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subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Regression analysis"
~subject:"Stochastischer Prozess"
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Volatility
Regression analysis
Stochastischer Prozess
Estimation
77
Schätzung
77
Theorie
39
Theory
39
Volatilität
34
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
ARCH model
23
ARCH-Modell
23
Forecasting model
23
Prognoseverfahren
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
15
Schätztheorie
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Risikoprämie
12
Risk premium
12
Risikomaß
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Risk measure
11
Stochastic process
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Statistical distribution
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Statistische Verteilung
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Aktienmarkt
7
Correlation
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Korrelation
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Market microstructure
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Marktmikrostruktur
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Regressionsanalyse
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Stock market
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USA
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United States
7
CAPM
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Risiko
6
Risk
6
Nichtparametrisches Verfahren
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40
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English
41
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Garcia, René
2
Ghysels, Eric
2
Okou, Cédric
2
Olmo, Jose
2
Rodrigues, Paulo M. M.
2
Ahoniemi, Katja
1
Asai, Manabu
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Bu, Ruijun
1
Burnside, Craig
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Feunou, Bruno
1
Francq, Christian
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Galvão Júnior, Antônio Fialho
1
Giet, Ludovic
1
Gonçalves, Sílvia
1
Haas, Markus
1
Hadri, Kaddour
1
Hansen, Peter Reinhard
1
Hao, Jinji
1
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1
Horváth, Lajos
1
Hounyo, Ulrich
1
Jacquier, Eric
1
Jahan-Parvar, Mohammad R.
1
Janus, Paweł
1
Jondeau, Eric
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
188
Journal of econometrics
180
Economic modelling
169
Energy economics
161
Finance research letters
134
International review of economics & finance : IREF
131
Applied economics letters
125
International review of financial analysis
118
Discussion paper series / IZA
110
The North American journal of economics and finance : a journal of financial economics studies
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Journal of banking & finance
95
Working paper
94
Working paper / National Bureau of Economic Research, Inc.
94
NBER working paper series
93
Journal of empirical finance
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Economics letters
90
NBER Working Paper
86
Applied financial economics
79
CESifo working papers
77
Journal of international financial markets, institutions & money
77
Research in international business and finance
77
Journal of international money and finance
74
Discussion paper / Tinbergen Institute
70
The journal of futures markets
66
International journal of forecasting
65
Discussion paper / Centre for Economic Policy Research
64
Journal of risk and financial management : JRFM
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Journal of applied econometrics
54
Econometric reviews
49
International journal of finance & economics : IJFE
49
The European journal of finance
49
IZA Discussion Paper
47
Discussion paper
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
International Journal of Energy Economics and Policy : IJEEP
43
International journal of economics and finance
41
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ECONIS (ZBW)
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1
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho
;
Juhl, Ted
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
Saved in:
2
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
3
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
4
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
5
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
6
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
7
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
8
Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
Saved in:
9
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
10
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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