//--> //--> //-->
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
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~subject:"Correlation"
~subject:"Estimation"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Correlation
Estimation
Estimation theory
14
Schätztheorie
14
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Risikomaß
3
Risk measure
3
Share price
3
Time series analysis
3
Zeitreihenanalyse
3
Bayes-Statistik
2
Bayesian inference
2
Beta risk
2
Betafaktor
2
CAPM
2
Forecasting model
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Probability theory
2
Prognoseverfahren
2
Wahrscheinlichkeitsrechnung
2
moment functions
2
structural models
2
ARMA
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Ausreißer
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Ahlgren, Niklas
1
Antell, Jan
1
Caldeira, João F.
1
Carrasco, Marine
1
Engle, Robert F.
1
Francq, Christian
1
Hassler, Uwe
1
Horváth, Lajos
1
Kotchoni, Rachidi
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Santos, André A. P.
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
226
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Economics letters
86
Econometric reviews
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Economic modelling
34
Discussion papers / CEPR
30
International journal of forecasting
29
Applied economics letters
27
Finance research letters
25
Computational economics
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
The econometrics journal
23
Journal of financial econometrics
22
Journal of banking & finance
19
Applied economics
18
Journal of empirical finance
18
Quantitative finance
18
Discussion paper / Centre for Economic Policy Research
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
The North American journal of economics and finance : a journal of financial economics studies
16
Econometric theory
15
Energy economics
14
Journal of quantitative economics
14
European journal of operational research : EJOR
12
Insurance / Mathematics & economics
12
Journal of economic dynamics & control
12
Journal of risk
12
Journal of forecasting
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of econometric methods
10
Theoretical economics letters
10
Journal of applied econometrics
9
International journal of financial engineering
8
Journal of mathematical finance
8
Working paper / National Bureau of Economic Research, Inc.
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of international financial markets, institutions & money
7
Journal of time series econometrics
7
Regional science & urban economics
7
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->