//--> //--> //--> //-->
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"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Stochastischer Prozess"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Stochastischer Prozess
Estimation
218
Schätzung
218
Theorie
111
Theory
111
Estimation theory
69
Schätztheorie
69
Volatilität
61
Time series analysis
58
Zeitreihenanalyse
58
Capital income
46
Kapitaleinkommen
46
Forecasting model
42
Prognoseverfahren
42
Börsenkurs
36
Share price
36
Stochastic process
36
ARCH model
34
ARCH-Modell
34
USA
27
United States
27
Panel
25
Panel study
25
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
20
Bayesian inference
20
Cointegration
17
Kointegration
17
Statistical distribution
15
Statistische Verteilung
15
Risikomaß
14
Risikoprämie
14
Risk measure
14
Risk premium
14
Correlation
13
Korrelation
13
more ...
less ...
Online availability
All
Undetermined
29
Free
3
Type of publication
All
Article
68
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
69
Aufsatz in Zeitschrift
69
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
69
Author
All
McAleer, Michael
5
Asai, Manabu
4
Bu, Ruijun
2
Caporin, Massimiliano
2
Chan, Joshua
2
Garcia, René
2
Ghysels, Eric
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Medeiros, Marcelo C.
2
Meyer, Renate
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Teräsvirta, Timo
2
Adolfson, Malin
1
Ahoniemi, Katja
1
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
1
Bao, Yong
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bos, Charles S.
1
Brownlees, Christian
1
Burnside, Craig
1
Cai, Yuzhi
1
Caldeira, João F.
1
Cubadda, Gianluca
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dimitrakopoulos, Stefanos
1
Dufour, Jean-Marie
1
Eisenstat, Eric
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
146
Applied economics
135
Economic modelling
126
Finance research letters
120
International review of economics & finance : IREF
114
Journal of econometrics
108
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
89
Working paper / National Bureau of Economic Research, Inc.
84
Journal of empirical finance
83
Applied economics letters
82
NBER working paper series
80
Applied financial economics
78
Working paper
78
NBER Working Paper
74
Journal of international financial markets, institutions & money
69
Journal of international money and finance
69
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The journal of futures markets
66
Discussion paper / Tinbergen Institute
59
Economics letters
59
CESifo working papers
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
51
International journal of forecasting
49
The European journal of finance
47
International journal of finance & economics : IJFE
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
International Journal of Energy Economics and Policy : IJEEP
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
38
Quantitative finance
36
International journal of economics and finance
33
Journal of applied econometrics
33
Pacific-Basin finance journal
33
more ...
less ...
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
6
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
7
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
8
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
9
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
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...
//-->