//--> //--> //-->
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 journal of finance : the journal of the American Finance Association"
~subject:"Börsenkurs"
~type_genre:"Aufsatzsammlung"
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
Börsenkurs
Estimation theory
30
Schätztheorie
30
Theorie
24
Theory
24
CAPM
14
USA
14
United States
14
Share price
7
Estimation
6
Schätzung
6
Capital income
5
Kapitaleinkommen
5
Exchange rate
3
Risikoprämie
3
Risk premium
3
Volatilität
3
Wechselkurs
3
1963-1990
2
1980-1985
2
Arbitrage
2
Beta risk
2
Betafaktor
2
Deutschland
2
Devisenmarkt
2
Foreign exchange market
2
Germany
2
Portfolio selection
2
Portfolio-Management
2
Time series analysis
2
Welt
2
World
2
Zeitreihenanalyse
2
1926-1987
1
1926-1990
1
1954-1992
1
1962-1987
1
1963-1995
1
1964-1989
1
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Alizadeh, Sassan
1
Ball, Clifford A.
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Cho, D. C.
1
Diebold, Francis X.
1
Ferson, Wayne E.
1
Frees, Edward W.
1
Harris, Lawrence E.
1
Harvey, Campbell R.
1
Jorion, Philippe
1
Korkie, Robert M.
1
Litzenberger, Robert H.
1
Nelson, Daniel B.
1
Ronn, Ehud I.
1
Sunier, Alain M.
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
18
Econometric theory
16
Finance research letters
16
Journal of financial econometrics
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
The econometrics journal
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of financial economics
9
Applied economics
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
The review of financial studies
8
Applied financial economics
7
Computational economics
7
International journal of financial engineering
7
Journal of applied econometrics
7
The European journal of finance
7
Annals of finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
European journal of operational research : EJOR
6
International journal of economics and finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
2
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
3
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
4
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
5
Statistical properties of the Roll serial covariance bid ask spread estimator
Harris, Lawrence E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 579-590
Persistent link: https://www.econbiz.de/10001089793
Saved in:
6
Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
Saved in:
7
Estimation bias induced by discrete security prices
Ball, Clifford A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
Saved in:
8
Estimating the volatility of discrete stock prices
Cho, D. C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 451-466
Persistent link: https://www.econbiz.de/10001059356
Saved in:
9
A utility-based model of common stock price movements
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 67-92
Persistent link: https://www.econbiz.de/10001008811
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->