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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of forecasting"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
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Song, Yuping
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International journal of financial engineering
Journal of forecasting
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Econometric reviews
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
7
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar
;
Goswami, Anindya
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
Saved in:
8
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
9
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
10
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
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