//--> //--> //-->
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:"Volatilität"
isPartOf:"MNB working papers"
~isPartOf:"Journal of financial econometrics"
~accessRights:"restricted"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation theory
40
Schätztheorie
40
Estimation
15
Schätzung
15
Time series analysis
13
Zeitreihenanalyse
13
Volatility
11
ARCH model
8
ARCH-Modell
8
Correlation
8
Korrelation
8
Portfolio selection
8
Portfolio-Management
8
Statistical distribution
8
Statistische Verteilung
8
Forecasting model
7
Prognoseverfahren
7
Risikomaß
7
Risk measure
7
Analysis of variance
6
Capital income
6
Kapitaleinkommen
6
Varianzanalyse
6
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
CAPM
4
Sampling
4
Stichprobenerhebung
4
value-at-risk
4
Autocorrelation
3
Autokorrelation
3
Börsenkurs
3
Induktive Statistik
3
Regression analysis
3
Regressionsanalyse
3
Risikoprämie
3
Risk premium
3
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Buccheri, Giuseppe
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jiang, Binyan
1
Ko, Yi-Chen
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Palandri, Alessandro
1
Pelletier, Denis
1
Sucarrat, Genaro
1
Tang, Cheng Yong
1
Taylor, Stephen
1
Toscano, Giacomo
1
Vocalelli, Giorgio
1
Wang, Jr-Yan
1
Zhao, Xiaolu
1
more ...
less ...
Published in...
All
MNB working papers
Journal of financial econometrics
Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
13
Econometric reviews
12
Finance research letters
12
Economics letters
11
Quantitative finance
11
Journal of empirical finance
10
Economic modelling
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometric theory
7
Computational economics
6
Journal of banking & finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
Journal of forecasting
5
Journal of mathematical finance
5
Journal of quantitative economics
5
Journal of risk
5
Energy economics
4
Finance and stochastics
4
International journal of financial engineering
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The econometrics journal
4
The journal of risk model validation
4
Theoretical economics letters
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European journal of operational research : EJOR
3
IIMB management review
3
International journal of theoretical and applied finance
3
Journal of time series econometrics
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Annals of finance
2
Application of operations research to financial markets
2
Discussion paper / Centre for Economic Policy Research
2
Economic research
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
2
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
3
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
4
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
5
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
6
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
7
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
8
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
9
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
10
Realized variance modeling : decoupling forecasting from estimation
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 532-555
Persistent link: https://www.econbiz.de/10012316698
Saved in:
11
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->