//--> //--> //--> //-->
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:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of financial econometrics"
~subject:"Lag model"
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
Lag model
Estimation theory
164
Schätztheorie
164
Theorie
107
Theory
107
Estimation
37
Schätzung
37
Time series analysis
33
Zeitreihenanalyse
33
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Regression analysis
24
Regressionsanalyse
24
Volatility
22
CAPM
21
USA
19
United States
19
Stochastic process
18
Stochastischer Prozess
18
Statistical test
17
Statistischer Test
17
Capital income
15
Kapitaleinkommen
15
Statistical distribution
15
Statistische Verteilung
15
Börsenkurs
14
Share price
14
Deutschland
13
Germany
13
Risikoprämie
11
Risk premium
11
Portfolio selection
10
Portfolio-Management
10
Robust statistics
10
Robustes Verfahren
10
ARCH model
9
ARCH-Modell
9
Correlation
9
Korrelation
9
Forecasting model
8
more ...
less ...
Online availability
All
Undetermined
11
Free
2
Type of publication
All
Article
16
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
26
Author
All
Küchler, Uwe
4
Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Sancetta, Alessio
2
Vasiliev, Vjatscheslav A.
2
Alizadeh, Sassan
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Buccheri, Giuseppe
1
Cipollini, Fabrizio
1
Dankenbring, Henning
1
Diebold, Francis X.
1
Gallo, Giampiero M.
1
Grammig, Joachim
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Guščin, Aleksandr A.
1
Herwartz, Helmut
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jiang, Binyan
1
Jorion, Philippe
1
Ko, Yi-Chen
1
Kutoyants, Yu. A.
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
Mercurio, Danilo
1
Nadler, Philip
1
Nelson, Daniel B.
1
Nielsen, Jens Perch
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of financial econometrics
Journal of econometrics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Economics letters
27
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CREATES research paper
15
Econometric theory
15
Quantitative finance
15
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Finance research letters
12
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Econometrics : open access journal
10
Journal of risk and financial management : JRFM
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Finance and stochastics
8
NBER Working Paper
8
Applied economics
7
Journal of mathematical finance
7
Working papers
7
Applied economics letters
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Documento de trabajo
6
Handbook of financial time series
6
International journal of financial engineering
6
Working paper / National Bureau of Economic Research, Inc.
6
Asia-Pacific financial markets
5
CAMA working paper series
5
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
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...
//-->