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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Wechselkurs"
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Search: subject_exact:"Estimation theory"
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Volatilität
Wechselkurs
Estimation theory
355
Schätztheorie
355
Theorie
113
Theory
113
Time series analysis
72
Zeitreihenanalyse
72
Schätzung
71
Estimation
70
USA
53
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53
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27
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27
Volatility
26
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25
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23
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21
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18
Nichtparametrisches Verfahren
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Diebold, Francis X.
3
Alizadeh, Sassan
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Brandt, Michael W.
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Abbara, Omar
1
Anatolyev, Stanislav
1
Baillie, Richard
1
Baruník, Jozef
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Blazsek, Szabolcs
1
Bollerslev, Tim
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Boudoukh, Jacob
1
Braun, Phillip A.
1
Bu, Ruijun
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Creal, Drew
1
Dai, Qiang
1
Daníelsson, Jón
1
Das, Sanjiv R.
1
Enders, Walter
1
Escribano, Álvaro
1
Fernández-Villaverde, Jesús
1
Flachaire, Emmanuel
1
Frankel, Jeffrey A.
1
Gardeazabal, Javier
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Halttunen, Hannu
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Hou, Weijie
1
Jensen, Mark J.
1
Jorion, Philippe
1
Kalyvitēs, Sarantēs
1
Kok Haur Ng
1
Kraicová, Lucie
1
Lee, Kyungsub
1
Li, Jing
1
Licht, Adrian
1
Nelson, Daniel B.
1
Niu, Wei-fang
1
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The journal of finance : the journal of the American Finance Association
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
31
Economics letters
29
Econometric reviews
23
Economic modelling
22
Journal of empirical finance
21
CREATES research paper
16
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Econometric theory
15
Journal of banking & finance
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Finance research letters
12
International journal of economics and financial issues : IJEFI
12
Journal of forecasting
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
Applied economics
9
Discussion paper
9
Econometrics : open access journal
9
NBER Working Paper
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
Journal of applied econometrics
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
International journal of financial engineering
7
Journal of international money and finance
7
Journal of mathematical finance
7
NBER working paper series
7
Research in international business and finance
7
Working papers
7
Asia-Pacific financial markets
6
Computational economics
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ECONIS (ZBW)
32
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
5
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
6
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
7
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
8
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
9
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
10
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
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