//--> //--> //--> //-->
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"
~subject:"Correlation"
~subject:"Estimation"
~subject:"Risk measure"
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
Risk measure
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatilität
16
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Theorie
9
Theory
9
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Audrino, Francesco
2
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Bormann, Carsten
1
Bos, Charles S.
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Cappiello, Lorenzo
1
Carrasco, Marine
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Croux, Christophe
1
Czellar, Veronika
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Frederiksen, Per
1
Ghysels, Eric
1
Giet, Ludovic
1
Giordani, Paolo
1
Gérard, Bruno
1
Hadri, Kaddour
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kadareja, Arjan
1
Kohn, Robert
1
Koopman, Siem Jan
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
181
Economics letters
145
Econometric reviews
77
Applied economics letters
63
Discussion paper / Tinbergen Institute
62
Discussion paper series / IZA
61
NBER Working Paper
60
Economic modelling
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
CEMMAP working papers / Centre for Microdata Methods and Practice
51
Applied economics
50
NBER working paper series
50
Econometric theory
48
The econometrics journal
46
Journal of banking & finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Journal of applied econometrics
41
Journal of the American Statistical Association : JASA
41
Working paper / National Bureau of Economic Research, Inc.
41
Journal of empirical finance
40
Working paper
40
International journal of forecasting
37
Insurance / Mathematics & economics
36
CESifo working papers
35
Econometrics : open access journal
35
SFB 649 discussion paper
35
Computational economics
33
IZA Discussion Paper
33
Finance research letters
32
Quantitative economics : QE ; journal of the Econometric Society
32
Discussion paper
31
Journal of forecasting
31
Cambridge working papers in economics
30
Discussion papers / CEPR
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of financial econometrics
30
CREATES research paper
29
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
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
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
Saved in:
9
Robust conditional variance and value-at-risk estimation
Dupuis, Debbie J.
;
Papageorgiou, Nicolas A.
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 896-921
Persistent link: https://www.econbiz.de/10011417831
Saved in:
10
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->