//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
~subject:"Statistical distribution"
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
Estimation
Statistical distribution
Estimation theory
26
Schätztheorie
26
Schätzung
12
Volatilität
11
ARCH model
9
ARCH-Modell
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
6
Share price
6
Forecasting model
5
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Capital income
4
Kapitaleinkommen
4
Regression analysis
4
Regressionsanalyse
4
GARCH
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Portfolio-Management
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
3
Aktienindex
2
Correlation
2
Inflation
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Method of moments
2
Momentenmethode
2
Regime-switching estimation
2
Risikomanagement
2
Risk management
2
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Alañón Pardo, Ángel
1
Allen, David E.
1
Arize, Augustine Chuck
1
Auer, Benjamin R.
1
Chen, Cathy W. S.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Franke, Reiner
1
Guillén, Montserrat
1
Haensly, Paul J.
1
Horváth, Roman
1
Iitsuka, Yoshitaka
1
Jang, Tae-Seok
1
Kok Haur Ng
1
Kumar, Satish
1
Kunitomo, Naoto
1
Lange, Ronald H.
1
Lange, Ronald Henry
1
Li, Leon
1
Li, Mingge
1
Lin, Tsai-Yu
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Moneva, J. M.
1
Motegi, Kaiji
1
Ortas, E.
1
Peiris, Shelton
1
Perote, Javier
1
Sacht, Stephen
1
Salvador, Manuel
1
Sato, Seisho
1
Syu, Fong-Yi
1
Vidal-Llana, Xenxo
1
Wang, Li
1
Wu, Yuehua
1
Ye, Wuyi
1
Ñíguez, Trino-Manuel
1
Šopov, Boril
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
141
Econometric reviews
85
Economic modelling
61
Applied economics letters
60
Econometric theory
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Insurance / Mathematics & economics
52
The econometrics journal
49
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of the American Statistical Association : JASA
42
International journal of forecasting
41
Journal of applied econometrics
41
Journal of banking & finance
40
Econometrics : open access journal
36
Journal of empirical finance
35
Quantitative economics : QE ; journal of the Econometric Society
33
European journal of operational research : EJOR
31
Computational economics
30
Journal of forecasting
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of financial econometrics
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Statistics in transition : an international journal of the Polish Statistical Association
27
Finance research letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of risk and financial management : JRFM
26
International journal of economics and financial issues : IJEFI
23
Quantitative finance
23
The review of economics and statistics
23
Energy economics
21
Journal of risk
20
Journal of economic dynamics & control
18
Risks : open access journal
16
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
Oxford bulletin of economics and statistics
15
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
4
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
5
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
6
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
7
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
8
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
9
The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
Saved in:
10
The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H.
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->