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subject:"Großbritannien"
~isPartOf:"Discussion paper / A"
~isPartOf:"Journal of banking & finance"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Estimation theory
125
Schätztheorie
125
Theorie
36
Theory
36
Estimation
31
Schätzung
30
Portfolio selection
18
Portfolio-Management
18
Time series analysis
15
Zeitreihenanalyse
15
Volatility
14
United Kingdom
11
Börsenkurs
10
Forecasting model
10
Prognoseverfahren
10
Share price
10
ARCH model
9
ARCH-Modell
9
Correlation
9
Korrelation
9
Nichtparametrisches Verfahren
9
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9
Credit risk
8
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8
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8
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8
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8
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8
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8
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8
USA
8
United States
8
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7
Kapitaleinkommen
7
Bootstrap approach
6
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6
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6
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Article
16
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9
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16
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English
25
Author
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Hildenbrand, Werner
4
Härdle, Wolfgang
2
Jerison, Michael
2
Taylor, Stephen
2
Alexander, Carol
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Chai, Gen-xiang
1
Clare, Andrew D.
1
Clements, Adam
1
Escobar, Marcos
1
Faff, Robert W.
1
Golosnoy, Vasyl
1
Hamid, Alain
1
Heid, Frank
1
Hildenbrand, Kurt
1
Ioannides, Michalis
1
Islam, Saiful
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kneip, Alois
1
Lahaye, Jérôme
1
Li, Yifan
1
Li, Zhu-yu
1
Lin, Binghuan
1
Marron, James Stephen
1
Nolte, Ingmar
1
Okhrin, Yarema
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Poon, Ser-Huang
1
Preve, Daniel P. A.
1
Priestley, Richard
1
Rastegari, Javad
1
Rockinger, Michael
1
Sarno, Lucio
1
Schmidt, Heike
1
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
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Discussion paper / A
Journal of banking & finance
Journal of econometrics
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Discussion paper / Tinbergen Institute
29
Economics letters
28
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
17
Quantitative finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CREATES research paper
15
International journal of forecasting
15
Oxford bulletin of economics and statistics
14
The econometrics journal
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of applied econometrics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of forecasting
11
NBER Working Paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper / National Bureau of Economic Research, Inc.
11
Econometrics : open access journal
10
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Applied economics
9
Discussion paper
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Finance and stochastics
8
Working paper
8
Working papers
8
Applied economics letters
7
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion papers in economics
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ECONIS (ZBW)
25
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
4
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
5
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
6
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
7
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl
;
Hamid, Alain
;
Okhrin, Yarema
- In:
Journal of banking & finance
40
(
2014
),
pp. 321-329
Persistent link: https://www.econbiz.de/10010402690
Saved in:
8
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
9
Estimating and using GARCH models with VIX data for option valuation
Kanniainen, Juho
;
Lin, Binghuan
;
Yang, Hanxue
- In:
Journal of banking & finance
43
(
2014
),
pp. 200-211
Persistent link: https://www.econbiz.de/10010410004
Saved in:
10
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
Saved in:
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