//--> //--> //--> //-->
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"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Risikomaß"
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
Risikomaß
Estimation theory
90
Schätztheorie
90
Estimation
21
Schätzung
21
Time series analysis
19
Volatility
19
Zeitreihenanalyse
19
ARCH model
17
ARCH-Modell
17
Correlation
16
Korrelation
16
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Analysis of variance
9
Portfolio selection
9
Portfolio-Management
9
Statistical distribution
9
Statistical test
9
Statistische Verteilung
9
Statistischer Test
9
Varianzanalyse
9
Capital income
8
Forecasting model
8
Kapitaleinkommen
8
Prognoseverfahren
8
Regression analysis
8
Regressionsanalyse
8
Maximum likelihood estimation
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
CAPM
6
Linear algebra
6
Lineare Algebra
6
more ...
less ...
Online availability
All
Undetermined
18
Free
12
Type of publication
All
Article
20
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
30
Author
All
Hafner, Christian M.
4
Bauwens, Luc
3
Preminger, Arie
3
Sancetta, Alessio
2
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Chen, Feng
1
Cipollini, Fabrizio
1
Duan, Jin-Chuan
1
Dunsmuir, William T.M.
1
Dēmos, Antōnēs A.
1
Fulop, Andras
1
Galli, Fausto
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Han, Heejoon
1
Hoga, Yannick
1
Hong, Seok Young
1
Hu, Xueping
1
Hung, Mao-Wei
1
Hurn, Stan
1
Inoue, Atsushi
1
Jiang, Binyan
1
Jiang, Rong
1
Jung, Whayoung
1
Kim, Minjoo
1
Ko, Yi-Chen
1
Kyriakopoulou, Dimitra
1
Laurent, Sébastien
1
Lee, Ji Hyung
1
Lindsay, Kenneth A.
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lovcha, Yuliya
1
Lu, Jin
1
Lucas, André
1
more ...
less ...
Published in...
All
MNB working papers
CORE discussion papers : DP
Journal of financial econometrics
Journal of econometrics
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Discussion paper / Tinbergen Institute
54
Economics letters
47
Econometric reviews
42
Insurance / Mathematics & economics
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Economic modelling
24
Journal of risk
24
Econometric theory
23
Journal of empirical finance
23
CREATES research paper
22
Journal of banking & finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
21
Econometrics : open access journal
20
Finance research letters
20
Quantitative finance
20
Computational economics
19
International journal of forecasting
19
European journal of operational research : EJOR
18
Journal of the American Statistical Association : JASA
18
International journal of theoretical and applied finance
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Journal of forecasting
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
The North American journal of economics and finance : a journal of financial economics studies
14
NBER Working Paper
13
Applied economics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Journal of economic dynamics & control
11
Journal of mathematical finance
11
Risks : open access journal
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Working papers
11
Applied economics letters
10
CESifo working papers
10
Statistics in transition : an international journal of the Polish Statistical Association
10
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
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
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->