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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Time series analysis"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation"
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Volatilität
Time series analysis
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatility
34
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
ARCH model
23
ARCH-Modell
23
Forecasting model
23
Prognoseverfahren
23
Zeitreihenanalyse
17
Estimation theory
15
Schätztheorie
15
Risikoprämie
12
Risk premium
12
Risikomaß
11
Risk measure
11
Stochastic process
9
Stochastischer Prozess
9
Statistical distribution
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Aktienmarkt
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Regression analysis
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Regressionsanalyse
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USA
7
United States
7
CAPM
6
Risiko
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Risk
6
Nichtparametrisches Verfahren
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Article
41
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
42
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1
Sammelwerk
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English
42
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Garcia, René
2
Ghysels, Eric
2
Koopman, Siem Jan
2
Lanne, Markku
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Ahoniemi, Katja
1
Asai, Manabu
1
Audrino, Francesco
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Caldeira, João F.
1
Calvori, Francesco
1
Caporin, Massimiliano
1
Chiu, Ching Wai Jeremy
1
Corsi, Fulvio
1
Creal, Drew
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Eraker, Bjørn
1
Feunou, Bruno
1
Foerster, Andrew
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Gonçalves, Sílvia
1
Haas, Markus
1
Hansen, Peter Reinhard
1
Hao, Jinji
1
Hassler, Uwe
1
Horváth, Lajos
1
Hounyo, Ulrich
1
Jacquier, Eric
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
208
Economic modelling
191
Energy economics
173
Journal of econometrics
165
Applied economics letters
144
International review of economics & finance : IREF
134
Finance research letters
129
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
98
Journal of banking & finance
97
Applied financial economics
94
Journal of empirical finance
93
Journal of international money and finance
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Research in international business and finance
80
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Econometric reviews
56
Journal of applied econometrics
56
Journal of economic dynamics & control
49
The European journal of finance
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International Journal of Energy Economics and Policy : IJEEP
48
Macroeconomic dynamics
46
International journal of economics and finance
45
International journal of economics and financial issues : IJEFI
45
Journal of financial economics
43
The empirical economics letters : a monthly international journal of economics
42
Journal of macroeconomics
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
Pacific-Basin finance journal
40
Cogent economics & finance
39
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ECONIS (ZBW)
42
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
3
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
4
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
5
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
6
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
7
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
Saved in:
8
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
9
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
10
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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