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subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
4,812
Schätztheorie
4,811
Estimation
1,160
Schätzung
1,137
Time series analysis
922
Zeitreihenanalyse
922
Regression analysis
882
Regressionsanalyse
880
Nichtparametrisches Verfahren
705
Nonparametric statistics
705
Forecasting model
499
Prognoseverfahren
499
Volatility
403
Panel
399
Panel study
399
Statistical test
366
Statistischer Test
366
Statistical distribution
339
Statistische Verteilung
339
Bayesian inference
301
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298
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285
ARCH-Modell
285
Stochastic process
258
Stochastischer Prozess
258
Maximum likelihood estimation
253
Maximum-Likelihood-Schätzung
250
Capital income
246
Kapitaleinkommen
246
Correlation
239
Korrelation
238
Method of moments
232
Momentenmethode
231
Autocorrelation
217
Autokorrelation
215
Statistical inference
212
Cointegration
209
Induktive Statistik
209
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205
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394
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9
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9
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1
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English
403
Author
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Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Francq, Christian
5
Liu, Zhi
5
Maheswaran, S.
5
Bollerslev, Tim
4
Mancino, Maria Elvira
4
Sucarrat, Genaro
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Bauwens, Luc
3
Buccheri, Giuseppe
3
Clements, Adam
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
3
Lee, Kyungsub
3
Li, Wai Keung
3
Liu, Guangying
3
Otranto, Edoardo
3
Park, Joon Y.
3
Potiron, Yoann
3
Song, Yuping
3
Teräsvirta, Timo
3
Varneskov, Rasmus Tangsgaard
3
Wang, Bin
3
Yang, Xiye
3
Zakoïan, Jean-Michel
3
Zhang, Zhiyuan
3
Zheng, Xinghua
3
Ñíguez, Trino-Manuel
3
Ahsan, Nazmul
2
Amengual, Dante
2
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Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
13
Econometric reviews
12
Finance research letters
12
Economics letters
11
Journal of financial econometrics
11
Quantitative finance
11
Journal of empirical finance
10
Economic modelling
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometric theory
7
Computational economics
6
Journal of banking & finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Journal of forecasting
5
Journal of mathematical finance
5
Journal of quantitative economics
5
Journal of risk
5
Energy economics
4
Finance and stochastics
4
International journal of financial engineering
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The econometrics journal
4
The journal of risk model validation
4
Theoretical economics letters
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European journal of operational research : EJOR
3
IIMB management review
3
International journal of theoretical and applied finance
3
Journal of time series econometrics
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Annals of finance
2
Application of operations research to financial markets
2
Economic research
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial markets and portfolio management
2
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ECONIS (ZBW)
403
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403
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
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:
3
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
4
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
5
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
6
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:
7
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:
8
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:
9
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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