//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~subject:"Time series analysis"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Time series analysis
USA
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
15
Capital income
14
Kapitaleinkommen
14
ARCH model
12
ARCH-Modell
12
Volatilität
12
Zeitreihenanalyse
11
Forecasting model
10
Prognoseverfahren
10
Correlation
8
Korrelation
8
Risikomaß
8
Risk measure
8
Statistical distribution
7
Statistische Verteilung
7
Analysis of variance
6
CAPM
6
Varianzanalyse
6
Bayes-Statistik
5
Bayesian inference
5
Börsenkurs
5
Robust statistics
5
Robustes Verfahren
5
Share price
5
Credit risk
4
Kreditrisiko
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option pricing theory
4
Optionspreistheorie
4
Sharpe ratio
4
Simulation
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Wu, Xinyu
2
Adesina, Tola
1
Ardia, David
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bufalo, Michele
1
Chatrath, Arjun
1
Christie-David, Rohan
1
Du, Xiuli
1
Guégan, Dominique
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Herwartz, Helmut
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Kambouroudis, Dimos
1
Kim, Tae-hwan
1
Korkusuz, Burak
1
Lee, Kyungsub
1
Li, Haiqi
1
Li, Peng
1
Madan, Dilip B.
1
Matković, Mario
1
McMillan, David G.
1
Orlando, Giuseppe
1
Pan, Qunxing
1
Pontines, Victor
1
Poon, Aubrey
1
Reh, Laura
1
Rummel, Ole
1
Rüede, Maxime
1
Shi, Yanlin
1
Song, Juan
1
Sorić, Petar
1
Wang, King
1
Wang, Yubao
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
390
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Econometric theory
171
Economics letters
166
Econometric reviews
99
International journal of forecasting
74
Journal of forecasting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Applied economics letters
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of applied econometrics
53
The review of economics and statistics
53
Econometrics : open access journal
51
Applied economics
46
The econometrics journal
46
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of the American Statistical Association : JASA
41
Journal of time series econometrics
40
Journal of empirical finance
39
Computational economics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Oxford bulletin of economics and statistics
29
Journal of banking & finance
26
American journal of agricultural economics
24
Journal of risk and financial management : JRFM
21
The review of economic studies
21
Journal of macroeconomics
20
The journal of futures markets
20
Journal of financial econometrics
18
Journal of economic dynamics & control
17
Quantitative finance
17
International economic review
16
International journal of economics and financial issues : IJEFI
16
Journal of financial and quantitative analysis : JFQA
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of finance : the journal of the American Finance Association
16
International journal of theoretical and applied finance
15
Quantitative economics : QE ; journal of the Econometric Society
15
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
2
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
7
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
8
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
9
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
10
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->