//--> //--> //--> //-->
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:"Journal of forecasting"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
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
Stochastic process
Zeitreihenanalyse
Estimation theory
123
Schätztheorie
123
Forecasting model
71
Prognoseverfahren
71
Time series analysis
54
Theorie
45
Theory
45
Estimation
18
Schätzung
18
Regression analysis
17
Regressionsanalyse
17
ARCH model
11
ARCH-Modell
11
Volatilität
10
Capital income
9
Kapitaleinkommen
9
USA
8
United States
8
Börsenkurs
7
Share price
7
Markov chain
6
Markov-Kette
6
Bayes-Statistik
5
Bayesian inference
5
Correlation
5
Korrelation
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Robust statistics
5
Robustes Verfahren
5
Statistical distribution
5
Statistische Verteilung
5
Causality analysis
4
Forecast
4
Kausalanalyse
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Prognose
4
more ...
less ...
Online availability
All
Undetermined
15
Free
2
Type of publication
All
Article
64
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
64
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
64
Author
All
Ravishanker, Nalini
3
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Palma, Wilfredo
2
Shang, Han Lin
2
Taylor, James W.
2
Tsay, Ruey S.
2
Abraham, Bovas
1
Aczel, Amir D.
1
Alpuim, M. Teresa
1
An, Yang
1
Balakrishna, N.
1
Banerjee, Anurag Narayan
1
Barbosa, Emanuel
1
Ben-Zion, Uri
1
Beveridge, Steve
1
Blanco-Fernández, Ángela
1
Breidt, F. Jay
1
Brännäs, Kurt
1
Chen, Bei
1
Chen, Xi
1
Choi, Jeong Hoon
1
Chow, Wai Kit
1
Croux, Christophe
1
DeJong, David Neil
1
Dokuchaev, Nikolai
1
Eidestedt, Richard
1
Ekberg, Stefan
1
Fei, Tianlun
1
Ferrara, Laurent
1
Ferreira, Guillermo
1
Filzmoser, Peter
1
Fischer, Henning
1
Fortsch, Sima M.
1
Fried, Roland
1
Gaskell, Paul
1
Gel, Yulia R.
1
Gelper, Sarah
1
Glaz, J.
1
more ...
less ...
Published in...
All
Journal of forecasting
Journal of econometrics
379
Econometric theory
173
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
158
Econometric reviews
99
International journal of forecasting
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
54
Econometrics : open access journal
51
Economic modelling
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
The econometrics journal
45
Journal of the American Statistical Association : JASA
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
40
Journal of empirical finance
39
Applied economics
38
Computational economics
37
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Finance research letters
24
Journal of risk and financial management : JRFM
23
Oxford bulletin of economics and statistics
23
Journal of banking & finance
22
Journal of financial econometrics
20
European journal of operational research : EJOR
19
Quantitative economics : QE ; journal of the Econometric Society
19
Quantitative finance
18
The North American journal of economics and finance : a journal of financial economics studies
17
Insurance / Mathematics & economics
16
International journal of economics and financial issues : IJEFI
16
International journal of theoretical and applied finance
16
The review of economics and statistics
16
Journal of economic dynamics & control
15
Journal of macroeconomics
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of quantitative economics
13
The review of economic studies
13
Energy economics
12
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
4
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:
5
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:
6
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
7
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:
8
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
9
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
10
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->