//--> //--> //--> //-->
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"
~isPartOf:"Finance research letters"
~isPartOf:"The econometrics journal"
~subject:"ARCH model"
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
ARCH model
Estimation theory
403
Schätztheorie
403
Nichtparametrisches Verfahren
70
Nonparametric statistics
70
Time series analysis
68
Zeitreihenanalyse
68
Regression analysis
65
Regressionsanalyse
65
Estimation
61
Schätzung
61
Statistical test
44
Statistischer Test
44
Theorie
42
Theory
42
Panel
40
Panel study
40
Volatilität
39
ARCH-Modell
37
Forecasting model
29
Prognoseverfahren
29
Capital income
26
Kapitaleinkommen
26
Statistical distribution
24
Statistische Verteilung
24
Correlation
23
Korrelation
23
Portfolio selection
21
Portfolio-Management
21
Induktive Statistik
20
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Risikomaß
20
Risk measure
20
Statistical inference
20
Bootstrap approach
19
Bootstrap-Verfahren
19
Modellierung
19
Scientific modelling
19
more ...
less ...
Online availability
All
Undetermined
27
Free
2
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
60
Author
All
Ardia, David
2
Francq, Christian
2
Hafner, Christian M.
2
Herwartz, Helmut
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Spokojnyj, Vladimir G.
2
Wu, Xinyu
2
Zakoïan, Jean-Michel
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Adesina, Tola
1
Andreou, Alena
1
Arnerić, Josip
1
Arvanitis, Stelios
1
Audrino, Francesco
1
Balter, Janine
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bos, Charles S.
1
Bufalo, Michele
1
Caldeira, João F.
1
Carrasco, Marine
1
Chatrath, Arjun
1
Chen, Yi-ting
1
Christie-David, Rohan
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Coudin, Elise
1
Di, Jianing
1
Du, Xiuli
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
Elliott, Robert J.
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
The econometrics journal
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric theory
48
Economics letters
38
Discussion paper / Tinbergen Institute
37
Econometric reviews
31
Journal of empirical finance
29
CREATES research paper
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Economic modelling
19
International journal of forecasting
18
Journal of banking & finance
17
Journal of financial econometrics
17
Journal of forecasting
16
Quantitative finance
15
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
SFB 649 discussion paper
12
Computational economics
11
Journal of mathematical finance
11
Journal of time series econometrics
11
Applied economics letters
10
CORE discussion papers : DP
9
NBER Working Paper
9
Working papers
9
Finance and stochastics
8
Handbook of financial time series
8
The European journal of finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
7
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
8
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
9
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
10
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->