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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatilität"
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Volatility
Yield curve
Volatilität
Estimation
282
Schätzung
282
Capital income
100
Kapitaleinkommen
100
Börsenkurs
91
Share price
91
Theorie
67
Theory
67
Aktienmarkt
59
Stock market
59
Forecasting model
51
Prognoseverfahren
51
ARCH model
50
ARCH-Modell
50
Time series analysis
50
Zeitreihenanalyse
50
Portfolio selection
38
Portfolio-Management
38
Welt
38
World
38
USA
34
United States
34
CAPM
28
Spillover effect
28
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28
Cointegration
27
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27
Anlageverhalten
26
Behavioural finance
26
Estimation theory
26
Schätztheorie
26
Risikomaß
25
Risk measure
25
VAR model
25
VAR-Modell
25
Risiko
23
Risikoprämie
23
Risk
23
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Article
120
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120
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English
120
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Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Dai, Zhifeng
2
Guerello, Chiara
2
Hansen, Peter Reinhard
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
Nonejad, Nima
2
Risse, Marian
2
Salisu, Afees A.
2
Xuan Vinh Vo
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Alitab, Dario
1
Aliyu, Victoria O.
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Ao, Zhiming
1
Arisoy, Yakup Eser
1
Barigozzi, Matteo
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bee, Marco
1
Bekierman, Jeremias
1
Bekiros, Stelios
1
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Journal of financial econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
127
Energy economics
126
International review of economics & finance : IREF
106
Applied economics
90
Economic modelling
86
International review of financial analysis
80
Journal of econometrics
74
Research in international business and finance
62
Journal of banking & finance
61
Journal of empirical finance
58
Journal of international financial markets, institutions & money
54
Discussion paper / Centre for Economic Policy Research
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of international money and finance
51
Economics letters
45
Working paper / National Bureau of Economic Research, Inc.
45
Applied economics letters
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of forecasting
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of financial economics
36
Discussion papers / CEPR
34
International journal of finance & economics : IJFE
32
Journal of economic dynamics & control
32
Pacific-Basin finance journal
31
Quantitative finance
29
The European journal of finance
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Emerging markets, finance and trade : EMFT
26
Journal of financial markets
24
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Review of quantitative finance and accounting
21
Econometric reviews
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
International journal of economics and finance
19
Global finance journal
17
International journal of emerging markets
16
Macroeconomic dynamics
16
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ECONIS (ZBW)
120
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1
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
2
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:
3
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:
4
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:
5
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
6
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
7
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
8
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
9
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
10
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
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