//--> //--> //--> //-->
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:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of financial econometrics"
~type_genre:"Aufsatz in Zeitschrift"
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
Estimation theory
121
Schätztheorie
121
Estimation
34
Schätzung
34
Time series analysis
34
Zeitreihenanalyse
34
Volatility
29
ARCH model
19
ARCH-Modell
19
Capital income
16
Correlation
16
Kapitaleinkommen
16
Korrelation
16
Risikomaß
16
Risk measure
16
Forecasting model
15
Prognoseverfahren
15
Statistical test
14
Statistischer Test
14
Market microstructure
12
Marktmikrostruktur
12
Portfolio selection
12
Portfolio-Management
12
Stochastic process
12
Stochastischer Prozess
12
Analysis of variance
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Regression analysis
11
Regressionsanalyse
11
Varianzanalyse
11
Börsenkurs
10
CAPM
10
Share price
10
Statistical distribution
10
Statistische Verteilung
10
Risikoprämie
9
Risk premium
9
Robust statistics
9
more ...
less ...
Online availability
All
Undetermined
15
Free
2
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
29
Article in journal
29
Graue Literatur
29
Non-commercial literature
29
Working Paper
29
Language
All
English
29
Author
All
Sancetta, Alessio
2
Andreou, Alena
1
Balter, Janine
1
Bos, Charles S.
1
Buccheri, Giuseppe
1
Caldeira, João F.
1
Carrasco, Marine
1
Cipollini, Fabrizio
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Gallo, Giampiero M.
1
Ghysels, Eric
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hong, Seok Young
1
Horváth, Lajos
1
Hung, Mao-Wei
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Inoue, Atsushi
1
Janus, Paweł
1
Jiang, Binyan
1
Ko, Yi-Chen
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Lv, Jinchi
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
Moura, Guilherme Valle
1
more ...
less ...
Published in...
All
MNB working papers
Discussion paper / Tinbergen Institute
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial econometrics
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
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
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:
7
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:
8
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:
9
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
10
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->