//--> //--> //--> //-->
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"
~language:"eng"
~subject:"Capital income"
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
Capital income
Estimation theory
47
Schätztheorie
47
Theorie
26
Theory
26
CAPM
15
USA
14
United States
14
Börsenkurs
9
Share price
9
Estimation
8
Schätzung
8
Volatility
8
Stochastic process
6
Stochastischer Prozess
6
Kapitaleinkommen
5
Option pricing theory
5
Optionspreistheorie
5
Time series analysis
5
Zeitreihenanalyse
5
Exchange rate
4
Risikoprämie
4
Risk premium
4
Wechselkurs
4
Derivat
3
Derivative
3
Portfolio selection
3
Portfolio-Management
3
Welt
3
World
3
Yield curve
3
Zinsstruktur
3
1963-1990
2
1980-1985
2
Arbitrage
2
Beta risk
2
Betafaktor
2
Deutschland
2
Devisenmarkt
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
Author
All
Abramov, Vyacheslav M.
1
Alizadeh, Sassan
1
Balachandran, Bala V.
1
Biscay, R. J.
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Chan, Kalok
1
Chandra, Ramesh
1
Diebold, Francis X.
1
Ilmanen, Antti
1
Jacquier, Antoine
1
Jiménez, Juan Carlos
1
Jorion, Philippe
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
Pesaran, M. Hashem
1
Pástor, Ľuboš
1
Stambaugh, Robert F.
1
Sunier, Alain M.
1
Timmermann, Allan
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Asia-Pacific financial markets
Journal of econometrics
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of empirical finance
34
Economics letters
33
Discussion paper / Tinbergen Institute
28
Econometric reviews
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
17
CREATES research paper
16
Journal of financial econometrics
16
Journal of forecasting
16
Econometric theory
15
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
International journal of forecasting
14
The econometrics journal
13
Econometrics : open access journal
12
Journal of financial economics
12
NBER Working Paper
12
The European journal of finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of mathematical finance
11
SFB 649 discussion paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Computational economics
10
NBER working paper series
10
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Journal of risk
9
Working paper
9
Working papers
9
Cambridge working papers in economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
8
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
9
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
10
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->