//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Beta risk"
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
Volatilität
Beta risk
Estimation theory
268
Schätztheorie
268
Theorie
112
Theory
112
USA
48
United States
48
Schätzung
40
Estimation
39
Time series analysis
25
Zeitreihenanalyse
25
Causality analysis
23
Kausalanalyse
23
CAPM
22
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Volatility
14
Regression analysis
13
Regressionsanalyse
13
Börsenkurs
12
Impact assessment
12
Share price
12
Wirkungsanalyse
12
Capital income
11
Kapitaleinkommen
11
Bildungsertrag
9
Exchange rate
9
Returns to education
9
Risikoprämie
9
Risk premium
9
Stochastic process
9
Stochastischer Prozess
9
Wechselkurs
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Bias
7
Correlation
7
Korrelation
7
Nichtlineare Regression
7
Nonlinear regression
7
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
10
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
17
Author
All
Alizadeh, Sassan
2
Brandt, Michael W.
2
Diebold, Francis X.
2
Abramov, Vyacheslav M.
1
Biscay, R. J.
1
Boudoukh, Jacob
1
Braun, Phillip A.
1
Creal, Drew
1
Dai, Qiang
1
Das, Sanjiv R.
1
Fernández-Villaverde, Jesús
1
Jacquier, Antoine
1
Jagannathan, Ravi
1
Jiménez, Juan Carlos
1
Jorion, Philippe
1
Kan, Raymond
1
Klebaner, Fima C.
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Mahakud, Jitendra
1
Mijatovi´c, Aleksandar
1
Nelson, Daniel B.
1
Ozaki, Tohru
1
Richardson, Matthew
1
Rubio-Ramírez, Juan Francisco
1
Singleton, Kenneth J.
1
Stanton, Richard
1
Sundaram, Rangarajan K.
1
Sunier, Alain M.
1
Wang, Zhenyu
1
Welch, Ivo
1
Whitelaw, Robert F.
1
Wu, Jing Cynthia
1
Zhang, Chu
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Asia-Pacific financial markets
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
CREATES research paper
16
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
14
Journal of banking & finance
14
Journal of financial econometrics
13
Finance research letters
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Econometrics : open access journal
9
SFB 649 discussion paper
9
Applied economics
8
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
NBER Working Paper
7
Working papers
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
Handbook of financial time series
6
International journal of financial engineering
6
The European journal of finance
6
Applied financial economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simpler better market betas
Welch, Ivo
-
2019
Persistent link: https://www.econbiz.de/10012064525
Saved in:
2
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
3
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
4
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
5
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
6
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
7
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
Saved in:
8
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
9
Inference methods for discretely observed continuous-time stochastic volatility models : a commented overview
Jiménez, Juan Carlos
;
Biscay, R. J.
;
Ozaki, Tohru
- In:
Asia-Pacific financial markets
12
(
2005
)
2
,
pp. 109-141
Persistent link: https://www.econbiz.de/10003378338
Saved in:
10
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->