
The journal of risk model validation
7
Working papers
7
more ...
less ...
Source
All
ECONIS (ZBW)
1,837
EconStor
1
Showing
1
-
10
of
1,838
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
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...
