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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
1,063
Schätztheorie
1,063
Theorie
383
Theory
383
Time series analysis
182
Zeitreihenanalyse
182
Estimation
141
Schätzung
139
Regression analysis
107
Regressionsanalyse
107
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97
Panel study
97
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
Statistical test
56
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56
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41
Autokorrelation
41
Volatilität
41
Method of moments
38
Momentenmethode
38
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37
ARCH-Modell
37
Forecasting model
32
Prognoseverfahren
32
Bias
31
Cointegration
31
Kointegration
31
Maximum likelihood estimation
31
Statistical distribution
31
Statistische Verteilung
31
Systematischer Fehler
31
Maximum-Likelihood-Schätzung
30
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
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29
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28
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28
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28
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41
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Article in journal
Government document
Aufsatz in Zeitschrift
41
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English
41
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Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
2
Abbara, Omar
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Cecen, A. A.
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Claes, Anouk G. P.
1
Corré, Nienke
1
Daníelsson, Jón
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Enders, Walter
1
Erkal, Cahit
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Fornari, Fabio
1
Gefang, Deborah
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Hoogerheide, Lennart F.
1
Hou, Weijie
1
Jensen, Mark J.
1
Jeong, Minsoo
1
Jung, Hojin
1
Kalyvitēs, Sarantēs
1
Kapetanios, George
1
Katsiampa, Paraskevi
1
Kim, Chang Sik
1
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
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
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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ECONIS (ZBW)
41
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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
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
5
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
6
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
7
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
8
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:
9
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:
10
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:
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