//--> //--> //--> //-->
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:"MNB working papers"
subject:"Volatilität"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Maximum-Likelihood-Schätzung"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Maximum-Likelihood-Schätzung
Estimation theory
213
Schätztheorie
213
Forecasting model
79
Prognoseverfahren
79
Time series analysis
73
Zeitreihenanalyse
73
Theorie
49
Theory
49
Estimation
39
Schätzung
39
Volatility
29
ARCH model
28
ARCH-Modell
28
Regression analysis
25
Regressionsanalyse
25
Correlation
21
Korrelation
21
Capital income
17
Kapitaleinkommen
17
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Statistical distribution
14
Statistische Verteilung
14
Börsenkurs
13
Share price
13
Statistical test
13
Statistischer Test
13
Maximum likelihood estimation
12
Portfolio selection
11
Portfolio-Management
11
Risikomaß
11
Risk measure
11
Robust statistics
11
Robustes Verfahren
11
Stochastic process
11
Stochastischer Prozess
11
Analysis of variance
10
USA
10
more ...
less ...
Online availability
All
Undetermined
19
Free
12
Type of publication
All
Article
29
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
39
Author
All
Hafner, Christian M.
4
Preminger, Arie
4
Bauwens, Luc
3
Lucas, André
2
Sancetta, Alessio
2
Taylor, James W.
2
Abraham, Bovas
1
Balakrishna, N.
1
Banachewicz, Konrad
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Brou, Jean Marcelin Bosson
1
Buccheri, Giuseppe
1
Chen, Bei
1
Chen, Feng
1
Cipollini, Fabrizio
1
Ding, Hao
1
Duan, Jin-Chuan
1
Dunsmuir, William T.M.
1
Dēmos, Antōnēs A.
1
Fei, Tianlun
1
Fischer, Henning
1
Fulop, Andras
1
Galli, Fausto
1
Gallo, Giampiero M.
1
Gel, Yulia R.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
He, Mengxi
1
Hong, Seok Young
1
Hu, Yu-pin
1
Hung, Mao-Wei
1
Hurn, Stan
1
Inoue, Atsushi
1
Jeon, Jooyoung
1
Jiang, Binyan
1
Kamdem, Alain Constant
1
Ke, Tsung-han
1
Ko, Yi-Chen
1
Kouassi, Eugène
1
more ...
less ...
Published in...
All
MNB working papers
CORE discussion papers : DP
Journal of financial econometrics
Journal of forecasting
Journal of econometrics
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Discussion paper / Tinbergen Institute
50
Economics letters
45
Econometric reviews
40
Economic modelling
24
CREATES research paper
22
Econometric theory
22
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The econometrics journal
19
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
International journal of forecasting
16
Quantitative finance
16
European journal of operational research : EJOR
14
Finance research letters
14
Journal of banking & finance
14
Journal of risk and financial management : JRFM
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Computational economics
13
International journal of theoretical and applied finance
13
NBER Working Paper
13
The North American journal of economics and finance : a journal of financial economics studies
13
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Insurance / Mathematics & economics
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Applied economics
10
SFB 649 discussion paper
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Série des documents de travail
10
Working paper
10
Applied economics letters
9
CESifo working papers
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
6
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
7
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
8
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
9
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
10
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->